VAR VAR GDP GDP shigeki.oonishi@mof.go.jp December VAR Vector Autoregression VAR IT GDP VAR VAR M CD GDP GDP VAR ADF augmented Dickey −Fuller test ADF ADF VAR VAR SC Schwarz information criterion AIC Akaike information criterion SC Granger GDP GDP Granger GDP Á Â GDP M CD GDP GDP GDP M CD Granger GDP Granger GDP SNA M CD GDP SNA GDP TFP GDP GDP GDP SNA M CD GDP TFP GDP M CD GDP TFP GDP GDP Granger