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  • Search: subject:"Error Variance Decomposition"
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Year of publication
Subject
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Prognoseverfahren 55 Forecasting model 54 VAR-Modell 51 VAR model 50 forecast error variance decomposition 33 Dekompositionsverfahren 31 Decomposition method 30 Forecast error variance decomposition 28 Schock 18 Shock 17 Spillover effect 17 Spillover-Effekt 17 Estimation 15 Estimation theory 15 Schätztheorie 15 Schätzung 15 Theorie 15 Cointegration 14 Theory 14 Time series analysis 13 Zeitreihenanalyse 13 Kointegration 11 Volatility 11 Volatilität 11 impulse response functions 11 Causality analysis 10 Granger causality 10 Kausalanalyse 10 Monetary policy 10 generalized forecast error variance decomposition 10 Oil price 9 impulse response function 9 Aktienmarkt 8 Börsenkurs 8 Causality 8 EU countries 8 EU-Staaten 8 Forecast Error Variance Decomposition 8 Geldpolitik 8 Share price 8
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Online availability
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Free 53 Undetermined 49 CC license 3
Type of publication
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Article 75 Book / Working Paper 39 Other 2
Type of publication (narrower categories)
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Article in journal 49 Aufsatz in Zeitschrift 49 Working Paper 16 Graue Literatur 12 Non-commercial literature 12 Arbeitspapier 9 Article 5 research-article 3 Aufsatz im Buch 2 Book section 2 Congress Report 1 Preprint 1 Thesis 1
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Language
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English 89 Undetermined 26 German 1
Author
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Seymen, Atilim 4 Shin, Yongcheol 4 Agbenyegah, Benjamin K. 3 Dhanaraj, Sowmya 3 Gopalaswamy, Arun Kumar 3 Pagnottoni, Paolo 3 Pontines, Victor 3 Abu-Qarn, Aamer 2 Abu-Qarn, Aamer S. 2 Aksoy, Yunus 2 Alonso-Rodriguez, Agustin 2 Aslam, Muhammad 2 Bajaj, Parminder Kaur 2 Banerjee, Neelotpaul 2 Baxa, Jaromir 2 Bernhardt, Matthias 2 Bloch, Harry 2 Bokhari, Rabia 2 Bolboaca, Maria 2 Caloia, Francesco Giuseppe 2 Chagwedera, Edson 2 Chinoda, Tough 2 Cipollini, Andrea 2 Dagar, Vishal 2 Damane, Moeti 2 Dees, S. 2 Di Serio, Mario 2 Fischer, Sarah 2 Giudici, Paolo 2 Greenwood-Nimmo, Matthew 2 Hlupo, Patience 2 Holly, S. 2 Inoue, Atsushi 2 Kakran, Shubham 2 Lingauer, Michael 2 Mahmood, Yasar 2 Melina, Giovanni 2 Min, Aleksey 2 Mugisha, Fred 2 Muhammad, Andrew 2
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Institution
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Economics Department, Ben Gurion University of the Negev 2 Faculty of Economics, University of Cambridge 2 Zentrum für Europäische Wirtschaftsforschung (ZEW) 2 Agricultural and Applied Economics Association - AAEA 1 Birkbeck, Department of Economics, Mathematics & Statistics 1 CESifo 1 Central Bank of Ireland 1 Cowles Foundation for Research in Economics, Yale University 1 Econometric Society 1 Institut für Lebensmittel und Ressourcenökonomik, Rheinische Friedrich-Wilhelms-Universität Bonn 1 Institute of Economic Policy Research (IEPR), University of Southern California 1 Melbourne Institute of Applied Economic and Social Research (MIAESR), Faculty of Business and Economics 1 School of Economics and Management, University of Aarhus 1 UNIVERSIDAD ICESI 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Energy economics 4 ZEW Discussion Papers 4 Journal of Financial Economic Policy 3 Cambridge Working Papers in Economics 2 Empirical economics : a quarterly journal of the Institute for Advanced Studies 2 International Journal of Financial Services Management 2 International journal of sustainable economy 2 Modern economy 2 Working Paper 2 Working Papers / Economics Department, Ben Gurion University of the Negev 2 Working paper 2 2015 Allied Social Science Association (ASSA) Annual Meeting, January 3-5, 2015, Boston, Massachusetts 1 African Journal of Economic and Sustainable Development 1 American journal of finance and accounting 1 Annals of Economics and Finance 1 Annals of economics and finance 1 BORRADORES DE ECONOMÍA Y FINANZAS 1 Barcelona GSE working paper series : working paper 1 Birkbeck Working Papers in Economics and Finance 1 CAMA working paper series 1 CESifo Working Paper Series 1 CREATES Research Papers 1 China finance review international 1 Cogent Economics & Finance 1 Cogent economics & finance 1 Cowles Foundation Discussion Papers 1 Defence and Peace Economics 1 Defence and peace economics 1 Discussion Papers / Institut für Lebensmittel und Ressourcenökonomik, Rheinische Friedrich-Wilhelms-Universität Bonn 1 Discussion paper 1 Econometric Society 2004 Far Eastern Meetings 1 Econometrics 1 Econometrics : open access journal 1 Economic modelling 1 Economic papers 1 Economics Letters 1 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 1 Finance research letters 1 Financial Market Dynamics after COVID 19 : The Contagion Effect of the Pandemic in Finance 1 Global business review 1
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Source
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ECONIS (ZBW) 63 RePEc 33 EconStor 13 BASE 4 Other ZBW resources 3
Showing 11 - 20 of 116
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Novel evidence from APEC countries on stock market integration and volatility spillover: A Diebold and Yilmaz approach
Kakran, Shubham; Sidhu, Arpit; Bajaj, Parminder Kaur; … - In: Cogent Economics & Finance 11 (2023) 2, pp. 1-23
The interconnection of stock markets offers valuable insights into the broader dynamics of global financial markets. This study uses the Diebold and Yilmaz index model to analyze and measure volatility spillovers and interconnectedness among APEC stock markets. The objective is to identify major...
Persistent link: https://www.econbiz.de/10015074819
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Is the price cap for gas useful? : evidence from European countries
Ravazzolo, Francesco; Rossini, Luca - 2023
Since Russia's invasion of Ukraine, many countries have pledged to end or restrict their oil and gas imports to curtail Moscow's revenues and hinder its war effort. Thus, the European ministers agreed to trigger a cap on the gas price. To detect the importance of the price cap for gas, we...
Persistent link: https://www.econbiz.de/10014390297
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Novel evidence from APEC countries on stock market integration and volatility spillover : a Diebold and Yilmaz approach
Kakran, Shubham; Sidhu, Arpit; Bajaj, Parminder Kaur; … - In: Cogent economics & finance 11 (2023) 2, pp. 1-23
The interconnection of stock markets offers valuable insights into the broader dynamics of global financial markets. This study uses the Diebold and Yilmaz index model to analyze and measure volatility spillovers and interconnectedness among APEC stock markets. The objective is to identify major...
Persistent link: https://www.econbiz.de/10014502815
Saved in:
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A new unique impulse response function in linear vector autoregressive models
Shi, Yanlin - In: International review of finance : the official journal … 23 (2023) 2, pp. 460-468
Persistent link: https://www.econbiz.de/10014326311
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The impact of financial crisis on MFIs performance in Zimbabwe
Hlupo, Patience; Mukute, Tafadzwa; Chinoda, Tough; … - In: The Journal of Entrepreneurial Finance (JEF) 24 (2022) 2, pp. 1-25
Our study explores the impact financial crisis has on performance of microfinance institutions in Zimbabwe employing the Vector Autoregression using annual time series data from 1990 to 2018. The findings from our study revealed a positive impact of financial crisis on performance of...
Persistent link: https://www.econbiz.de/10013366730
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The impact of financial crisis on MFIs performance in Zimbabwe
Hlupo, Patience; Mukute, Tafadzwa; Chinoda, Tough; … - In: Journal of entrepreneurial finance : JEF ; official … 24 (2022) 2, pp. 1-25
Our study explores the impact financial crisis has on performance of microfinance institutions in Zimbabwe employing the Vector Autoregression using annual time series data from 1990 to 2018. The findings from our study revealed a positive impact of financial crisis on performance of...
Persistent link: https://www.econbiz.de/10013365496
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Modelling determinants of inflation in CESEE countries : global vector autoregressive approach
Jakši, Saša - In: Národohospodářský obzor : časopis věnovaný … 22 (2022) 2, pp. 137-169
Persistent link: https://www.econbiz.de/10013270502
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Macroeconomic effects of demand and supply shocks in the global oil price on the Vietnamese economy
Thuy Hang Duong - In: International journal of energy sector management 18 (2024) 1, pp. 119-140
Persistent link: https://www.econbiz.de/10014461574
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Financial contagion among the GSIBs and regulatory interventions
Lai, Jennifer Te; McNelis, Paul D. - In: Journal of financial stability 72 (2024), pp. 1-9
Persistent link: https://www.econbiz.de/10014565243
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Integration or fragmentation : a closer look at euro area financial markets
Feldkircher, Martin; Klieber, Karin - In: Handbook of financial integration, (pp. 443-469). 2024
Persistent link: https://www.econbiz.de/10015078666
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