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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)
All
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 51 - 60 of 116
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Forecast error variance decompositions with local projections
Gorodnichenko, Yuriy; Lee, Byoungchan - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 4, pp. 921-933
Persistent link: https://www.econbiz.de/10012313379
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Identifying the sources of model misspecification
Inoue, Atsushi; Kuo, Chun-Hung; Rossi, Barbara - In: Journal of monetary economics 110 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012494109
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How connected is the carbon market to energy and financial markets? : a systematic analysis of spillovers and dynamics
Tan, Xueping; Sirichand, Kavita; Vivian, Andrew; Wang, Xinyu - In: Energy economics 90 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012517582
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Impacts of the Drug Trade on Latin American Food Production.
Palma, Marco; Ribera, Luis; Bessler, David A. - Agricultural and Applied Economics Association - AAEA - 2015
This article compiles several sources of drug data to provide an analysis of supply and demand factor influencing the drug trade, including potential effects to agricultural production. All effects were found to be contemporaneously independent with the exception of coca production causing...
Persistent link: https://www.econbiz.de/10011125495
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Identifying the sources of model misspecification
Inoue, Atsushi; Kuo, Chun-Huong; Rossi, Barbara - 2015
Persistent link: https://www.econbiz.de/10011589629
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Determinants of the current account balance in Lesotho : a structural vector autoregression analysis
Damane, Moeti; Thite, Maselone - In: International journal of sustainable economy 11 (2019) 2, pp. 141-166
Persistent link: https://www.econbiz.de/10012050860
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Volatility spillovers in energy markets
Chuliá, Helena; Furió, Dolores; Uribe, Jorge - In: The energy journal 40 (2019) 3, pp. 173-197
Persistent link: https://www.econbiz.de/10012053266
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Feedback spillover dynamics of crude oil and global assets indicators : a system-wide network perspective
Singh, Vipul Kumar; Kumar, Pawan; Nishant, Shreyank - In: Energy economics 80 (2019), pp. 321-335
Persistent link: https://www.econbiz.de/10012173624
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How do normalization schemes affect net spillovers? : a replication of the Diebold and Yilmaz (2012) study
Caloia, Francesco Giuseppe; Cipollini, Andrea; … - In: Energy economics 84 (2019), pp. 1-13
Persistent link: https://www.econbiz.de/10012183350
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Directional Volatility Spillovers between Agricultural, Crude Oil, Real Estate and other Financial Markets
Grosche, Stephanie; Heckelei, Thomas - Institut für Lebensmittel und Ressourcenökonomik, … - 2014
The addition of commodities to financial portfolios and resulting weight adjustments may create volatility linkages between commodity and financial markets, especially during financial crises. Also, biofuel mandates are suspected to integrate agricultural and energy markets. We calculate...
Persistent link: https://www.econbiz.de/10010880192
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