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  • Search: subject:"Error variance"
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Year of publication
Subject
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Prognoseverfahren 83 Forecasting model 81 VAR model 69 VAR-Modell 68 Dekompositionsverfahren 37 Decomposition method 36 Schätzung 33 forecast error variance decomposition 33 Estimation 32 Schock 30 Shock 29 Forecast error variance decomposition 28 Spillover effect 23 Spillover-Effekt 23 error variance 23 Estimation theory 22 Schätztheorie 22 Theorie 20 equation 20 statistics 20 Theory 19 Volatility 19 Volatilität 19 Cointegration 18 correlation 17 Kointegration 15 equations 15 time series 15 Time series analysis 14 Zeitreihenanalyse 14 forecasting 14 standard deviation 14 Economic growth 13 Monetary policy 13 Oil price 13 covariance 13 survey 13 Börsenkurs 12 Forecast error variance 12 Risiko 12
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Online availability
All
Free 103 Undetermined 85 CC license 4
Type of publication
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Article 127 Book / Working Paper 83 Other 2
Type of publication (narrower categories)
All
Article in journal 78 Aufsatz in Zeitschrift 78 Working Paper 27 Graue Literatur 17 Non-commercial literature 17 Arbeitspapier 14 Article 6 Aufsatz im Buch 3 Book section 3 research-article 3 Conference paper 1 Congress Report 1 Konferenzbeitrag 1 Preprint 1 Thesis 1
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Language
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English 149 Undetermined 62 German 1
Author
All
Knüppel, Malte 8 Seymen, Atilim 4 Shin, Yongcheol 4 Agbenyegah, Benjamin K. 3 Banerjee, Neelotpaul 3 Brunnert, Marcus 3 Dhanaraj, Sowmya 3 Gilberg, Frank 3 Gopalaswamy, Arun Kumar 3 Pagnottoni, Paolo 3 Pontines, Victor 3 Siddhanta, Somroop 3 Volpicella, Alessio 3 Abu-Qarn, Aamer 2 Abu-Qarn, Aamer S. 2 Aksoy, Yunus 2 Alonso-Rodriguez, Agustin 2 Aslam, Muhammad 2 Bajaj, Parminder Kaur 2 Balcilar, Mehmet 2 Baxa, Jaromir 2 Bekun, Festus Victor 2 Ben Zeev, Nadav 2 Bernhardt, Matthias 2 Bessler, David A. 2 Bloch, Harry 2 Bokhari, Rabia 2 Bolboaca, Maria 2 Caloia, Francesco Giuseppe 2 Chagwedera, Edson 2 Chinoda, Tough 2 Cipollini, Andrea 2 Cronin, David 2 Dagar, Vishal 2 Damane, Moeti 2 Dees, S. 2 Demiralay, Sercan 2 Di Serio, Mario 2 Fischer, Sarah 2 Giudici, Paolo 2
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Institution
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International Monetary Fund (IMF) 20 International Monetary Fund 3 eSocialSciences 3 Deutsche Bundesbank 2 Economics Department, Ben Gurion University of the Negev 2 Faculty of Economics, University of Cambridge 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Zentrum für Europäische Wirtschaftsforschung (ZEW) 2 Agricultural and Applied Economics Association - AAEA 1 Birkbeck, Department of Economics, Mathematics & Statistics 1 Business School, University of Sydney 1 C.E.P.R. Discussion Papers 1 CESifo 1 Central Bank of Ireland 1 Cowles Foundation for Research in Economics, Yale University 1 Departamento de Estadistica, Universidad Carlos III de Madrid 1 Department of Economics, Waikato Management School 1 Econometric Society 1 Institut für Lebensmittel und Ressourcenökonomik, Rheinische Friedrich-Wilhelms-Universität Bonn 1 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 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 New Zealand Agricultural and Resource Economics Society - NZARES 1 Research Institute for Market Economy, Sogang University 1 School of Economics and Management, University of Aarhus 1 UNIVERSIDAD ICESI 1
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Published in...
All
IMF Working Papers 17 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 4 Energy economics 4 ZEW Discussion Papers 4 International journal of forecasting 3 Journal of Financial Economic Policy 3 Working Paper 3 Working Papers / eSocialSciences 3 Working paper 3 Annals of the Institute of Statistical Mathematics 2 Cambridge Working Papers in Economics 2 Discussion paper 2 Empirical economics : a quarterly journal of the Institute for Advanced Studies 2 Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists 2 Finance research letters 2 Global business review 2 IMF Staff Country Reports 2 International Journal of Financial Services Management 2 International Journal of Forecasting 2 International journal of sustainable economy 2 Journal of Applied Statistics 2 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 2 Journal of economic research 2 MPRA Paper 2 Modern economy 2 Psychometrika 2 Quality & Quantity: International Journal of Methodology 2 Working Papers / Economics Department, Ben Gurion University of the Negev 2 Working Papers in Economics 2 2012 Conference, August 31, 2012, Nelson, New Zealand 1 2015 Allied Social Science Association (ASSA) Annual Meeting, January 3-5, 2015, Boston, Massachusetts 1 AStA Advances in Statistical Analysis 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 Applied economics 1 Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore 1 BORRADORES DE ECONOMÍA Y FINANZAS 1 Barcelona GSE working paper series : working paper 1
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Source
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ECONIS (ZBW) 98 RePEc 87 EconStor 20 BASE 4 Other ZBW resources 3
Showing 11 - 20 of 212
Cover Image
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
, while spillovers account for 32.86% of the error variance across APEC equity markets. Moreover, notable spikes in volatility …
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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Cover Image
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
, while spillovers account for 32.86% of the error variance across APEC equity markets. Moreover, notable spikes in volatility …
Persistent link: https://www.econbiz.de/10014502815
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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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Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario; Pesaran, M. Hashem - In: Journal of applied econometrics 38 (2023) 3, pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
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The stimulative effects of anticipated government spending expansions : evidence from survey forecasts
Nam, Deokwoo; Li, Xiaole - In: Hitotsubashi journal of economics 65 (2024) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10015407402
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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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SVARs identification through bounds on the forecast error variance
Volpicella, Alessio - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1291-1301
Persistent link: https://www.econbiz.de/10013539513
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