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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 31 - 40 of 212
Cover Image
The motifs of risk transmission in multivariate time series: Application to commodity prices
Pagnottoni, Paolo; Spelta, Alessandro - In: Socio-economic planning sciences : the international … 87 (2023) 2, pp. 1-12
Persistent link: https://www.econbiz.de/10014317442
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Identifying key macroeconomic shocks to Canadian GDP
Sayeed, Jamil - 2020
by maximizing the forecast error variance of GDP for a ten years horizon. Two shocks are sufficient to explain most of …
Persistent link: https://www.econbiz.de/10012939241
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Spillover dynamics across price inflation and selected agricultural commodity prices
Balcilar, Mehmet; Bekun, Festus Victor - In: Journal of Economic Structures 9 (2020) 2, pp. 1-17
This article contributes to the existing empirical literature by examining the spillovers across price inflation and agricultural commodity prices for the case of Nigeria. To achieve this objective, we employ the Diebold and Yilmaz (Int J Forecast 28(1):57-66, 2012) spillover index....
Persistent link: https://www.econbiz.de/10013288279
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Cover Image
The real effects of loan-to-value limits : empirical evidence from Korea
Pontines, Victor - 2020
Persistent link: https://www.econbiz.de/10012252432
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Cover Image
Spillover dynamics across price inflation and selected agricultural commodity prices
Balcilar, Mehmet; Bekun, Festus Victor - In: Journal of economic structures : JES; the official … 9 (2020) 2, pp. 1-17
This article contributes to the existing empirical literature by examining the spillovers across price inflation and agricultural commodity prices for the case of Nigeria. To achieve this objective, we employ the Diebold and Yilmaz (Int J Forecast 28(1):57-66, 2012) spillover index....
Persistent link: https://www.econbiz.de/10012256021
Saved in:
Cover Image
Identifying key macroeconomic shocks to Canadian GDP
Sayeed, Jamil - 2020
by maximizing the forecast error variance of GDP for a ten years horizon. Two shocks are sufficient to explain most of …
Persistent link: https://www.econbiz.de/10012437729
Saved in:
Cover Image
The real effects of loan-to-value limits : empirical evidence from Korea
Pontines, Victor - 2020
Persistent link: https://www.econbiz.de/10012224944
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Cover Image
The oil story : is it still the same?
Rawat, Pranjal; Srinivasan, Naveen - 2020
Persistent link: https://www.econbiz.de/10013471092
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SVARs identification through bounds on the forecast error variance
Volpicella, Alessio - 2019
decomposition and forecast error variance decomposition (FEVD). This makes it difficult to derive meaningful economic conclusions …
Persistent link: https://www.econbiz.de/10012144234
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Cover Image
News shocks: Different effects in boom and recession?
Bolboaca, Maria; Fischer, Sarah - 2019
forecast error variance decomposition. We compute generalized impulse response functions that allow for regime transition and …
Persistent link: https://www.econbiz.de/10012271926
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