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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
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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 71 - 80 of 212
Cover Image
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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Separating truth from error : a closer look at the effect of grouped versus intermixed questionnaire format
Zhang, L. L.; Farh, J.-L. - In: Asia Pacific journal of management : APJM ; a … 36 (2019) 3, pp. 881-901
Persistent link: https://www.econbiz.de/10012040853
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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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Wagner's law vs. Keynes' hypothesis in very different countries (Armenia and Spain)
Sedrakyan, Gohar Samvel; Varela-Candamio, Laura - In: Journal of policy modeling : JPMOD ; a social science … 41 (2019) 4, pp. 747-762
Persistent link: https://www.econbiz.de/10012170476
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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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Measuring return and volatility spillovers among sectoral stocks in Nigeria
Fasanya, Ismail Olaleke; Oyewole, Oluwatomisin; … - In: Zagreb international review of economics & business 22 (2019) 2, pp. 71-93
Persistent link: https://www.econbiz.de/10012174084
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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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Forecast-error-based estimation of forecast uncertainty when the horizon is increased
Knüppel, Malte - 2014
Recently, several institutions have increased their forecast horizons, and many institutions rely on their past forecast errors to estimate measures of forecast uncertainty. This work addresses the question how the latter estimation can be accomplished if there are only very few errors available...
Persistent link: https://www.econbiz.de/10010464545
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