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Search: subject:"Forecast error variance"
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Prognoseverfahren
80
Forecasting model
78
VAR model
64
VAR-Modell
63
Dekompositionsverfahren
35
Decomposition method
34
forecast error variance decomposition
33
Schätzung
30
Estimation
29
Forecast error variance decomposition
28
Schock
27
Shock
27
Spillover effect
20
Spillover-Effekt
20
Estimation theory
19
Schätztheorie
19
Theorie
18
Cointegration
17
Theory
17
Volatility
16
Volatilität
16
Kointegration
14
Forecast error variance
12
Monetary policy
12
Time series analysis
12
Zeitreihenanalyse
12
impulse response functions
12
Geldpolitik
11
Oil price
11
Granger causality
10
Inflation
10
Risiko
10
generalized forecast error variance decomposition
10
Ölpreis
10
Börsenkurs
9
Causality analysis
9
Kausalanalyse
9
Risk
9
Share price
9
impulse response function
9
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Free
64
Undetermined
59
CC license
4
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Article
98
Book / Working Paper
44
Other
2
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Article in journal
67
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67
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19
Graue Literatur
13
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13
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10
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6
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3
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3
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English
111
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32
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1
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Knüppel, Malte
8
Shin, Yongcheol
4
Agbenyegah, Benjamin K.
3
Banerjee, Neelotpaul
3
Dhanaraj, Sowmya
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
Demiralay, Sercan
2
Di Serio, Mario
2
Fischer, Sarah
2
Giudici, Paolo
2
Greenwood-Nimmo, Matthew
2
Heckelei, Thomas
2
Hlupo, Patience
2
Inoue, Atsushi
2
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Deutsche Bundesbank
2
Economics Department, Ben Gurion University of the Negev
2
eSocialSciences
2
Agricultural and Applied Economics Association - AAEA
1
Birkbeck, Department of Economics, Mathematics & Statistics
1
C.E.P.R. Discussion Papers
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
Research Institute for Market Economy, Sogang University
1
School of Economics and Management, University of Aarhus
1
UNIVERSIDAD ICESI
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
Zentrum für Europäische Wirtschaftsforschung (ZEW)
1
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International journal of forecasting
3
Journal of Financial Economic Policy
3
Discussion paper
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy economics
2
Finance research letters
2
Global business review
2
International Journal of Financial Services Management
2
International journal of sustainable economy
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic research
2
Modern economy
2
Working Paper
2
Working Papers / Economics Department, Ben Gurion University of the Negev
2
Working Papers / eSocialSciences
2
ZEW Discussion Papers
2
2015 Allied Social Science Association (ASSA) Annual Meeting, January 3-5, 2015, Boston, Massachusetts
1
American journal of finance and accounting
1
Annals of Economics and Finance
1
Annals of economics and finance
1
Applied economics
1
BORRADORES DE ECONOMÍA Y FINANZAS
1
Barcelona GSE working paper series : working paper
1
Birkbeck Working Papers in Economics and Finance
1
Bundesbank Discussion Paper
1
CAMA working paper series
1
CEPR Discussion Papers
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 Paper Series 1
1
Discussion Paper Series 1: Economic Studies
1
Discussion Papers / Deutsche Bundesbank
1
Discussion Papers / Institut für Lebensmittel und Ressourcenökonomik, Rheinische Friedrich-Wilhelms-Universität Bonn
1
EERI Research Paper Series
1
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ECONIS (ZBW)
83
RePEc
38
EconStor
16
BASE
4
Other ZBW resources
3
Showing
21
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144
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21
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
Saved in:
22
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
Saved in:
23
Testing cointegration between workers' remittances and human capital formation in Sri Lanka
Aslam, Ahamed Lebbe Mohamed
;
Sivarajasingham, Selliah
- In:
Journal of economic and administrative sciences
39
(
2023
)
3
,
pp. 687-708
Persistent link: https://www.econbiz.de/10014338842
Saved in:
24
Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas
;
Paparoditis, Efstathios
;
Trenkler, Carsten
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 276-300
Persistent link: https://www.econbiz.de/10014364826
Saved in:
25
Stock market integration and volatility spillovers : new evidence from Asia-Pacific and European markets
Guru, Biplab Kumar
;
Yadav, Inder Sekhar
- In:
The journal of risk finance : JRF
24
(
2023
)
2
,
pp. 186-211
Persistent link: https://www.econbiz.de/10014232423
Saved in:
26
COVID-19 and risk spillovers of China's major financial markets : evidence from time-varying variance decomposition and wavelet coherence analysis
Xie, Qiwei
;
Cheng, Lu
;
Liu, Ranran
;
Zheng, Xiaolong
; …
- In:
Finance research letters
52
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472112
Saved in:
27
Price connectedness in U.S. ethanol terminal markets
Gerveni, Maria
;
Serra, Teresa
;
Irwin, Scott H.
;
Hubbs, Todd
- In:
Energy economics
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014480052
Saved in:
28
The dynamic interaction between investor attention and green security market : an empirical study based on Baidu index
Gao, Yang
;
Li, Yangyang
;
Wang, Yaojun
- In:
China finance review international
13
(
2023
)
1
,
pp. 79-101
Persistent link: https://www.econbiz.de/10014312196
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29
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
Saved in:
30
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
Saved in:
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