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  • Search: subject:"Forecast error variance"
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Year of publication
Subject
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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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Online availability
All
Free 64 Undetermined 59 CC license 4
Type of publication
All
Article 98 Book / Working Paper 44 Other 2
Type of publication (narrower categories)
All
Article in journal 67 Aufsatz in Zeitschrift 67 Working Paper 19 Graue Literatur 13 Non-commercial literature 13 Arbeitspapier 10 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 111 Undetermined 32 German 1
Author
All
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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Institution
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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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Published in...
All
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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Source
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ECONIS (ZBW) 83 RePEc 38 EconStor 16 BASE 4 Other ZBW resources 3
Showing 51 - 60 of 144
Cover Image
The real effects of loan-to-value limits : empirical evidence from Korea
Pontines, Victor - In: Empirical economics : a quarterly journal of the … 61 (2021) 3, pp. 1311-1350
Persistent link: https://www.econbiz.de/10012616951
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Measuring the connectedness of the global economy
Greenwood-Nimmo, Matthew; Viet Hoang Nguyen; Shin, Yongcheol - In: International journal of forecasting 37 (2021) 2, pp. 899-919
Persistent link: https://www.econbiz.de/10012792881
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Interdependencies between regulatory capital, credit extension and economic growth
Stewart, Robert; Chowdhury, Murshed; Arjoon, Vaalmikki - In: Journal of economics & business 117 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10012807412
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Revisiting the role of economic uncertainty in oil price fluctuations : evidence from a new time-varying oil market model
Lyu, Yongjian; Yi, Heling; Wei, Yu; Yang, Mo - In: Economic modelling 103 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10013163925
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The CO2 emissions in Finland, Norway and Sweden: a dynamic relationship
Alonso-Rodriguez, Agustin - 2017
In this paper a dynamic relationship between the CO2 emissions in Finland, Norway and Sweden is presented. With the help of a VAR(2) model, and using the Granger terminology, it is shown that the emissions in Finland are affecting those in Norway and Sweden. Other aspects of this dynamic...
Persistent link: https://www.econbiz.de/10011747421
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Dynamic volatility behaviour in agricultural commodity markets: Evidence from VIRF analysis and spillover index calculations
Bernhardt, Matthias - 2017
This paper provides an empirical analysis of volatility time structures in agricultural markets (sugar, wheat, soybeans and coffee) for a time period from 2008 to 2016. The time period covers at least three food crises which make the analysis interesting for both researches and policy makers. In...
Persistent link: https://www.econbiz.de/10011927205
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Consequences of oil and food price shocks on the ecuadorian economy
Amaiquema, Jesser Roberto Paladines; Amaiquema, … - In: International Journal of Energy Economics and Policy : IJEEP 7 (2017) 3, pp. 146-151
Persistent link: https://www.econbiz.de/10011749677
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Dynamic volatility behaviour in agricultural commodity markets : evidence from VIRF analysis and spillover index calculations
Bernhardt, Matthias - 2017
This paper provides an empirical analysis of volatility time structures in agricultural markets (sugar, wheat, soybeans and coffee) for a time period from 2008 to 2016. The time period covers at least three food crises which make the analysis interesting for both researches and policy makers. In...
Persistent link: https://www.econbiz.de/10011761775
Saved in:
Cover Image
The CO2 emissions in Finland, Norway and Sweden : a dynamic relationship
Alonso-Rodriguez, Agustin - 2017
In this paper a dynamic relationship between the CO2 emissions in Finland, Norway and Sweden is presented. With the help of a VAR(2) model, and using the Granger terminology, it is shown that the emissions in Finland are affecting those in Norway and Sweden. Other aspects of this dynamic...
Persistent link: https://www.econbiz.de/10011763520
Saved in:
Cover Image
Interdependence between cash crop and staple food international prices across periods of varying financial market stress
Amrouk, El Mamoun; Grosche, Stephanie-Carolin; … - In: Applied economics 52 (2020) 4, pp. 345-360
Persistent link: https://www.econbiz.de/10012197410
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