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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
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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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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...
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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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Source
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ECONIS (ZBW) 83 RePEc 38 EconStor 16 BASE 4 Other ZBW resources 3
Showing 61 - 70 of 144
Cover Image
Forecast error variance decompositions with local projections
Gorodnichenko, Yuriy; Lee, Byoungchan - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 4, pp. 921-933
Persistent link: https://www.econbiz.de/10012313379
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Identifying the sources of model misspecification
Inoue, Atsushi; Kuo, Chun-Hung; Rossi, Barbara - In: Journal of monetary economics 110 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012494109
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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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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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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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