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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
Aufsatz in Zeitschrift
67
Working Paper
19
Graue Literatur
13
Non-commercial literature
13
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10
Article
6
Aufsatz im Buch
3
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3
research-article
3
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1
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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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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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Source
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ECONIS (ZBW)
83
RePEc
38
EconStor
16
BASE
4
Other ZBW resources
3
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144
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81
The sources of unemployment in Lesotho
Damane, Moeti
;
Sekantsi, Lira P.
- In:
Modern economy
9
(
2018
)
5
,
pp. 937-965
Persistent link: https://www.econbiz.de/10011872330
Saved in:
82
Asymmetric semi-volatility spillover effects in EMU stock markets
Caloia, Francesco Giuseppe
;
Cipollini, Andrea
; …
- In:
International review of financial analysis
57
(
2018
),
pp. 221-230
Persistent link: https://www.econbiz.de/10012006352
Saved in:
83
Forecast-error-based estimation of forecast uncertainty when the horizon is increased
Knüppel, Malte
- In:
International journal of forecasting
34
(
2018
)
1
,
pp. 105-116
Persistent link: https://www.econbiz.de/10012030847
Saved in:
84
The effects of oil price on the Korean economy : a global VAR approach
Park, Hail
;
Shin, Yongcheol
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
4/5/6
,
pp. 981-991
Persistent link: https://www.econbiz.de/10012123542
Saved in:
85
The effect of external shocks on macroeconomic performance and monetary policy in a small open economy : evidence from Zambia
Chileshe, Patrick Mumbi
;
Chisha, Keegan
;
Ngulube, Masauso
- In:
International journal of sustainable economy
10
(
2018
)
1
,
pp. 18-40
Persistent link: https://www.econbiz.de/10011964721
Saved in:
86
International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach
Greenwood-Nimmo, Matthew
;
Nguyen, Viet Hoang
;
Shin, …
-
Melbourne Institute of Applied Economic and Social …
-
2012
forecast
error
variance
decompositions, we uncover a number of interesting phenomena. Among our most important results are the …
Persistent link: https://www.econbiz.de/10010858813
Saved in:
87
Sudden stops and output : an empirical Markov switching analysis
Bachmann, Andreas
;
Leist, Stefan
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
2
,
pp. 525-567
Persistent link: https://www.econbiz.de/10011988463
Saved in:
88
Emerging economies business cycles : the role of commodity terms of trade news
Ben Zeev, Nadav
;
Pappa, Euē
;
Vicondoa, Alejandro
- In:
Journal of international economics
108
(
2017
),
pp. 368-376
Persistent link: https://www.econbiz.de/10011754068
Saved in:
89
Exploring international linkages using generalised connectedness measures : the case of Korea
Park, Hail
;
Shin, Yongcheol
- In:
International review of economics & finance : IREF
50
(
2017
),
pp. 49-64
Persistent link: https://www.econbiz.de/10011754110
Saved in:
90
The impact of monetary policy on stock market performance : evidence from twelve (12) African countries
Suhaibu, Iddrisu
;
Harvey, Simon K.
;
Amidu, Mohammed
- In:
Research in international business and finance
42
(
2017
),
pp. 1372-1382
Persistent link: https://www.econbiz.de/10011761035
Saved in:
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