EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Forecast error variance"
Narrow search

Narrow search

Year of publication
Subject
All
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
more ... less ...
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
more ... less ...
Language
All
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
more ... less ...
Institution
All
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
more ... less ...
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
more ... less ...
Source
All
ECONIS (ZBW) 83 RePEc 38 EconStor 16 BASE 4 Other ZBW resources 3
Showing 1 - 10 of 144
Cover Image
How important are commodity terms of trade shocks in explaining government tax revenue fluctuations? : evidence from Ethiopia
Nuru, Naser Yenus - In: Global journal of emerging market economies 17 (2025) 1, pp. 137-152
Persistent link: https://www.econbiz.de/10015324473
Saved in:
Cover Image
How different are the alternative economic policy uncertainty indices? The case of European countries
Baxa, Jaromir; Šestořád, Tomáš - 2024
that is used to calculate the EPU index from the raw news data. Using the generalized forecast error variance …
Persistent link: https://www.econbiz.de/10014494926
Saved in:
Cover Image
Daily oil price shocks and their uncertainties
Wang, Shu - 2024
, significantly diminish this covariance. A real-time forecast error variance decomposition further highlights that oil supply …
Persistent link: https://www.econbiz.de/10015165975
Saved in:
Cover Image
Daily oil price shocks and their uncertainties
Wang, Shu - 2024
, significantly diminish this covariance. A real-time forecast error variance decomposition further highlights that oil supply …
Persistent link: https://www.econbiz.de/10015143999
Saved in:
Cover Image
Sign restrictions and supply-demand decompositions of inflation
Read, Matthew - 2024
Persistent link: https://www.econbiz.de/10015066322
Saved in:
Cover Image
A joint impulse response function for vector autoregressive models
Wiesen, Thomas F. P.; Beaumont, Paul Michael - In: Empirical economics : a quarterly journal of the … 66 (2024) 4, pp. 1553-1585
Persistent link: https://www.econbiz.de/10014519875
Saved in:
Cover Image
Public debt determinants : a time-varying analysis of core and peripheral Euro area countries
Di Serio, Mario - In: Finance research letters 69 (2024) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10015079840
Saved in:
Cover Image
Public debt determinants : a time-varying analysis of core and peripheral Euro area countries
Di Serio, Mario - 2024
Persistent link: https://www.econbiz.de/10015047395
Saved in:
Cover Image
How different are the alternative economic policy uncertainty indices? : the case of European countries
Baxa, Jaromir; Šestořád, Tomáš - 2024
that is used to calculate the EPU index from the raw news data. Using the generalized forecast error variance …
Persistent link: https://www.econbiz.de/10014471282
Saved in:
Cover Image
Novel evidence from APEC countries on stock market integration and volatility spillover: A Diebold and Yilmaz approach
Kakran, Shubham; Sidhu, Arpit; Bajaj, Parminder Kaur; … - In: Cogent Economics & Finance 11 (2023) 2, pp. 1-23
The interconnection of stock markets offers valuable insights into the broader dynamics of global financial markets. This study uses the Diebold and Yilmaz index model to analyze and measure volatility spillovers and interconnectedness among APEC stock markets. The objective is to identify major...
Persistent link: https://www.econbiz.de/10015074819
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...