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  • Search: subject:"Forecast error variance decomposition"
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Year of publication
Subject
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Prognoseverfahren 21 Forecasting model 20 VAR-Modell 20 forecast error variance decomposition 20 VAR model 19 Dekompositionsverfahren 15 Decomposition method 14 Estimation 7 Schock 7 Schätzung 7 Shock 7 generalized forecast error variance decomposition 7 Estimation theory 6 Forecast Error Variance Decomposition 6 Schätztheorie 6 impulse response functions 6 Forecast error variance decomposition 5 Spillover effect 5 Spillover-Effekt 5 Theorie 5 Time series analysis 5 Volatility 5 Volatilität 5 Zeitreihenanalyse 5 Cointegration 4 Impulse Response 4 Theory 4 ARCH model 3 ARCH-Modell 3 EU countries 3 EU-Staaten 3 Financial crisis 3 Finanzkrise 3 Geldpolitik 3 Inflation 3 Kointegration 3 Monetary policy 3 Oil price 3 VAR 3 impulse response function 3
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Online availability
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Free 45 CC license 3
Type of publication
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Book / Working Paper 27 Article 17 Other 1
Type of publication (narrower categories)
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Working Paper 12 Article in journal 10 Aufsatz in Zeitschrift 10 Graue Literatur 10 Non-commercial literature 10 Arbeitspapier 7 Article 5 Preprint 1
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Language
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English 35 Undetermined 10
Author
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Alonso-Rodriguez, Agustin 2 Aslam, Muhammad 2 Bajaj, Parminder Kaur 2 Baxa, Jaromir 2 Bernhardt, Matthias 2 Bokhari, Rabia 2 Bolboaca, Maria 2 Chagwedera, Edson 2 Chinoda, Tough 2 Dagar, Vishal 2 Di Serio, Mario 2 Fischer, Sarah 2 Giudici, Paolo 2 Hlupo, Patience 2 Kakran, Shubham 2 Lingauer, Michael 2 Mahmood, Yasar 2 Min, Aleksey 2 Mukute, Tafadzwa 2 Pagnottoni, Paolo 2 Pontines, Victor 2 Ramsauer, Franz 2 Seymen, Atilim 2 Sidhu, Arpit 2 Wang, Shu 2 Yang, Jian 2 Šestořád, Tomáš 2 ABAOUB, Ezzeddine 1 ARFAOUI, Mongi 1 Abu-Qarn, Aamer 1 Aksoy, Yunus 1 Barry Goodwin 1 Beaumont, Paul Michael 1 Berggrun, Luis 1 Bessler, David A. 1 Conefrey, Thomas 1 Cronin, David 1 Gogenakan Onder, Nushet Anil 1 Greenwood-Nimmo, Matthew 1 Grosche, Stephanie 1
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Institution
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Agricultural and Applied Economics Association - AAEA 1 Birkbeck, Department of Economics, Mathematics & Statistics 1 Central Bank of Ireland 1 Cowles Foundation for Research in Economics, Yale University 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 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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ZEW Discussion Papers 2 2015 Allied Social Science Association (ASSA) Annual Meeting, January 3-5, 2015, Boston, Massachusetts 1 Annals of Economics and Finance 1 BORRADORES DE ECONOMÍA Y FINANZAS 1 Barcelona GSE working paper series : working paper 1 Birkbeck Working Papers in Economics and Finance 1 CAMA working paper series 1 CREATES Research Papers 1 Cogent Economics & Finance 1 Cogent economics & finance 1 Cowles Foundation Discussion Papers 1 Discussion Papers / Institut für Lebensmittel und Ressourcenökonomik, Rheinische Friedrich-Wilhelms-Universität Bonn 1 Discussion paper 1 Econometrics 1 Econometrics : open access journal 1 Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 Finance research letters 1 Global journal of emerging market economies 1 IEPR Working Papers 1 IES Working Paper 1 IES working paper 1 International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association 1 Journal of entrepreneurial finance : JEF ; official publication of The Academy of Entrepreneurial Finance 1 MPRA Paper 1 Melbourne Institute Working Paper Series 1 Národohospodářský obzor : časopis věnovaný otázkám národohospdářským a sociálněpolitickým 1 Pakistan Journal of Commerce and Social Sciences (PJCSS) 1 Pakistan journal of commerce and social sciences 1 Research Technical Papers / Central Bank of Ireland 1 Research discussion paper / Reserve Bank of Australia : RDP 1 Risks 1 Risks : open access journal 1 The Journal of Entrepreneurial Finance (JEF) 1 Theoretical and Practical Research in Economic Fields 1 University of Göttingen Working Paper in Economics 1 Working Paper 1 Working Papers in Economics 1 Working paper / The SEACEN Centre 1 Working paper in economics 1 Working papers / Studienzentrum Gerzensee 1
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Source
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ECONIS (ZBW) 20 RePEc 13 EconStor 11 BASE 1
Showing 1 - 10 of 45
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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
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How different are the alternative economic policy uncertainty indices? The case of European countries
Baxa, Jaromir; Šestořád, Tomáš - 2024
Several alternative news-based Economic Policy Uncertainty indices have been developer for Spain and a few other European countries. These alternative indices differ in the selection of keywords, newspaper coverage, and a scaling factor that is used to calculate the EPU index from the raw news...
Persistent link: https://www.econbiz.de/10014494926
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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
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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
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Sign restrictions and supply-demand decompositions of inflation
Read, Matthew - 2024
Persistent link: https://www.econbiz.de/10015066322
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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
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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
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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
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Cover Image
How different are the alternative economic policy uncertainty indices? : the case of European countries
Baxa, Jaromir; Šestořád, Tomáš - 2024
Several alternative news-based Economic Policy Uncertainty indices have been developer for Spain and a few other European countries. These alternative indices differ in the selection of keywords, newspaper coverage, and a scaling factor that is used to calculate the EPU index from the raw news...
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
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