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Search: subject:"Variance decomposition"
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Subject
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variance decomposition
299
VAR model
231
Variance decomposition
230
VAR-Modell
224
Schätzung
194
Estimation
184
Dekompositionsverfahren
154
Decomposition method
148
Volatility
115
Volatilität
112
Variance Decomposition
109
Theorie
95
Schock
93
Theory
93
Cointegration
92
Shock
91
Spillover-Effekt
88
Spillover effect
86
Kointegration
76
Causality analysis
75
Kausalanalyse
75
Prognoseverfahren
65
Forecasting model
64
Börsenkurs
63
Share price
62
Stock market
55
Aktienmarkt
54
Welt
52
Granger causality
51
Time series analysis
51
Monetary policy
50
World
50
Zeitreihenanalyse
50
Economic growth
44
impulse response function
44
Geldpolitik
42
cointegration
42
vector autoregression
41
Capital income
38
Exchange rate
38
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Free
425
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296
CC license
23
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Article
539
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325
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6
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1
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368
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368
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129
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74
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69
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26
research-article
14
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3
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3
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594
Undetermined
269
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3
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1
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1
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1
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Antonakakis, Nikolaos
27
Yılmaz, Kamil
20
Mirdala, Rajmund
16
Diebold, Francis X.
13
Yilmaz, Kamil
13
Ferrer-i-Carbonell, Ada
10
Filis, George
10
Sosvilla-Rivero, Simón
9
Qari, Salmai
8
Badinger, Harald
7
Liu, Laura
7
Ochmann, Richard
7
Dragouni, Mina
6
Engsted, Tom
6
Fitza, Markus
6
Nagayasu, Jun
6
Pagnottoni, Paolo
6
Schienle, Melanie
6
Chatziantoniou, Ioannis
5
Kocsis, Zalán
5
MIRDALA, Rajmund
5
McAleer, Michael
5
Myck, Michal
5
Nitschka, Thomas
5
Tanggaard, Carsten
5
Addison, John T.
4
Akovalı, Umut
4
Allen, David E.
4
Burger, Martijn J.
4
Buse, Rebekka
4
Duasa, Jarita
4
Fengler, Matthias
4
Fernández Rodríguez, Fernando
4
Fernández-Rodríguez, Fernando
4
Friedman, Joseph
4
Gehrke, Britta
4
Giudici, Paolo
4
Gómez-Puig, Marta
4
Kim, Hyeongwoo
4
Matsuki, Takashi
4
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
42
Institute for the Study of Labor (IZA)
7
EconWPA
6
İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi
5
Agricultural and Applied Economics Association - AAEA
3
Center for Financial Studies
3
Department of Econometrics and Business Statistics, Monash Business School
3
East Asian Bureau of Economic Research (EABER)
3
Ehrvervøkonomisk Institut, Institut for Økonomi
3
FIW
3
HAL
3
International Association of Agricultural Economists - IAAE
3
School of Economics and Management, University of Aarhus
3
Tinbergen Instituut
3
Asociación Española de Economía y Finanzas Internacionales - AEEFI
2
C.E.P.R. Discussion Papers
2
CESifo
2
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
2
Department of Economics, Faculty of Economic and Management Sciences
2
Department of Economics, Iowa State University
2
Department of Economics, University of Hawaii-Manoa
2
Econometric Society
2
Economics Department, Ben Gurion University of the Negev
2
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
2
Economics Section, Cardiff Business School
2
Facultat d'Economia i Empresa, Universitat de Barcelona
2
Faculty of Economics, University of Cambridge
2
Institut für Weltwirtschaft (IfW)
2
Southern Agricultural Economics Association - SAEA
2
Vienna University of Economics and Business, Department of Economics
2
Zentrum für Europäische Wirtschaftsforschung (ZEW)
2
Australian Agricultural and Resource Economics Society - AARES
1
Birkbeck, Department of Economics, Mathematics & Statistics
1
Center for Economic and Financial Research (CEFIR), New Economic School (NES)
1
Center for Intergenerational Studies, Institute of Economic Research
1
Central Bank of Ireland
1
Centre for Economic Performance, LSE
1
Centro de Estudos e Formação Avançada em Gestão e Economia (CEFAGE-UE), Universidade de Évora
1
Cowles Foundation for Research in Economics, Yale University
1
Departamento de Economía, Pontificia Universidad Católica del Perú
1
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MPRA Paper
42
Working Paper
17
Energy economics
13
IZA Discussion Papers
13
Applied economics
9
Economic modelling
9
International review of economics & finance : IREF
9
Strategic management journal
9
Koç University - TÜSİAD Economic Research Forum working paper series
8
International Journal of Energy Economics and Policy : IJEEP
7
Journal of international financial markets, institutions & money
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Applied economics letters
5
Cogent Economics & Finance
5
Cogent economics & finance
5
Defence and peace economics
5
Iranian economic review : journal of University of Tehran
5
Koç University-TUSIAD Economic Research Forum Working Papers
5
Modern economy
5
CFS Working Paper Series
4
Cardiff Economics Working Papers
4
Economics Letters
4
Energy Economics
4
FIW Working Paper
4
FIW working paper
4
Finance Working Papers
4
Finance research letters
4
International journal of economics and finance
4
International review of financial analysis
4
Journal of international money and finance
4
Tinbergen Institute Discussion Papers
4
ZEW Discussion Papers
4
Acta oeconomica : periodical of the Hungarian Academy of Sciences
3
Asian Agricultural Research
3
Asian Economic and Financial Review
3
CREATES Research Papers
3
Discussion papers / CEPR
3
Economic Modelling
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Emerging markets review
3
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Source
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ECONIS (ZBW)
447
RePEc
313
EconStor
88
Other ZBW resources
14
BASE
9
Showing
261
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261
Uncovering the time-varying relationship between commonality in liquidity and volatility
Chuliá, Helena
;
Koser, Christoph
;
Uribe, Jorge
- In:
International review of financial analysis
69
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012316887
Saved in:
262
Vertical intra-industry trade and economic size : the case of Malaysia
Chin, Mui-Yin
;
Ong, Sheue Li
;
Wai, Chew-Keong
;
Puah, …
- In:
Journal of international trade & economic development : …
29
(
2020
)
4
,
pp. 440-454
Persistent link: https://www.econbiz.de/10012264088
Saved in:
263
Exploring GDP growth volatility spillovers across countries
Abosedra, Salah S.
;
Araissi, Mahmoud
;
Ben Sita, Bernard
; …
- In:
Economic modelling
89
(
2020
),
pp. 577-589
Persistent link: https://www.econbiz.de/10012426246
Saved in:
264
How connected is the global sovereign credit risk network?
Bostanci, Gorkem
;
Yılmaz, Kamil
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012226141
Saved in:
265
Investigating the impact of trade shocks on production in Iranian manufacturing industries
Parsva, Parham
- In:
International journal of economics and business …
20
(
2020
)
4
,
pp. 391-406
Persistent link: https://www.econbiz.de/10012508600
Saved in:
266
Measuring extreme risk spillovers across international stock markets : a quantile
variance
decomposition
analysis
Su, Xianfang
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012660129
Saved in:
267
Empirical analysis of relationship between per capita health expenditure and economic growth based on vector autoregressive model (VAR) in Mongolia
Bayarbat, Uranbileg
;
Li, Yibing
- In:
Theoretical economics letters
10
(
2020
)
1
,
pp. 154-168
Persistent link: https://www.econbiz.de/10012491523
Saved in:
268
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
Saved in:
269
How connected is the carbon market to energy and financial markets? : a systematic analysis of spillovers and dynamics
Tan, Xueping
;
Sirichand, Kavita
;
Vivian, Andrew
;
Wang, Xinyu
- In:
Energy economics
90
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012517582
Saved in:
270
If Yuan sneeze, will Malaysian Ringgit be affected?
Wan Rahifah Wan Ramli
;
Siti Norfadillah Md Saat
;
Ahmad, …
- In:
Journal of the Department of Statistics, Malaysia
1
(
2020
),
pp. 17-25
Persistent link: https://www.econbiz.de/10014247164
Saved in:
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