– 2013) than the previous period; i.e., (2000 – 2010). The variance decomposition analysis not only confirms these findings …

We introduce a methodology for measuring default risk connectedness that is based on an out-of-sample variance … decomposition of model forecast errors. The out-of-sample nature of the procedure leads to \realized" measures which, in practice …

Causality test, Error Correction model (VECM) and Variance Decomposition. The causal relationship between sterilization and … variance decomposition rustles indicates that the relative importance (contrast ratio prediction error interpreter) for a shock …

components. Although it is well established that data sparseness in variance decomposition studies can lead to overestimating … have examined the nature of differences in firm profitability. We conduct a meta-regression and variance decomposition … reliability of previo us variance decomposition studies and provide implications for current debates in the strategic management …