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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
Undetermined
296
CC license
23
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Article
539
Book / Working Paper
325
Other
6
Journal
1
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Article in journal
368
Aufsatz in Zeitschrift
368
Working Paper
129
Graue Literatur
74
Non-commercial literature
74
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69
Article
26
research-article
14
Aufsatz im Buch
3
Book section
3
Conference paper
3
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1
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1
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1
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1
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English
594
Undetermined
269
Spanish
3
Czech
1
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1
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1
Portuguese
1
Russian
1
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Author
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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
All
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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Published in...
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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
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9
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301
Determinants of the current account balance in Lesotho : a structural vector autoregression analysis
Damane, Moeti
;
Thite, Maselone
- In:
International journal of sustainable economy
11
(
2019
)
2
,
pp. 141-166
Persistent link: https://www.econbiz.de/10012050860
Saved in:
302
Volatility spillovers in energy markets
Chuliá, Helena
;
Furió, Dolores
;
Uribe, Jorge
- In:
The energy journal
40
(
2019
)
3
,
pp. 173-197
Persistent link: https://www.econbiz.de/10012053266
Saved in:
303
Dynamic credit default swap curves in a network topology
Xu, Xiu
;
Chen, Yi-Hsuan
;
Härdle, Wolfgang
- In:
Quantitative finance
19
(
2019
)
10
,
pp. 1705-1726
Persistent link: https://www.econbiz.de/10012194818
Saved in:
304
Economic policy uncertainty in the US and China and their impact on the global markets
Zhang, Dayong
;
Lei, Lei
;
Ji, Qiang
;
Kutan, Ali Mustafa
- In:
Economic modelling
79
(
2019
),
pp. 47-56
Persistent link: https://www.econbiz.de/10012199018
Saved in:
305
Chinese financial conditions and their spillovers to the global economy and markets
Lawson, Jeremy
;
Watt, Abigail
;
Martinez, Carolina
;
Fu, Rong
-
2019
Persistent link: https://www.econbiz.de/10012200246
Saved in:
306
Nexus between telecommunication infrastructures, economic growth and development in Africa : Panel vector autoregression (P-VAR) analysis
David, Oladipo Olalekan
- In:
Telecommunications policy : the international journal …
43
(
2019
)
8
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012201345
Saved in:
307
Regional spillover and rising connectedness in China's urban housing prices
Zhang, Dayong
;
Fan, Gang-Zhi
- In:
Regional studies : official journal of the Regional …
53
(
2019
)
6
,
pp. 861-873
Persistent link: https://www.econbiz.de/10012211986
Saved in:
308
Determinants of interest rates: decomposing the determinants of interest rates under inflation targeting
Deniz, Pinar
;
Aslanoğlu, Erhan
- In:
Current issues in Turkish economy : problems and policy …
,
(pp. 147-174)
.
2019
Persistent link: https://www.econbiz.de/10012321557
Saved in:
309
Measuring connectedness of euro area sovereign risk
Buse, Rebekka
;
Schienle, Melanie
- In:
International journal of forecasting
35
(
2019
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10012300572
Saved in:
310
Cross-regional connectedness in the Korean housing market
Lee, Hahn-shik
;
Lee, Woo Suk
- In:
Journal of housing economics
46
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012268645
Saved in:
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