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  • Search: subject:"Variance decomposition"
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Year of publication
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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Online availability
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Free 425 Undetermined 296 CC license 23
Type of publication
All
Article 539 Book / Working Paper 325 Other 6 Journal 1
Type of publication (narrower categories)
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Article in journal 368 Aufsatz in Zeitschrift 368 Working Paper 129 Graue Literatur 74 Non-commercial literature 74 Arbeitspapier 69 Article 26 research-article 14 Aufsatz im Buch 3 Book section 3 Conference paper 3 Konferenzbeitrag 3 Conference Paper 1 Congress Report 1 Hochschulschrift 1 Preprint 1 Thesis 1
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Language
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English 594 Undetermined 269 Spanish 3 Czech 1 German 1 French 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
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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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Published in...
All
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 311 - 320 of 871
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Did conventional interest rate influence Islamic total deposits? : evidence from January 2007 till January 2019
Abdul Razak Abdul Hadi; Hafezali Iqbal Hussain; Zalina … - In: International journal of financial research 10 (2019) 5, pp. 11-18
Persistent link: https://www.econbiz.de/10012392211
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Feedback spillover dynamics of crude oil and global assets indicators : a system-wide network perspective
Singh, Vipul Kumar; Kumar, Pawan; Nishant, Shreyank - In: Energy economics 80 (2019), pp. 321-335
Persistent link: https://www.econbiz.de/10012173624
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Volatility spillovers between European financial markets : evidence since the Brexit
Golab, Anna; Zamojska, Anna - In: International journal of business and globalisation : IJBG 23 (2019) 3, pp. 345-366
Persistent link: https://www.econbiz.de/10012153198
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Causality among CO2 emissions, energy consumption and economic growth in Italy
Stamatiou, Pavlos; Dritsakis, Nikolaos - In: International journal of computational economics and … 9 (2019) 4, pp. 268-286
Persistent link: https://www.econbiz.de/10012158123
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"Indian stock market volatility" : a study of inter-linkages and spillover effects
Nandy, Suparna; Chattopadhyay, Arup Kumar - In: Journal of emerging market finance 18 (2019) 2, pp. 183-212
Persistent link: https://www.econbiz.de/10012121509
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Economic policy uncertainty in the EuroaArea : cross-country spillovers and macroeconomic impact
Clausen, Volker; Schlösser, Alexander; Thiem, Christopher - In: Jahrbücher für Nationalökonomie und Statistik 239 (2019) 5/6, pp. 957-983
Persistent link: https://www.econbiz.de/10012122242
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Measuring cross-category spillovers of policy-specific uncertainty in China
Ma, Xutao; Zhang, Zhen; Ma, Xubu; Yue, Shen - In: Economics letters 183 (2019), pp. 1-5
Persistent link: https://www.econbiz.de/10012122628
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The relative importance of foreign and domestic shocks for macroeconomic fluctuations in Tanzania
Kombe, Camillus Alphonce - In: International journal of economic issues : IJEI 12 (2019) 2, pp. 93-115
Persistent link: https://www.econbiz.de/10012432134
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International spillovers into Asian stock markets under the unconventional monetary policies of advanced countries
Sugimoto, Kimiko; Matsuki, Takashi - In: Journal of the Japanese and international economies : … 52 (2019), pp. 171-188
Persistent link: https://www.econbiz.de/10012260477
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How do normalization schemes affect net spillovers? : a replication of the Diebold and Yilmaz (2012) study
Caloia, Francesco Giuseppe; Cipollini, Andrea; … - In: Energy economics 84 (2019), pp. 1-13
Persistent link: https://www.econbiz.de/10012183350
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