EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Variance decomposition"
Narrow search

Narrow search

Year of publication
Subject
All
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
more ... less ...
Online availability
All
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)
All
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
more ... less ...
Language
All
English 594 Undetermined 269 Spanish 3 Czech 1 German 1 French 1 Portuguese 1 Russian 1
more ... less ...
Author
All
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
more ... less ...
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
more ... less ...
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
more ... less ...
Source
All
ECONIS (ZBW) 447 RePEc 313 EconStor 88 Other ZBW resources 14 BASE 9
Showing 381 - 390 of 871
Cover Image
Decomposition analysis for energy-related CO2 emissions intensity over 1996-2009 in Portuguese Industrial Sectors
Alves, Margarida R.; Moutinho, Victor - Centro de Estudos e Formação Avançada em Gestão e … - 2013
considering 16 industrial sectors over 1996-2009 period. In addition, we have implemented the forecast error variance … decomposition applied to the factors in which emissions intensity was decomposed. It is shown that CO2 emissions intensity …
Persistent link: https://www.econbiz.de/10010856741
Saved in:
Cover Image
Time-Varying Interdependencies of Tourism and Economic Growth: Evidence from European Countries
Dragouni, Mina; Filis, George; Antonakakis, Nikolaos - FIW - 2013
In this study, we employ the novel measure of a VAR-based spillover index, developed by Diebold and Yilmaz (2012) to investigate the time-varying relationship between tourism and economic growth in selected European countries. Overall, the findings suggest that (i) the tourism-economy...
Persistent link: https://www.econbiz.de/10010856798
Saved in:
Cover Image
The Relationship Between Stock Prices and Exchange Rates Evidence from Developed and Developing Countries
Buberkoku, Onder - In: Istanbul Stock Exchange Review 13 (2013) 52, pp. 1-16
and shortrun dynamic relationship by using Granger causality test, a variance decomposition analysis and an impulse …
Persistent link: https://www.econbiz.de/10010905884
Saved in:
Cover Image
Comparison Analysis of Temperature Change between Georgia and California
Dorfman, Jeffrey H.; Wu, Xuedong - Southern Agricultural Economics Association - SAEA - 2013
Global warming has been a heated topic in recent decades and it is shown that the average temperature of U.S. has been increasing since 1901 and more quickly from 1970s. However the data reveals that on state level a different temperature changing pattern exist and some area might experience...
Persistent link: https://www.econbiz.de/10010915018
Saved in:
Cover Image
An Estimate of the Degree of Interconnectedness between European Regions: A Bayesian Model Averaging Approach
fiaschi, Davide; Parenti, Angela - Dipartimento di Economia e Management, Università … - 2013
This paper provides a methodology based on General Variance Decomposition and Bayesian Model Averaging to estimate the …
Persistent link: https://www.econbiz.de/10010933038
Saved in:
Cover Image
The Determinants of Stock Market Index: VAR Approach to Turkish Stock Market
BASCI, Esref Savas; KARACA, Süleyman Serdar - In: International Journal of Economics and Financial Issues 3 (2013) 1, pp. 163-171
deviation shock for each series and their response. And in variance decomposition carried out subsequently, it has been …
Persistent link: https://www.econbiz.de/10009318179
Saved in:
Cover Image
The Climate Change Dynamics and its Impact on the Wheat Productivity in Pakistan: A VAR Approach
Mehmood, Naveed; Khalil, Samina - In: Asian Journal of Agriculture and rural Development 3 (2013) 8, pp. 584-596
the temperature that is 25 percent in the tenth period as shown by the variance decomposition. …
Persistent link: https://www.econbiz.de/10010710003
Saved in:
Cover Image
Global, regional and country-specific components of financial market indicators: An extraction method and applications
Kocsis, Zalán - 2013
This paper presents a variance decomposition method - factor analysis with Procrustes rotation - that is capable of …
Persistent link: https://www.econbiz.de/10010322490
Saved in:
Cover Image
Global, regional and country-specific components of financial market indicators : an extraction method and applications
Kocsis, Zalán - 2013
This paper presents a variance decomposition method - factor analysis with Procrustes rotation - that is capable of …
Persistent link: https://www.econbiz.de/10009774447
Saved in:
Cover Image
The climate change dynamics and its impact on the wheat productivity in Pakistan : a VAR approach
Mehmood, Naveed; Khalil, Samina - In: Asian journal of agriculture and rural development : AJARD 3 (2013) 8, pp. 584-596
the temperature that is 25 percent in the tenth period as shown by the variance decomposition. …
Persistent link: https://www.econbiz.de/10009793457
Saved in:
  • First
  • Prev
  • 34
  • 35
  • 36
  • 37
  • 38
  • 39
  • 40
  • 41
  • 42
  • 43
  • 44
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...