Search Results - subject:"Variance decomposition"

Trade-off between inflation, interest and unemployment rate of Pakistan : a cointegration analysis

Mahmood, Yasar; Bokhari, Rabia; Aslam, Muhammad - In: Pakistan journal of commerce and social sciences 7 (2013) 3, pp. 482-492

relationship between variables. Furthermore, Impulse Response Function (IRF) and Forecast Error Variance Decomposition (FEVD) have …

Persistent link: https://www.econbiz.de/10010344546

Exportacões em economias emergentes selecionadas (Brasil, Rússia, Índia, China e África do Sul) : modelos VAR e VEC

Carvalho, Vinicius Spirandelli; Vieira, Flavio Vilela - In: Análise econômica : revista da Faculdade de Ciências … 31 (2013) 60, pp. 7-34

Persistent link: https://www.econbiz.de/10011543187

Effect of monetary-fiscal policies interaction on price and output growth in Nigeria

Musa, Yakubu; Asare, Barfour K.; Gulumbe, Shehu U. - In: CBN journal of applied statistics 4 (2013) 1, pp. 55-74

. The dynamic correlations of variables have been captured by the analyses of impulse response and variance decomposition …

Persistent link: https://www.econbiz.de/10011474838

Time-varying interdependencies of tourism and economic growth : evidence from European countries

Dragouni, Mina; Filis, George; Antonakakis, Nikolaos - 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/10011374294

Foreign direct investment, non-oil exports, and economic growth in Nigeria : a causality analysis

Olayiwola, Kolawole; Okodua, Henry - 2013

economic growth is investigated using the concept of variance decomposition and impulse response analysis. The results obtained …

Persistent link: https://www.econbiz.de/10009782745

Reward-based crowdfunding success : decomposition of the project, product category, entrepreneur, and location effects

Chan, R. S. Richard; Park, Haemin Dennis; Patel, Pankaj; … - In: Venture capital : an international journal of … 20 (2018) 3, pp. 285-307

Persistent link: https://www.econbiz.de/10011924349

Profitability news or valuation news? : a diagnostic analysis on the different news components in conditional conservatism

Hung, Shengmin; Qiao, Zheng - In: Asia-Pacific journal of accounting & economics : APJAE 25 (2018) 3/4, pp. 496-513

Persistent link: https://www.econbiz.de/10011986657

The INR/USD exchange rate determination : an empirical investigation of the Flexible Price Monetary model in a Vector Auto regression framework

Karamcheti, Bhargavi; Padake, Vaishali; Geetha, T. - In: Theoretical economics letters 8 (2018) 5, pp. 1070-1082

Persistent link: https://www.econbiz.de/10011882622

The impact of oil price shocks on the term structure of interest rates

Ioannidis, Christos; Ka, Kook - In: Energy economics 72 (2018), pp. 601-620

Persistent link: https://www.econbiz.de/10011972473

Information spillovers and connectedness networks in the oil and gas markets

Ji, Qiang; Geng, Jiang-Bo; Tiwari, Aviral Kumar - In: Energy economics 75 (2018), pp. 71-84

Persistent link: https://www.econbiz.de/10011973862