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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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670
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661
Fund mobilization by insurance companies and fixed capital formation : evidence from the Nigerian economy
Torbira, Lezaasi Lenee
;
Ogbulu, Onyemachi Maxwell
- In:
International journal of financial research
5
(
2014
)
2
,
pp. 69-78
Persistent link: https://www.econbiz.de/10010442909
Saved in:
662
Dynamic spillovers of oil price shocks and economic policy uncertainty
Antonakakis, Nikolaos
;
Chatziantoniou, Ioannis
;
Filis, …
- In:
Energy economics
44
(
2014
),
pp. 433-447
Persistent link: https://www.econbiz.de/10010457145
Saved in:
663
Crude oil prices and exchange rates : causality,
variance
decomposition
and impulse response
Brahmasrene, Tantatape
;
Huang, Jui-Chi
;
Sissoko, Yaya
- In:
Energy economics
44
(
2014
),
pp. 407-412
Persistent link: https://www.econbiz.de/10010457149
Saved in:
664
The role of "other information" in analysts' forecasts in understanding stock return volatility
Shan, Yaowen
;
Taylor, Stephen L.
;
Walter, Terry S.
- In:
Review of accounting studies
19
(
2014
)
4
,
pp. 1346-1392
Persistent link: https://www.econbiz.de/10010459687
Saved in:
665
An analitical study on causal relationship between institutional investment and Indian stock market
Mehla, Sunita
;
Goyal, Suresh K.
- In:
GITAM journal of management : a quarterly publication …
12
(
2014
)
1
,
pp. 205-215
Persistent link: https://www.econbiz.de/10011287712
Saved in:
666
The global financial crisis : an analysis of the spillover effects on African stock markets
Sugimoto, Kimiko
;
Matsuki, Takashi
;
Yoshida, Yūshi
- In:
Emerging markets review
21
(
2014
),
pp. 201-233
Persistent link: https://www.econbiz.de/10011304330
Saved in:
667
Co-movements of the Indian stock market with select developed markets
Sudhakar, Aare
;
Sireesha, P. Bhansu
- In:
GITAM journal of management : a quarterly publication …
12
(
2014
)
4
,
pp. 137-156
Persistent link: https://www.econbiz.de/10011292576
Saved in:
668
The effect of the fluctuations in the components of aggregate demand on the non-oil GDP of the Kingdom of Saudi Arabia : a Vector Auto-Regression analysis
Alquadair, Khalid Hamad A.
- In:
Argumenta oeconomica
(
2014
)
1
,
pp. 95-113
Persistent link: https://www.econbiz.de/10011333833
Saved in:
669
Assessing exchange rate dynamics of East Africa : fragmented or integrated?
Yabara, Masafumi
- In:
Macroeconomics and finance in emerging market economies
7
(
2014
)
1
,
pp. 154-174
Persistent link: https://www.econbiz.de/10010339181
Saved in:
670
A variance spillover analysis without covariances : what do we miss?
Fengler, Matthias
;
Gisler, Katja, I. M.
-
2014
Persistent link: https://www.econbiz.de/10010439167
Saved in:
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