Search Results - subject:"Variance decomposition"

What's in a name? : decomposing corporate reputation to assess the relative impact of temporal, firm and industry level factors

Sur, Sujit; Sirsly, Carol-Anne Tetrault - In: Journal of management & governance 17 (2013) 4, pp. 1047-1072

Persistent link: https://www.econbiz.de/10010210203

The reaction of international stock markets to Federal Reserve policy

Wang, Jing; Zhu, Xiaoneng - In: Financial markets and portfolio management 27 (2013) 1, pp. 1-30

Persistent link: https://www.econbiz.de/10009720953

Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries

Awartani, Basel; Maghyereh, Aktham I. - In: Energy economics 36 (2013), pp. 28-42

Persistent link: https://www.econbiz.de/10009724768

The relationship between growth and poverty in forecasting framework : Pakistan's future in the year 2035

Zaman, Khalid; Khilji, Bashir Ahmad - In: Economic modelling 30 (2013), pp. 468-491

Persistent link: https://www.econbiz.de/10009708890

Common and idiosyncratic disturbances in developed small open economies

Guerrón-Quintana, Pablo A. - In: Journal of international economics 90 (2013) 1, pp. 33-49

Persistent link: https://www.econbiz.de/10009751220

Quantifying the sources of revenue variation in the Northern Great Plains

Hadrich, Joleen C. - In: Agricultural finance review 73 (2013) 3, pp. 493-506

Persistent link: https://www.econbiz.de/10010361576

Cross-country relative price volatility : effects of market structure

Cheung, Yin-Wong; Fujii, Eiji - 2005

Using annual data on nine manufacturing sectors of eighteen OECD countries, the article studies the implications of market structure for cross-country relative price variability. It is found that, in accordance with predictions from a standard markup pricing model, reductions in market...

Persistent link: https://www.econbiz.de/10010261182

Reexamining the consumption-wealth relationship: The role of model uncertainty

Koop, Gary M.; Potter, Simon M.; Strachan, Rodney W. - 2005

In their influential work on the consumption-wealth relationship, Lettau and Ludvigson found that while consumption responds to permanent changes in wealth in the expected manner, most changes in wealth are transitory with no effect on consumption. We investigate the robustness of these results...

Persistent link: https://www.econbiz.de/10010283401

The Emerging Market Crisis and Stock Market Linkages: Further Evidence

Yang, Jian; Hsiao, Cheng; Li, Qi; Wang, Zijun - Institute of Economic Policy Research (IEPR), … - 2005

This study examines the long-run price relationship and the dynamic price transmission among the U.S., Germany, and four major Eastern European emerging stock markets, with particular attention to the impact of the 1998 Russian financial crisis. The results show that both the long-run price...

Persistent link: https://www.econbiz.de/10005537368

Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty

Koop, Gary; Strachan, Rodney; Potter, Simon M. - Department of Economics, Leicester University - 2005

�ect, vector error correction model, Bayesian model averaging, cointegration, variance decomposition. We would like to thank … by M1;:::;MR, to learn about an unknown feature of the economy, (e.g. a variance decomposition or an impulse response … does not require the construction of ? to measure the share of permanent shocks in the variance decomposition.6 This form …

Persistent link: https://www.econbiz.de/10005385030