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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 761 - 770 of 871
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Income Satisfaction Inequality and its Causes
van Praag, Bernard M. S.; Ferrer-i-Carbonell, Ada - 2003
In this paper, the concept of Income Satisfaction Inequality is operationalized on the basis of individual responses to an Income Satisfaction question posed in the German Socio-Economic Panel (GSOEP). Income satisfaction is the subjective analogue of the objective income concept and includes...
Persistent link: https://www.econbiz.de/10010276925
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Income Satisfaction Inequality and its Causes
Ferrer-i-Carbonell, Ada; van Praag, Bernard M. S. - 2003
In this paper, the concept of Income Satisfaction Inequality is operationalized on the basis of individual responses to an Income Satisfaction question posed in the German Socio-Economic Panel (GSOEP). Income satisfaction is the subjective analogue of the objective income concept and includes...
Persistent link: https://www.econbiz.de/10010276942
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IS INCREASED INSTABILITY IN CEREAL PRODUCTION IN ETHIOPIA CAUSED BY POLICY CHANGES?
Alemu, Zerihun Gudeta; Oosthuizen, Klopper; Schalkwyk, … - International Association of Agricultural Economists - IAAE - 2003
of production. This study applies descriptive and variance decomposition procedures to determine the sources of increased …
Persistent link: https://www.econbiz.de/10005513484
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Income Satisfaction Inequality and Its Causes
Ferrer-i-Carbonell, Ada; Praag, Bernard M. S. van - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2003
In this paper, the concept of Income Satisfaction Inequality is operationalized on the basis of individual responses to an Income Satisfaction question posed in the German Socio-Economic Panel (GSOEP). Income satisfaction is the subjective analogue of the objective income concept and includes...
Persistent link: https://www.econbiz.de/10004963692
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Price and Volatility Transmission in International Wheat Futures
Yang, Jian; Zhang, Jin; Leatham, David J. - In: Annals of Economics and Finance 4 (2003) 1, pp. 37-50
This study examines futures price and volatility transmissions among three major wheat production and exporting regions, the United States (US), Canada and the European Union (EU) over the recent six-year study period of 1996 - 2002. The price transmission pattern shows that Canadian prices are...
Persistent link: https://www.econbiz.de/10009144542
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Income satisfaction inequality and its causes
Ferrer-i-Carbonell, Ada; Praag, Bernard M. S. van - 2003
In this paper, the concept of Income Satisfaction Inequality is operationalized on the basis of individual responses to an Income Satisfaction question posed in the German Socio-Economic Panel (GSOEP). Income satisfaction is the subjective analogue of the objective income concept and includes...
Persistent link: https://www.econbiz.de/10011438890
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Inter‐linkages among stock markets of South Asia
Deep Sharma, Gagan; Bodla, B.S. - In: Asia-Pacific Journal of Business Administration 3 (2011) 2, pp. 132-148
; Granger's causality model, vector auto regression (VAR) model and variance decomposition analysis are performed to find out …
Persistent link: https://www.econbiz.de/10014674218
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Temporal Causality and the Dynamics of Crime and Delinquency
Batabyal, Sourav - In: Atlantic Economic Journal 39 (2011) 4, pp. 421-441
Persistent link: https://www.econbiz.de/10010866434
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Decomposing the international variation in capital per worker
Mello, Marcelo - In: Economics Letters 113 (2011) 2, pp. 189-191
In a broad panel over the period 1970–2000 we find that approximately 40% of the international variation in capital per worker is accounted for by the cross-country variance in the relative price of capital.
Persistent link: https://www.econbiz.de/10010576427
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Dynamic modeling of regional house price diffusion in Taiwan
Chen, Pei-Fen; Chien, Mei-Se; Lee, Chien-Chiang - In: Journal of Housing Economics 20 (2011) 4, pp. 315-332
response approach, and variance decomposition analysis to find out the extent and the magnitude of their relationships. The …
Persistent link: https://www.econbiz.de/10010577884
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