Search Results - subject:"Variance decomposition"

Have Swedish Postwar Business Cycles Been Generated Abroad or at Home?

Lindé, Jesper - Economics Institute for Research (SIR), … - 1998

This paper investigates the relative importance of foreign and domestic shocks for the Swedish postwar business cycle in a neoclassical stochastic growth model of a small open economy. We extend previous work in the literature by allowing for stochastic fiscal policy, since recent research has...

Persistent link: https://www.econbiz.de/10005207186

An econometric approach to measuring productivity: Australia as a case study

Agbenyegah, Benjamin K. - 2007

Seminal papers of Solow (1957) and Swan (1956) stimulated debate among economists on the role of technical change in productivity improvements and for that matter economic growth. The consensus is that technological change accounts for a significant proportion of gross national product (GNP)...

Persistent link: https://www.econbiz.de/10009434905

Dedollarization in Turkey after decades of dollarization: A myth or reality?

Metin-Özcan, Kıvılcım; Us, Vuslat - In: Physica A: Statistical Mechanics and its Applications 385 (2007) 1, pp. 292-306

generalized impulse response function (IRF) analysis, in addition to the analysis of variance decomposition (VDC) gives support to …

Persistent link: https://www.econbiz.de/10011062883

ATIME SERIES ANALYSIS OFTHE RELATIONSHIPS BETWEEN THE VOLATILITYOFEXCHANGE RATE, EXPORTS AND IMPORTS

Turkyilmaz, Serpil; Ozer, Mustafa; kutlu, Erol - In: Anadolu University Journal of Social Sciences 7 (2007) 2, pp. 133-150

study, the results of the Impulse-Response Analysis and the Variance Decomposition Analysis of the StandardVAR model have …

Persistent link: https://www.econbiz.de/10005064691

On the Conditional Variance of Fuzzy Random Variables

Näther, Wolfgang; Wünsche, Andreas - In: Metrika 65 (2007) 1, pp. 109-122

Persistent link: https://www.econbiz.de/10005598556

Analysis of the co-movement between Chinese and international crude oil price

Jiao, Jian-Lin; Fan, Ying; Wei, Yi-Ming; Han, Zhi-Yong; … - In: International Journal of Global Energy Issues 27 (2007) 1, pp. 61-76

Crude oil price has an important effect on national economic production and safety-stock. In this paper, we analysed the trends of Chinese and international crude oil prices and their fluctuations by testing the Granger causality and the dynamic effects to its counterpart. Results show that from...

Persistent link: https://www.econbiz.de/10005751691

A Variance Decomposition of Individual Offensive Baseball Performance

Kaplan, David - In: Journal of Quantitative Analysis in Sports 2 (2007) 3, pp. 2-2

This paper considers a variance decomposition of offensive baseball performance. Estimating the variance components of …

Persistent link: https://www.econbiz.de/10005752635

A Comment on Variance Decomposition and Nesting Effects in Two- and Three-Level Designs

Konstantopoulos, Spyros - Institute for the Study of Labor (IZA) - 2007

the hierarchy on the variance decomposition and the clustering effects have not been well documented. This paper discusses … how omitting one level in three-level models affects the variance decomposition and clustering in the resulting twolevel …

Persistent link: https://www.econbiz.de/10005762262

Analysis of the co-movement between Chinese and international crude oil price

Jiao, Jian-Lin; Fan, Ying; Wei, Yi-Ming; Han, Zhi-Yong; … - In: International Journal of Global Energy Issues 27 (2007) 1, pp. 61-76

Persistent link: https://www.econbiz.de/10008539091

The influence of firm, industry and network on the corporate social performance of Japanese firms

K. O’Shaughnessy; Gedajlovic, Eric; Reinmoeller, Patrick - In: Asia Pacific Journal of Management 24 (2007) 3, pp. 283-303

industry and inter-corporate network. Using variance decomposition, we analyze data from 130 large Japanese firms and find that …

Persistent link: https://www.econbiz.de/10005701043