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  • Search: subject:"Variance decompositions"
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Year of publication
Subject
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variance decompositions 9 Cointegration 4 VAR model 4 VAR-Modell 4 Variance decompositions 4 impulse response functions 4 Decomposition method 3 Dekompositionsverfahren 3 Generalized Variance Decompositions 3 Theorie 3 Theory 3 capabilities 3 freedoms 3 well-being 3 Contagion 2 Estimation 2 Finance 2 Financial market 2 Financial markets 2 Finanzmarkt 2 Forecasting model 2 Oil price 2 Prognoseverfahren 2 Schätzung 2 Spillover effect 2 Spillover-Effekt 2 Spillovers 2 Vector autoregressions 2 Volatility 2 Welt 2 World 2 cointegration and generalized variance decompositions 2 forecast error variance decompositions 2 government yields 2 interest rate determination 2 macroeconomic variables 2 monetary policy 2 sector indices 2 stock returns 2 Ölpreis 2
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Online availability
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Free 27 CC license 1
Type of publication
All
Book / Working Paper 14 Article 13
Type of publication (narrower categories)
All
Article in journal 5 Aufsatz in Zeitschrift 5 Working Paper 4 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2
Language
All
English 17 Undetermined 10
Author
All
Dua, Pami 3 Nikolova, Milena 3 Diebold, Francis X. 2 Graham, Carol Lee 2 Raje, Nishita 2 SOHAIL, Nadeem 2 Yılmaz, Kamil 2 ZAKIR, Hussain 2 Amaiquema, Alexander Ruben Paladines 1 Amaiquema, Jesser Roberto Paladines 1 Baruník, Jozef 1 Chang, Hui S. 1 Choi, Jeong-Gil 1 Coskun, Ali 1 DEMIRALAY, Sercan 1 Darrat, A. F. 1 Ellington, Michael 1 Erdem, Orhan 1 Ferrario, Andrea 1 GENCER, Gaye 1 Graham, Carol 1 Guidolin, Massimo 1 Hasan, Mohamad F. 1 Hassan, A. F. M. Kamrul 1 Larocque, Denis 1 Laudati, Dario 1 Lincourt, Geneviève 1 Mohamed, Abdulrazak Nur 1 Mohamed, Idiris Sid Ali 1 Normandin, Michel 1 Obi, Pat 1 Pedio, Manuela 1 Pesaran, M. Hashem 1 Rafiq, Shuddhasattwa 1 Rahman, Md. Habibur 1 Ramirez, Miguel 1 Reed, Michael R. 1 Saghaian, Sayed H. 1 Salim, Ruhul A. 1 Sil, Shomir 1
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Institution
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Centre for Development Economics, Delhi School of Economics 2 eSocialSciences 2 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 1 Department of Economics, Trinity College 1 Ekonomik Yaklasim Association 1 Institute for the Study of Labor (IZA) 1 Research Department, Borsa İstanbul 1 University of Bonn, Germany 1
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Published in...
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IZA Discussion Papers 2 International Journal of Energy Economics and Policy : IJEEP 2 Working Papers / eSocialSciences 2 Working papers / Centre for Development Economics, Delhi School of Economics 2 Cahiers de recherche 1 Czech Journal of Economics and Finance (Finance a uver) 1 Discussion Paper Serie B 1 Discussion paper series / IZA 1 EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey 1 European journal of operational research : EJOR 1 Journal of Advanced Studies in Finance 1 Journal of Agricultural and Applied Economics 1 Journal of Applied Research in Finance Bi-Annually 1 Journal of Economic Development 1 Journal of applied econometrics 1 Koç University - TÜSİAD Economic Research Forum working paper series 1 Quantitative finance and economics 1 The International Journal of Applied Economics 1 Theoretical and Applied Economics 1 Working Paper 1 Working Paper / Research Department, Borsa İstanbul 1 Working Papers / Department of Economics, Trinity College 1
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Source
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RePEc 17 ECONIS (ZBW) 7 EconStor 2 BASE 1
Showing 1 - 10 of 27
Cover Image
Persistence in financial connectedness and systemic risk
Baruník, Jozef; Ellington, Michael - In: European journal of operational research : EJOR 314 (2024) 1, pp. 393-407
Persistent link: https://www.econbiz.de/10014456868
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Precious metals and oil price dynamics
Mohamed, Abdulrazak Nur; Mohamed, Idiris Sid Ali - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 6, pp. 119-128
Persistent link: https://www.econbiz.de/10014430786
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Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario; Pesaran, M. Hashem - In: Journal of applied econometrics 38 (2023) 3, pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
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On the past, present, and future of the Diebold-Yilmaz approach to dynamic network connectedness
Diebold, Francis X.; Yılmaz, Kamil - 2022
We offer retrospective and prospective assessments of the Diebold-Yilmaz connectedness research program, combined with personal recollections of its development. Its centerpiece in many respects is Diebold and Yilmaz (2014), around which our discussion is organized.
Persistent link: https://www.econbiz.de/10014540961
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On the past, present, and future of the Diebold-Yilmaz approach to dynamic network connectedness
Diebold, Francis X.; Yılmaz, Kamil - 2022
We offer retrospective and prospective assessments of the Diebold-Yilmaz connectedness research program, combined with personal recollections of its development. Its centerpiece in many respects is Diebold and Yilmaz (2014), around which our discussion is organized.
Persistent link: https://www.econbiz.de/10013463897
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Comparing in- and out-of-sample approaches to variance decomposition-based estimates of network connectedness an application to the Italian banking system
Ferrario, Andrea; Guidolin, Massimo; Pedio, Manuela - In: Quantitative finance and economics 2 (2018) 3, pp. 661-701
Persistent link: https://www.econbiz.de/10012156828
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Consequences of oil and food price shocks on the ecuadorian economy
Amaiquema, Jesser Roberto Paladines; Amaiquema, … - In: International Journal of Energy Economics and Policy : IJEEP 7 (2017) 3, pp. 146-151
Persistent link: https://www.econbiz.de/10011749677
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Bentham or Aristotle in the Development Process? An Empirical Investigation of Capabilities and Subjective Well-being
Graham, Carol Lee; Nikolova, Milena - 2014
Life evaluations and emotional states are distinct subjective well-being (SWB) components. We explore the relationship between opportunities and SWB dimensions, distinguishing between actual capabilities and means (education, employment, and income) and perceived opportunities (autonomy and...
Persistent link: https://www.econbiz.de/10010481615
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Bentham or Aristotle in the Development Process? An Empirical Investigation of Capabilities and Subjective Well-being
Graham, Carol Lee; Nikolova, Milena - Institute for the Study of Labor (IZA) - 2014
Life evaluations and emotional states are distinct subjective well-being (SWB) components. We explore the relationship between opportunities and SWB dimensions, distinguishing between actual capabilities and means (education, employment, and income) and perceived opportunities (autonomy and...
Persistent link: https://www.econbiz.de/10011105067
Saved in:
Cover Image
Bentham or Aristotle in the development process? : an empirical investigation of capabilities and subjective well-being
Graham, Carol; Nikolova, Milena - 2014
Life evaluations and emotional states are distinct subjective well-being (SWB) components. We explore the relationship between opportunities and SWB dimensions, distinguishing between actual capabilities and means (education, employment, and income) and perceived opportunities (autonomy and...
Persistent link: https://www.econbiz.de/10010458486
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