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  • Search: subject:"Variance-Decomposition"
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Year of publication
Subject
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variance decomposition 297 VAR model 229 Variance decomposition 229 VAR-Modell 222 Schätzung 193 Estimation 183 Dekompositionsverfahren 152 Decomposition method 146 Volatility 115 Volatilität 112 Variance Decomposition 109 Theorie 95 Schock 93 Theory 93 Cointegration 91 Shock 91 Spillover-Effekt 88 Spillover effect 86 Kointegration 75 Causality analysis 74 Kausalanalyse 74 Prognoseverfahren 65 Forecasting model 64 Börsenkurs 62 Share price 61 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 43 Geldpolitik 42 cointegration 42 vector autoregression 41 Capital income 38 Exchange rate 38
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Online availability
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Free 423 Undetermined 295 CC license 22
Type of publication
All
Article 537 Book / Working Paper 324 Other 6 Journal 1
Type of publication (narrower categories)
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Article in journal 366 Aufsatz in Zeitschrift 366 Working Paper 128 Graue Literatur 73 Non-commercial literature 73 Arbeitspapier 68 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 591 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) 444 RePEc 313 EconStor 88 Other ZBW resources 14 BASE 9
Showing 1 - 10 of 868
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How important are commodity terms of trade shocks in explaining government tax revenue fluctuations? : evidence from Ethiopia
Nuru, Naser Yenus - In: Global journal of emerging market economies 17 (2025) 1, pp. 137-152
Persistent link: https://www.econbiz.de/10015324473
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Are accelerators akin to breweries or wineries? : a Bayesian variance decomposition of accelerator and cohort effects
Avnimelech, Gil; Dushnitsky, Gary; Ellsaesser, Florian; … - In: Strategic management journal 46 (2025) 2, pp. 534-579
Persistent link: https://www.econbiz.de/10015386846
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Modeling the relationships among the stock market, gold price, oil price and exchange rate : a MECM and VDA approach
Agrawal, Pravin Kumar; Kumar, Mohit - In: Financial internet quarterly 21 (2025) 1, pp. 1-14
) and Variance Decomposition Analysis (VDA), the study explores both the short-term and long-term dynamics between these … running from these variables to the Nifty 50. Variance decomposition highlights the growing impact of gold, exchange rates …
Persistent link: https://www.econbiz.de/10015393621
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How different are the alternative economic policy uncertainty indices? The case of European countries
Baxa, Jaromir; Šestořád, Tomáš - 2024
Several alternative news-based Economic Policy Uncertainty indices have been developer for Spain and a few other European countries. These alternative indices differ in the selection of keywords, newspaper coverage, and a scaling factor that is used to calculate the EPU index from the raw news...
Persistent link: https://www.econbiz.de/10014494926
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The paradox of climate policy diffusion
Savin, Ivan; Mundt, Philipp; Bellanca, Margherita - 2024
Prior research produced contradicting evidence regarding the role of international influence in the diffusion of climate policies. To unravel this puzzle, we examine various policy instruments adopted by G20 countries, demonstrating that peer pressure stimulates convergence in the number of new...
Persistent link: https://www.econbiz.de/10015084733
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Daily oil price shocks and their uncertainties
Wang, Shu - 2024
, significantly diminish this covariance. A real-time forecast error variance decomposition further highlights that oil supply …
Persistent link: https://www.econbiz.de/10015165975
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Income inequality, unemployment, and government transfer : what do their dynamics tell us
Ahmed, Haydory Akbar; Shadmani, Hedieh - In: Journal of economics & development : JED 26 (2024) 4, pp. 274-289
Persistent link: https://www.econbiz.de/10015189740
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Daily oil price shocks and their uncertainties
Wang, Shu - 2024
, significantly diminish this covariance. A real-time forecast error variance decomposition further highlights that oil supply …
Persistent link: https://www.econbiz.de/10015143999
Saved in:
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Sign restrictions and supply-demand decompositions of inflation
Read, Matthew - 2024
Persistent link: https://www.econbiz.de/10015066322
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Understanding the variance of earnings growth : the case of shipping
Lee, Hyun-Tak; Yun, Heesung - In: Journal of commodity markets : JCM 35 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10015077308
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