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Year of publication
Subject
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Prognoseverfahren 32 VAR-Modell 31 Forecasting model 30 VAR model 30 error variance 23 equation 20 forecast error variance decomposition 20 statistics 20 correlation 17 Dekompositionsverfahren 16 Schock 16 Decomposition method 15 Shock 15 equations 15 time series 15 standard deviation 14 covariance 13 survey 13 econometrics 12 forecasting 12 Schätzung 11 samples 11 Economic models 10 Estimation 10 Estimation theory 10 Schätztheorie 10 standard errors 10 correlations 9 probability 9 statistic 9 Economic growth 7 cointegration 7 financial statistics 7 forecast error variance 7 generalized forecast error variance decomposition 7 polynomial 7 standard deviations 7 standard error 7 vector autoregression 7 Forecast Error Variance Decomposition 6
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Online availability
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Free 103 CC license 4
Type of publication
All
Book / Working Paper 77 Article 25 Other 1
Type of publication (narrower categories)
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Working Paper 27 Graue Literatur 17 Non-commercial literature 17 Article in journal 15 Aufsatz in Zeitschrift 15 Arbeitspapier 14 Article 6 Preprint 1
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Language
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English 77 Undetermined 26
Author
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Knüppel, Malte 5 Seymen, Atilim 4 Brunnert, Marcus 3 Gilberg, Frank 3 Volpicella, Alessio 3 Alonso-Rodriguez, Agustin 2 Aslam, Muhammad 2 Bajaj, Parminder Kaur 2 Balcilar, Mehmet 2 Baxa, Jaromir 2 Bekun, Festus Victor 2 Bernhardt, Matthias 2 Bessler, David A. 2 Bokhari, Rabia 2 Bolboaca, Maria 2 Chagwedera, Edson 2 Chinoda, Tough 2 Dagar, Vishal 2 Dees, S. 2 Di Serio, Mario 2 Fischer, Sarah 2 Giudici, Paolo 2 Hlupo, Patience 2 Holly, S. 2 Joshi, Himanshu 2 Kakran, Shubham 2 Lingauer, Michael 2 Mahmood, Yasar 2 Marsh, Dan 2 Min, Aleksey 2 Mukute, Tafadzwa 2 Pagnottoni, Paolo 2 Pesaran, M. Hashem 2 Pesaran, M.H. 2 Phillips, Yvonne 2 Pontines, Victor 2 Ramsauer, Franz 2 Ravazzolo, Francesco 2 Rossini, Luca 2 Sayeed, Jamil 2
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Institution
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International Monetary Fund (IMF) 20 International Monetary Fund 3 eSocialSciences 3 Deutsche Bundesbank 2 Faculty of Economics, University of Cambridge 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Zentrum für Europäische Wirtschaftsforschung (ZEW) 2 Agricultural and Applied Economics Association - AAEA 1 Birkbeck, Department of Economics, Mathematics & Statistics 1 Business School, University of Sydney 1 CESifo 1 Central Bank of Ireland 1 Cowles Foundation for Research in Economics, Yale University 1 Departamento de Estadistica, Universidad Carlos III de Madrid 1 Department of Economics, Waikato Management School 1 Institut für Lebensmittel und Ressourcenökonomik, Rheinische Friedrich-Wilhelms-Universität Bonn 1 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 Institute of Economic Policy Research (IEPR), University of Southern California 1 Melbourne Institute of Applied Economic and Social Research (MIAESR), Faculty of Business and Economics 1 New Zealand Agricultural and Resource Economics Society - NZARES 1 School of Economics and Management, University of Aarhus 1 UNIVERSIDAD ICESI 1
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Published in...
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IMF Working Papers 17 ZEW Discussion Papers 4 Working Paper 3 Working Papers / eSocialSciences 3 Working paper 3 Cambridge Working Papers in Economics 2 Discussion paper 2 IMF Staff Country Reports 2 MPRA Paper 2 Working Papers in Economics 2 2012 Conference, August 31, 2012, Nelson, New Zealand 1 2015 Allied Social Science Association (ASSA) Annual Meeting, January 3-5, 2015, Boston, Massachusetts 1 Annals of Economics and Finance 1 BORRADORES DE ECONOMÍA Y FINANZAS 1 Barcelona GSE working paper series : working paper 1 Birkbeck Working Papers in Economics and Finance 1 Bundesbank Discussion Paper 1 CAMA working paper series 1 CESifo Working Paper Series 1 CREATES Research Papers 1 Cogent Economics & Finance 1 Cogent economics & finance 1 Cowles Foundation Discussion Papers 1 Discussion Paper 1 Discussion Paper Series 1 1 Discussion Paper Series 1: Economic Studies 1 Discussion Papers / Deutsche Bundesbank 1 Discussion Papers / Institut für Lebensmittel und Ressourcenökonomik, Rheinische Friedrich-Wilhelms-Universität Bonn 1 EERI Research Paper Series 1 EERI research paper series 1 Econometrics 1 Econometrics : open access journal 1 Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 FRB International Finance Discussion Paper 1 Finance research letters 1 Global journal of emerging market economies 1 Hitotsubashi journal of economics 1 IEPR Working Papers 1 IES Working Paper 1 IES working paper 1
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Source
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RePEc 50 ECONIS (ZBW) 32 EconStor 20 BASE 1
Showing 1 - 10 of 103
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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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How different are the alternative economic policy uncertainty indices? The case of European countries
Baxa, Jaromir; Šestořád, Tomáš - 2024
that is used to calculate the EPU index from the raw news data. Using the generalized forecast error variance …
Persistent link: https://www.econbiz.de/10014494926
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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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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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A joint impulse response function for vector autoregressive models
Wiesen, Thomas F. P.; Beaumont, Paul Michael - In: Empirical economics : a quarterly journal of the … 66 (2024) 4, pp. 1553-1585
Persistent link: https://www.econbiz.de/10014519875
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Public debt determinants : a time-varying analysis of core and peripheral Euro area countries
Di Serio, Mario - In: Finance research letters 69 (2024) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10015079840
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Public debt determinants : a time-varying analysis of core and peripheral Euro area countries
Di Serio, Mario - 2024
Persistent link: https://www.econbiz.de/10015047395
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How different are the alternative economic policy uncertainty indices? : the case of European countries
Baxa, Jaromir; Šestořád, Tomáš - 2024
that is used to calculate the EPU index from the raw news data. Using the generalized forecast error variance …
Persistent link: https://www.econbiz.de/10014471282
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Cover Image
Is the Price Cap for Gas Useful? Evidence from European Countries
Ravazzolo, Francesco; Rossini, Luca - 2023
Since Russia's invasion of Ukraine, many countries have pledged to end or restrict their oil and gas imports to curtail Moscow's revenues and hinder its war effort. Thus, the European ministers agreed to trigger a cap on the gas price. To detect the importance of the price cap for gas, we...
Persistent link: https://www.econbiz.de/10014451714
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