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Search: subject:"error variance decomposition"
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Prognoseverfahren
55
Forecasting model
54
VAR-Modell
51
VAR model
50
forecast error variance decomposition
33
Dekompositionsverfahren
31
Decomposition method
30
Forecast error variance decomposition
28
Schock
18
Shock
17
Spillover effect
17
Spillover-Effekt
17
Estimation
15
Estimation theory
15
Schätztheorie
15
Schätzung
15
Theorie
15
Cointegration
14
Theory
14
Time series analysis
13
Zeitreihenanalyse
13
Kointegration
11
Volatility
11
Volatilität
11
impulse response functions
11
Causality analysis
10
Granger causality
10
Kausalanalyse
10
Monetary policy
10
generalized forecast error variance decomposition
10
Oil price
9
impulse response function
9
Aktienmarkt
8
Börsenkurs
8
Causality
8
EU countries
8
EU-Staaten
8
Forecast Error Variance Decomposition
8
Geldpolitik
8
Share price
8
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Online availability
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Free
53
Undetermined
49
CC license
3
Type of publication
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Article
75
Book / Working Paper
39
Other
2
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Article in journal
49
Aufsatz in Zeitschrift
49
Working Paper
16
Graue Literatur
12
Non-commercial literature
12
Arbeitspapier
9
Article
5
research-article
3
Aufsatz im Buch
2
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2
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1
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English
89
Undetermined
26
German
1
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Seymen, Atilim
4
Shin, Yongcheol
4
Agbenyegah, Benjamin K.
3
Dhanaraj, Sowmya
3
Gopalaswamy, Arun Kumar
3
Pagnottoni, Paolo
3
Pontines, Victor
3
Abu-Qarn, Aamer
2
Abu-Qarn, Aamer S.
2
Aksoy, Yunus
2
Alonso-Rodriguez, Agustin
2
Aslam, Muhammad
2
Bajaj, Parminder Kaur
2
Banerjee, Neelotpaul
2
Baxa, Jaromir
2
Bernhardt, Matthias
2
Bloch, Harry
2
Bokhari, Rabia
2
Bolboaca, Maria
2
Caloia, Francesco Giuseppe
2
Chagwedera, Edson
2
Chinoda, Tough
2
Cipollini, Andrea
2
Dagar, Vishal
2
Damane, Moeti
2
Dees, S.
2
Di Serio, Mario
2
Fischer, Sarah
2
Giudici, Paolo
2
Greenwood-Nimmo, Matthew
2
Hlupo, Patience
2
Holly, S.
2
Inoue, Atsushi
2
Kakran, Shubham
2
Lingauer, Michael
2
Mahmood, Yasar
2
Melina, Giovanni
2
Min, Aleksey
2
Mugisha, Fred
2
Muhammad, Andrew
2
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Economics Department, Ben Gurion University of the Negev
2
Faculty of Economics, University of Cambridge
2
Zentrum für Europäische Wirtschaftsforschung (ZEW)
2
Agricultural and Applied Economics Association - AAEA
1
Birkbeck, Department of Economics, Mathematics & Statistics
1
CESifo
1
Central Bank of Ireland
1
Cowles Foundation for Research in Economics, Yale University
1
Econometric Society
1
Institut für Lebensmittel und Ressourcenökonomik, Rheinische Friedrich-Wilhelms-Universität Bonn
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
School of Economics and Management, University of Aarhus
1
UNIVERSIDAD ICESI
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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Energy economics
4
ZEW Discussion Papers
4
Journal of Financial Economic Policy
3
Cambridge Working Papers in Economics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International Journal of Financial Services Management
2
International journal of sustainable economy
2
Modern economy
2
Working Paper
2
Working Papers / Economics Department, Ben Gurion University of the Negev
2
Working paper
2
2015 Allied Social Science Association (ASSA) Annual Meeting, January 3-5, 2015, Boston, Massachusetts
1
African Journal of Economic and Sustainable Development
1
American journal of finance and accounting
1
Annals of Economics and Finance
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
CAMA working paper series
1
CESifo Working Paper Series
1
CREATES Research Papers
1
China finance review international
1
Cogent Economics & Finance
1
Cogent economics & finance
1
Cowles Foundation Discussion Papers
1
Defence and Peace Economics
1
Defence and peace economics
1
Discussion Papers / Institut für Lebensmittel und Ressourcenökonomik, Rheinische Friedrich-Wilhelms-Universität Bonn
1
Discussion paper
1
Econometric Society 2004 Far Eastern Meetings
1
Econometrics
1
Econometrics : open access journal
1
Economic modelling
1
Economic papers
1
Economics Letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Finance research letters
1
Financial Market Dynamics after COVID 19 : The Contagion Effect of the Pandemic in Finance
1
Global business review
1
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ECONIS (ZBW)
63
RePEc
33
EconStor
13
BASE
4
Other ZBW resources
3
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21
Testing cointegration between workers' remittances and human capital formation in Sri Lanka
Aslam, Ahamed Lebbe Mohamed
;
Sivarajasingham, Selliah
- In:
Journal of economic and administrative sciences
39
(
2023
)
3
,
pp. 687-708
Persistent link: https://www.econbiz.de/10014338842
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22
Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas
;
Paparoditis, Efstathios
;
Trenkler, Carsten
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 276-300
Persistent link: https://www.econbiz.de/10014364826
Saved in:
23
Stock market integration and volatility spillovers : new evidence from Asia-Pacific and European markets
Guru, Biplab Kumar
;
Yadav, Inder Sekhar
- In:
The journal of risk finance : JRF
24
(
2023
)
2
,
pp. 186-211
Persistent link: https://www.econbiz.de/10014232423
Saved in:
24
Price connectedness in U.S. ethanol terminal markets
Gerveni, Maria
;
Serra, Teresa
;
Irwin, Scott H.
;
Hubbs, Todd
- In:
Energy economics
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014480052
Saved in:
25
The dynamic interaction between investor attention and green security market : an empirical study based on Baidu index
Gao, Yang
;
Li, Yangyang
;
Wang, Yaojun
- In:
China finance review international
13
(
2023
)
1
,
pp. 79-101
Persistent link: https://www.econbiz.de/10014312196
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26
The motifs of risk transmission in multivariate time series: Application to commodity prices
Pagnottoni, Paolo
;
Spelta, Alessandro
- In:
Socio-economic planning sciences : the international …
87
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014317442
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27
The real effects of loan-to-value limits : empirical evidence from Korea
Pontines, Victor
-
2020
Persistent link: https://www.econbiz.de/10012252432
Saved in:
28
The real effects of loan-to-value limits : empirical evidence from Korea
Pontines, Victor
-
2020
Persistent link: https://www.econbiz.de/10012224944
Saved in:
29
The oil story : is it still the same?
Rawat, Pranjal
;
Srinivasan, Naveen
-
2020
Persistent link: https://www.econbiz.de/10013471092
Saved in:
30
News shocks: Different effects in boom and recession?
Bolboaca, Maria
;
Fischer, Sarah
-
2019
forecast
error
variance
decomposition
. We compute generalized impulse response functions that allow for regime transition and …
Persistent link: https://www.econbiz.de/10012271926
Saved in:
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