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  • Search: subject:"forecast error variance"
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Year of publication
Subject
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Prognoseverfahren 83 Forecasting model 81 VAR model 67 VAR-Modell 66 Dekompositionsverfahren 35 Decomposition method 34 forecast error variance decomposition 33 Schätzung 31 Estimation 30 Forecast error variance decomposition 29 Schock 29 Shock 29 Spillover effect 21 Spillover-Effekt 21 Estimation theory 20 Schätztheorie 20 Theorie 18 Cointegration 17 Theory 17 Volatility 17 Volatilität 17 Kointegration 14 Forecast error variance 13 Monetary policy 12 Time series analysis 12 Zeitreihenanalyse 12 impulse response functions 12 Geldpolitik 11 Oil price 11 Risiko 11 Causality analysis 10 Granger causality 10 Inflation 10 Kausalanalyse 10 Risk 10 generalized forecast error variance decomposition 10 Ölpreis 10 Börsenkurs 9 Causality 9 Share price 9
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Online availability
All
Free 65 Undetermined 61 CC license 4
Type of publication
All
Article 100 Book / Working Paper 45 Other 2
Type of publication (narrower categories)
All
Article in journal 69 Aufsatz in Zeitschrift 69 Working Paper 20 Graue Literatur 14 Non-commercial literature 14 Arbeitspapier 11 Article 6 Aufsatz im Buch 3 Book section 3 research-article 3 Conference paper 1 Congress Report 1 Konferenzbeitrag 1 Preprint 1 Thesis 1
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Language
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English 114 Undetermined 32 German 1
Author
All
Knüppel, Malte 8 Shin, Yongcheol 4 Volpicella, Alessio 4 Agbenyegah, Benjamin K. 3 Banerjee, Neelotpaul 3 Ben Zeev, Nadav 3 Dhanaraj, Sowmya 3 Gopalaswamy, Arun Kumar 3 Pagnottoni, Paolo 3 Pontines, Victor 3 Siddhanta, Somroop 3 Abu-Qarn, Aamer 2 Abu-Qarn, Aamer S. 2 Aksoy, Yunus 2 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 Bloch, Harry 2 Bokhari, Rabia 2 Bolboaca, Maria 2 Caloia, Francesco Giuseppe 2 Chagwedera, Edson 2 Chinoda, Tough 2 Cipollini, Andrea 2 Cronin, David 2 Dagar, Vishal 2 Damane, Moeti 2 Demiralay, Sercan 2 Di Serio, Mario 2 Fischer, Sarah 2 Giudici, Paolo 2 Greenwood-Nimmo, Matthew 2 Heckelei, Thomas 2 Hlupo, Patience 2 Inoue, Atsushi 2
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Institution
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Deutsche Bundesbank 2 Economics Department, Ben Gurion University of the Negev 2 eSocialSciences 2 Agricultural and Applied Economics Association - AAEA 1 Birkbeck, Department of Economics, Mathematics & Statistics 1 C.E.P.R. Discussion Papers 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 Research Institute for Market Economy, Sogang University 1 School of Economics and Management, University of Aarhus 1 UNIVERSIDAD ICESI 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1 Zentrum für Europäische Wirtschaftsforschung (ZEW) 1
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Published in...
All
International journal of forecasting 3 Journal of Financial Economic Policy 3 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 3 Discussion paper 2 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 2 Empirical economics : a quarterly journal of the Institute for Advanced Studies 2 Energy economics 2 Finance research letters 2 Global business review 2 International Journal of Financial Services Management 2 International journal of sustainable economy 2 Journal of economic research 2 Journal of financial stability 2 Modern economy 2 Working Paper 2 Working Papers / Economics Department, Ben Gurion University of the Negev 2 Working Papers / eSocialSciences 2 ZEW Discussion Papers 2 2015 Allied Social Science Association (ASSA) Annual Meeting, January 3-5, 2015, Boston, Massachusetts 1 American journal of finance and accounting 1 Annals of Economics and Finance 1 Annals of economics and finance 1 Applied economics 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 CEPR Discussion Papers 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 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
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Source
All
ECONIS (ZBW) 86 RePEc 38 EconStor 16 BASE 4 Other ZBW resources 3
Showing 1 - 10 of 147
Cover Image
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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Max share identification of multiple shocks : an application to uncertainty and financial conditions
Carriero, Andrea; Volpicella, Alessio - In: Journal of business & economic statistics : JBES ; a … 43 (2025) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10015533848
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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
Saved in:
Cover Image
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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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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Cover Image
Sign restrictions and supply-demand decompositions of inflation
Read, Matthew - 2024
Persistent link: https://www.econbiz.de/10015066322
Saved in:
Cover Image
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:
Cover Image
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
Saved in:
Cover Image
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
Saved in:
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