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  • Search: subject:"forecast error variance decomposition"
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Year of publication
Subject
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Prognoseverfahren 54 Forecasting model 53 VAR model 47 VAR-Modell 47 forecast error variance decomposition 33 Dekompositionsverfahren 29 Decomposition method 28 Forecast error variance decomposition 28 Schock 16 Shock 16 Estimation 15 Schätzung 15 Theorie 15 Estimation theory 14 Schätztheorie 14 Spillover effect 14 Spillover-Effekt 14 Theory 14 Cointegration 13 Time series analysis 12 Zeitreihenanalyse 12 impulse response functions 11 Granger causality 10 Kointegration 10 Volatility 10 Volatilität 10 generalized forecast error variance decomposition 10 Monetary policy 9 Causality 8 Causality analysis 8 Forecast Error Variance Decomposition 8 Geldpolitik 8 Kausalanalyse 8 impulse response function 8 Aktienmarkt 7 Börsenkurs 7 Oil price 7 Share price 7 South Korea 7 Stock market 7
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Online availability
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Free 45 Undetermined 42 CC license 3
Type of publication
All
Article 68 Book / Working Paper 31 Other 2
Type of publication (narrower categories)
All
Article in journal 45 Aufsatz in Zeitschrift 45 Working Paper 12 Graue Literatur 10 Non-commercial literature 10 Arbeitspapier 7 Article 5 research-article 3 Aufsatz im Buch 2 Book section 2 Congress Report 1 Preprint 1 Thesis 1
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Language
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English 77 Undetermined 23 German 1
Author
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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 Di Serio, Mario 2 Fischer, Sarah 2 Giudici, Paolo 2 Greenwood-Nimmo, Matthew 2 Hlupo, Patience 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 Mukute, Tafadzwa 2 Muzzioli, Silvia 2 No, Sung C. 2
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Institution
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Economics Department, Ben Gurion University of the Negev 2 Agricultural and Applied Economics Association - AAEA 1 Birkbeck, Department of Economics, Mathematics & Statistics 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 Zentrum für Europäische Wirtschaftsforschung (ZEW) 1
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Published in...
All
Journal of Financial Economic Policy 3 Empirical economics : a quarterly journal of the Institute for Advanced Studies 2 Energy economics 2 International Journal of Financial Services Management 2 International journal of sustainable economy 2 Modern economy 2 Working Papers / Economics Department, Ben Gurion University of the Negev 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 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 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 Global journal of emerging market economies 1 Handbook of financial integration 1 IEPR Working Papers 1 IES Working Paper 1 IES working paper 1
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Source
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ECONIS (ZBW) 57 RePEc 26 EconStor 11 BASE 4 Other ZBW resources 3
Showing 41 - 50 of 101
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Revisiting the role of economic uncertainty in oil price fluctuations : evidence from a new time-varying oil market model
Lyu, Yongjian; Yi, Heling; Wei, Yu; Yang, Mo - In: Economic modelling 103 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10013163925
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The CO2 emissions in Finland, Norway and Sweden: a dynamic relationship
Alonso-Rodriguez, Agustin - 2017
In this paper a dynamic relationship between the CO2 emissions in Finland, Norway and Sweden is presented. With the help of a VAR(2) model, and using the Granger terminology, it is shown that the emissions in Finland are affecting those in Norway and Sweden. Other aspects of this dynamic...
Persistent link: https://www.econbiz.de/10011747421
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Dynamic volatility behaviour in agricultural commodity markets: Evidence from VIRF analysis and spillover index calculations
Bernhardt, Matthias - 2017
This paper provides an empirical analysis of volatility time structures in agricultural markets (sugar, wheat, soybeans and coffee) for a time period from 2008 to 2016. The time period covers at least three food crises which make the analysis interesting for both researches and policy makers. In...
Persistent link: https://www.econbiz.de/10011927205
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Dynamic volatility behaviour in agricultural commodity markets : evidence from VIRF analysis and spillover index calculations
Bernhardt, Matthias - 2017
This paper provides an empirical analysis of volatility time structures in agricultural markets (sugar, wheat, soybeans and coffee) for a time period from 2008 to 2016. The time period covers at least three food crises which make the analysis interesting for both researches and policy makers. In...
Persistent link: https://www.econbiz.de/10011761775
Saved in:
Cover Image
The CO2 emissions in Finland, Norway and Sweden : a dynamic relationship
Alonso-Rodriguez, Agustin - 2017
In this paper a dynamic relationship between the CO2 emissions in Finland, Norway and Sweden is presented. With the help of a VAR(2) model, and using the Granger terminology, it is shown that the emissions in Finland are affecting those in Norway and Sweden. Other aspects of this dynamic...
Persistent link: https://www.econbiz.de/10011763520
Saved in:
Cover Image
Forecast error variance decompositions with local projections
Gorodnichenko, Yuriy; Lee, Byoungchan - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 4, pp. 921-933
Persistent link: https://www.econbiz.de/10012313379
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Identifying the sources of model misspecification
Inoue, Atsushi; Kuo, Chun-Hung; Rossi, Barbara - In: Journal of monetary economics 110 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012494109
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Impacts of the Drug Trade on Latin American Food Production.
Palma, Marco; Ribera, Luis; Bessler, David A. - Agricultural and Applied Economics Association - AAEA - 2015
This article compiles several sources of drug data to provide an analysis of supply and demand factor influencing the drug trade, including potential effects to agricultural production. All effects were found to be contemporaneously independent with the exception of coca production causing...
Persistent link: https://www.econbiz.de/10011125495
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Identifying the sources of model misspecification
Inoue, Atsushi; Kuo, Chun-Huong; Rossi, Barbara - 2015
Persistent link: https://www.econbiz.de/10011589629
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Determinants of the current account balance in Lesotho : a structural vector autoregression analysis
Damane, Moeti; Thite, Maselone - In: International journal of sustainable economy 11 (2019) 2, pp. 141-166
Persistent link: https://www.econbiz.de/10012050860
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