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  • Search: subject:"forecast error variance decompositions"
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Subject
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Forecasting model 9 Prognoseverfahren 9 VAR model 8 VAR-Modell 8 Decomposition method 6 Dekompositionsverfahren 6 forecast error variance decompositions 6 Estimation 5 Schätzung 5 Oil price 4 Ölpreis 4 Cointegration 3 Kointegration 3 Spillover effect 3 Spillover-Effekt 3 Volatility 3 Volatilität 3 Financial market 2 Finanzmarkt 2 Food price 2 Lebensmittelpreis 2 Schock 2 Shock 2 USA 2 United States 2 impulse-responses 2 sector indices 2 vector autoregression 2 vector error correction 2 Agraraußenhandel 1 Agrarproduktion 1 Agricultural production 1 Aktienmarkt 1 Analysis of variance 1 Armenia 1 Armenien 1 Bruttoinlandsprodukt 1 Börsenkurs 1 CEE 1 COVID-19 1
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Article 12
Type of publication (narrower categories)
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Article in journal 10 Aufsatz in Zeitschrift 10
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English 10 Undetermined 2
Author
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Demiralay, Sercan 2 Amaiquema, Alexander Ruben Paladines 1 Amaiquema, Jesser Roberto Paladines 1 Amrouk, El Mamoun 1 Bayraci, Selçuk 1 Bellos, Sotirios K. 1 Cheng, Lu 1 Cronin, David 1 DEMIRALAY, Sercan 1 GENCER, Gaye 1 Gebeyehu, AB 1 Gencer, Gaye 1 Gkasis, Pavlos 1 Golitsis, Petros 1 Grosche, Stephanie-Carolin 1 Heckelei, Thomas 1 Laudati, Dario 1 Li, Jingyu 1 Liu, Ranran 1 Ozcelebi, Oguzhan 1 Pesaran, M. Hashem 1 Sedrakyan, Gohar Samvel 1 Varela-Candamio, Laura 1 Xie, Qiwei 1 Zheng, Xiaolong 1
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Published in...
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Applied economics 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 Finance a úvěr 1 Finance research letters 1 Global Business and Economics Review 1 International Journal of Energy Economics and Policy : IJEEP 1 Inventi impact: international trade 1 Journal of applied econometrics 1 Journal of policy modeling : JPMOD ; a social science forum of world issues 1 The North American journal of economics and finance : a journal of financial economics studies 1 Theoretical and Applied Economics 1 Theoretical and applied economics : GAER review 1
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ECONIS (ZBW) 10 RePEc 2
Showing 1 - 10 of 12
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Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario; Pesaran, M. Hashem - In: Journal of applied econometrics 38 (2023) 3, pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
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COVID-19 and risk spillovers of China's major financial markets : evidence from time-varying variance decomposition and wavelet coherence analysis
Xie, Qiwei; Cheng, Lu; Liu, Ranran; Zheng, Xiaolong; … - In: Finance research letters 52 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014472112
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Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA
Golitsis, Petros; Gkasis, Pavlos; Bellos, Sotirios K. - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-26
Persistent link: https://www.econbiz.de/10014225729
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Consequences of oil and food price shocks on the ecuadorian economy
Amaiquema, Jesser Roberto Paladines; Amaiquema, … - In: International Journal of Energy Economics and Policy : IJEEP 7 (2017) 3, pp. 146-151
Persistent link: https://www.econbiz.de/10011749677
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Interdependence between cash crop and staple food international prices across periods of varying financial market stress
Amrouk, El Mamoun; Grosche, Stephanie-Carolin; … - In: Applied economics 52 (2020) 4, pp. 345-360
Persistent link: https://www.econbiz.de/10012197410
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Wagner's law vs. Keynes' hypothesis in very different countries (Armenia and Spain)
Sedrakyan, Gohar Samvel; Varela-Candamio, Laura - In: Journal of policy modeling : JPMOD ; a social science … 41 (2019) 4, pp. 747-762
Persistent link: https://www.econbiz.de/10012170476
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The impact of oil prices on sectoral returns: an empirical analysis from Borsa Istanbul
GENCER, Gaye; DEMIRALAY, Sercan - In: Theoretical and Applied Economics XVIII(2013) (2013) 12(589), pp. 7-24
Oil prices affecting production costs, inflation rates and therefore economic growth have a direct impact on stock market returns. In the last two decades sharp increases in oil prices led way to stock market collapses which were transmitted to the global economy as downturns. This paper...
Persistent link: https://www.econbiz.de/10010857186
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US inflation and output since the 1970s : a P-star approach
Cronin, David - In: Empirical economics : a journal of the Institute for … 54 (2018) 2, pp. 567-591
Persistent link: https://www.econbiz.de/10011949286
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Central and Eastern European stock exchanges under stress : a range-based volatility spillover framework
Demiralay, Sercan; Bayraci, Selçuk - In: Finance a úvěr 65 (2015) 5, pp. 411-430
Persistent link: https://www.econbiz.de/10011347940
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Major agricultural trade volume in Ethiopia : trade balance and exchange rate relations a structural break analysis (using stability chow test, CUSUM and CUSUM squared residuals)
Gebeyehu, AB - In: Inventi impact: international trade (2015) 4, pp. 207-216
Persistent link: https://www.econbiz.de/10011456070
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