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  • Search: subject:"variance decomposition"
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Year of publication
Subject
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variance decomposition 162 VAR model 80 Variance Decomposition 80 VAR-Modell 76 Variance decomposition 70 Schätzung 69 Dekompositionsverfahren 61 Estimation 59 Decomposition method 55 Cointegration 35 Volatility 35 Volatilität 35 Theorie 34 Theory 32 Kointegration 28 Schock 28 vector autoregression 28 Spillover-Effekt 27 Shock 26 Spillover effect 25 Prognoseverfahren 24 Causality analysis 23 Forecasting model 23 Kausalanalyse 23 forecast error variance decomposition 20 impulse response function 19 Welt 18 Monetary policy 17 Time series analysis 17 Varianzanalyse 17 Vector Autoregression 17 Zeitreihenanalyse 17 cointegration 17 Vector autoregression 16 World 16 EU-Staaten 15 Geldpolitik 15 USA 15 impulse-response function 15 EU countries 14
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Online availability
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Free 423 CC license 22
Type of publication
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Book / Working Paper 277 Article 142 Other 4
Type of publication (narrower categories)
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Working Paper 121 Article in journal 83 Aufsatz in Zeitschrift 83 Graue Literatur 66 Non-commercial literature 66 Arbeitspapier 61 Article 26 Conference Paper 1 Conference paper 1 Hochschulschrift 1 Konferenzbeitrag 1 Preprint 1
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Language
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English 278 Undetermined 140 Spanish 2 Czech 1 French 1 Portuguese 1
Author
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Antonakakis, Nikolaos 17 Yılmaz, Kamil 16 Mirdala, Rajmund 14 Yilmaz, Kamil 11 Diebold, Francis X. 10 Ferrer-i-Carbonell, Ada 8 Qari, Salmai 7 Filis, George 6 Liu, Laura 6 Ochmann, Richard 6 Badinger, Harald 5 Schienle, Melanie 5 Addison, John T. 4 Akovalı, Umut 4 Dragouni, Mina 4 Duasa, Jarita 4 Fernández-Rodríguez, Fernando 4 Gómez-Puig, Marta 4 Kocsis, Zalán 4 Myck, Michal 4 Nitschka, Thomas 4 Pagnottoni, Paolo 4 Seymen, Atilim 4 Sosvilla-Rivero, Simón 4 Anand, Paul 3 Bailey, Ralph W. 3 Behrman, Jere R. 3 Burger, Martijn J. 3 Buse, Rebekka 3 Canto, Bea 3 Demirer, Mert 3 Evans, Olaniyi 3 Flek, Vladislav 3 Fujii, Eiji 3 Gehrke, Britta 3 Giudici, Paolo 3 Halliday, Timothy J. 3 Hála, Martin 3 Jones, Sam 3 Khalil, Samina 3
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 42 İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi 5 Institute for the Study of Labor (IZA) 4 Agricultural and Applied Economics Association - AAEA 3 Center for Financial Studies 3 Department of Econometrics and Business Statistics, Monash Business School 3 East Asian Bureau of Economic Research (EABER) 3 FIW 3 HAL 3 International Association of Agricultural Economists - IAAE 3 School of Economics and Management, University of Aarhus 3 Tinbergen Instituut 3 Asociación Española de Economía y Finanzas Internacionales - AEEFI 2 CESifo 2 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 2 Department of Economics, University of Hawaii-Manoa 2 Economics Section, Cardiff Business School 2 Facultat d'Economia i Empresa, Universitat de Barcelona 2 Faculty of Economics, University of Cambridge 2 Southern Agricultural Economics Association - SAEA 2 Vienna University of Economics and Business, Department of Economics 2 Zentrum für Europäische Wirtschaftsforschung (ZEW) 2 Australian Agricultural and Resource Economics Society - AARES 1 Birkbeck, Department of Economics, Mathematics & Statistics 1 Center for Economic and Financial Research (CEFIR), New Economic School (NES) 1 Center for Intergenerational Studies, Institute of Economic Research 1 Central Bank of Ireland 1 Centre for Economic Performance, LSE 1 Centro de Estudos e Formação Avançada em Gestão e Economia (CEFAGE-UE), Universidade de Évora 1 Cowles Foundation for Research in Economics, Yale University 1 Department of Economics, Auburn University 1 Department of Economics, Faculty of Economic and Management Sciences 1 Department of Economics, Leicester University 1 Department of Economics, University of Birmingham 1 Dipartimento di Economia e Management, Università degli Studi di Pisa 1 Econometric Society 1 Economic Research Southern Africa (ERSA) 1 Economics Department, Temple University 1 Economics Department, University of Strathclyde 1 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 1
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Published in...
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MPRA Paper 42 Working Paper 17 IZA Discussion Papers 10 Koç University - TÜSİAD Economic Research Forum working paper series 8 International Journal of Energy Economics and Policy : IJEEP 7 Cogent Economics & Finance 5 Cogent economics & finance 5 Iranian economic review : journal of University of Tehran 5 Koç University-TUSIAD Economic Research Forum Working Papers 5 CFS Working Paper Series 4 Cardiff Economics Working Papers 4 FIW Working Paper 4 FIW working paper 4 Tinbergen Institute Discussion Papers 4 ZEW Discussion Papers 4 Asian Agricultural Research 3 Asian Economic and Financial Review 3 CREATES Research Papers 3 FIW Working Paper series 3 International Journal of Financial Studies : open access journal 3 International journal of economics and financial issues : IJEFI 3 Post-Print / HAL 3 Tinbergen Institute Discussion Paper 3 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 2 Acta Universitatis Danubius. OEconomica 2 CESifo Working Paper Series 2 CFS Working Paper 2 Cambridge Working Papers in Economics 2 DIW Discussion Papers 2 Department of Economics Working Papers / Vienna University of Economics and Business, Department of Economics 2 Department of Economics working paper 2 Discussion Papers of DIW Berlin 2 Discussion paper / Tinbergen Institute 2 Discussion papers / Adam Smith Business School, University of Glasgow 2 Finance research letters 2 Future Business Journal 2 IREA Working Papers 2 International Journal of Energy Economics and Policy 2 International Journal of Financial Studies 2 International Journal of Management, Economics and Social Sciences (IJMESS) 2
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Source
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RePEc 181 ECONIS (ZBW) 150 EconStor 88 BASE 4
Showing 1 - 10 of 423
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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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Are accelerators akin to breweries or wineries? : a Bayesian variance decomposition of accelerator and cohort effects
Avnimelech, Gil; Dushnitsky, Gary; Ellsaesser, Florian; … - In: Strategic management journal 46 (2025) 2, pp. 534-579
Persistent link: https://www.econbiz.de/10015386846
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Modeling the relationships among the stock market, gold price, oil price and exchange rate : a MECM and VDA approach
Agrawal, Pravin Kumar; Kumar, Mohit - In: Financial internet quarterly 21 (2025) 1, pp. 1-14
) and Variance Decomposition Analysis (VDA), the study explores both the short-term and long-term dynamics between these … running from these variables to the Nifty 50. Variance decomposition highlights the growing impact of gold, exchange rates …
Persistent link: https://www.econbiz.de/10015393621
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How different are the alternative economic policy uncertainty indices? The case of European countries
Baxa, Jaromir; Šestořád, Tomáš - 2024
Several alternative news-based Economic Policy Uncertainty indices have been developer for Spain and a few other European countries. These alternative indices differ in the selection of keywords, newspaper coverage, and a scaling factor that is used to calculate the EPU index from the raw news...
Persistent link: https://www.econbiz.de/10014494926
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The paradox of climate policy diffusion
Savin, Ivan; Mundt, Philipp; Bellanca, Margherita - 2024
Prior research produced contradicting evidence regarding the role of international influence in the diffusion of climate policies. To unravel this puzzle, we examine various policy instruments adopted by G20 countries, demonstrating that peer pressure stimulates convergence in the number of new...
Persistent link: https://www.econbiz.de/10015084733
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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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Income inequality, unemployment, and government transfer : what do their dynamics tell us
Ahmed, Haydory Akbar; Shadmani, Hedieh - In: Journal of economics & development : JED 26 (2024) 4, pp. 274-289
Persistent link: https://www.econbiz.de/10015189740
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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
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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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Understanding the variance of earnings growth : the case of shipping
Lee, Hyun-Tak; Yun, Heesung - In: Journal of commodity markets : JCM 35 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10015077308
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