Journal articles on the topic 'Forecast error variance decomposition'
Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles
Consult the top 50 journal articles for your research on the topic 'Forecast error variance decomposition.'
Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.
You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.
Browse journal articles on a wide variety of disciplines and organise your bibliography correctly.
McKenzie, Andrew M., Harold L. Goodwin, and Rita I. Carreira. "Alternative Model Selection Using Forecast Error Variance Decompositions in Wholesale Chicken Markets." Journal of Agricultural and Applied Economics 41, no. 1 (April 2009): 227–40. http://dx.doi.org/10.1017/s1074070800002650.
Full textGorodnichenko, Yuriy, and Byoungchan Lee. "Forecast Error Variance Decompositions with Local Projections." Journal of Business & Economic Statistics 38, no. 4 (July 18, 2019): 921–33. http://dx.doi.org/10.1080/07350015.2019.1610661.
Full textLanne, Markku, and Henri Nyberg. "Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models." Oxford Bulletin of Economics and Statistics 78, no. 4 (January 26, 2016): 595–603. http://dx.doi.org/10.1111/obes.12125.
Full textStaszewska-Bystrova, Anna. "Monte Carlo Analysis of Forecast Error Variance Decompositions under Alternative Model Identification Schemes." Acta Universitatis Lodziensis. Folia Oeconomica 5, no. 338 (September 28, 2018): 115–31. http://dx.doi.org/10.18778/0208-6018.338.07.
Full textGod', N. A., and stime Osekhebhen Eigbiremolen. "Savings, investment and economic growth in Nigeria: a forecast error variance decomposition analysis." African J. of Economic and Sustainable Development 3, no. 2 (2014): 103. http://dx.doi.org/10.1504/ajesd.2014.064376.
Full textZapata, Juan, and Juan Ciro. "The communication effects on inflation forecast errors: Empirical evidence from Colombia." Panoeconomicus, no. 00 (2020): 16. http://dx.doi.org/10.2298/pan180101016z.
Full textLee, King Fuei. "An Empirical Study of Dividend Payout and Future Earnings in Singapore." Review of Pacific Basin Financial Markets and Policies 13, no. 02 (June 2010): 267–86. http://dx.doi.org/10.1142/s0219091510001949.
Full textRena, Ravinder, and Albert V. Kamuinjo. "An Empirical Analysis of the Relationship Between Capital, Market Risks, and Liquidity Shocks in the Banking Industry." Studia Universitatis Babes-Bolyai Oeconomica 67, no. 2 (August 1, 2022): 67–83. http://dx.doi.org/10.2478/subboec-2022-0010.
Full textKamuinjo, Albert V., Ravinder Rena, and Andrew Maredza. "Impact of credit risk and profitability on liquidity shocks of Namibian banks: an application of the structural VAR model." Journal of Life Economics 8, no. 3 (July 31, 2021): 349–59. http://dx.doi.org/10.15637/jlecon.8.3.07.
Full textSmith, Kenneth L., Joe Brocato, and Russell E. Dabbs. "Professional forecast error as a function of a variable forecast horizon: A decomposition analysis." International Journal of Forecasting 7, no. 2 (August 1991): 155–63. http://dx.doi.org/10.1016/0169-2070(91)90050-6.
Full textČechura, L., and L. Šobrová. "The price transmission in pork meat agri-food chain." Agricultural Economics (Zemědělská ekonomika) 54, No. 2 (February 22, 2008): 77–84. http://dx.doi.org/10.17221/272-agricecon.
Full textBigerna, Simona, Maria Chiara D’Errico, and Paolo Polinori. "Dynamic forecast error variance decomposition as risk management process for the Gulf Cooperation Council oil portfolios." Resources Policy 78 (September 2022): 102937. http://dx.doi.org/10.1016/j.resourpol.2022.102937.
Full textAfza, Talat, Khalid Ahmed, and Muhammad Shahbaz. "Does Harberger–Laursen–Metzler (HLM) Exist in Pakistan? Cointegration, Causality and Forecast Error Variance Decomposition Tests." Global Business Review 17, no. 4 (July 21, 2016): 759–78. http://dx.doi.org/10.1177/0972150916645674.
Full textTHOMPSON, ALEXI, and YAYA SISSOKO. "THE PRICE OF COCAINE AND THE COLOMBIAN PESO: AN EMPIRICAL INVESTIGATION." Global Economy Journal 19, no. 03 (September 2019): 1950015. http://dx.doi.org/10.1142/s2194565919500155.
Full textSuhendra, Indra, and Cep Jandi Anwar. "The response of asset prices to monetary policy shock in Indonesia: A structural VAR approach." Banks and Bank Systems 17, no. 1 (March 25, 2022): 104–14. http://dx.doi.org/10.21511/bbs.17(1).2022.09.
Full textAksoy, Yunus, and Tomasz Piskorski. "US domestic currency in forecast error variance decompositions of inflation and output." Economics Letters 86, no. 2 (February 2005): 265–71. http://dx.doi.org/10.1016/j.econlet.2004.06.020.
Full textGupta, Rashmi, and Swati Shastri. "Public Expenditure and Economic Growth in India: An Empirical Analysis Using Vector Autoregression (VAR) Model." GATR Journal of Business and Economics Review (JBER) Vol. 5 (2) April-June 2020 5, no. 2 (September 30, 2020): 45–58. http://dx.doi.org/10.35609/jber.2020.5.2(1).
Full textShahbaz, Muhammad. "Does trade openness affect long run growth? Cointegration, causality and forecast error variance decomposition tests for Pakistan." Economic Modelling 29, no. 6 (November 2012): 2325–39. http://dx.doi.org/10.1016/j.econmod.2012.07.015.
Full textGrzesica, Dariusz. "The Decomposition Issue of a Time Series in the Forecasting Process." International conference KNOWLEDGE-BASED ORGANIZATION 23, no. 3 (June 27, 2017): 43–47. http://dx.doi.org/10.1515/kbo-2017-0154.
Full textSimin, Timothy. "The Poor Predictive Performance of Asset Pricing Models." Journal of Financial and Quantitative Analysis 43, no. 2 (June 2008): 355–80. http://dx.doi.org/10.1017/s0022109000003550.
Full textKharismawan, Infan Nur, Rukun Santoso, and Budi Warsito. "ANALISIS DAMPAK SHOCK VOLUME PERDAGANGAN SAHAM PADA INDEKS HARGA SAHAM CONSUMER GOODS DENGAN STRUCTURAL VECTOR AUTOREGRESSIVE (SVAR)." Jurnal Gaussian 7, no. 2 (May 30, 2018): 153–63. http://dx.doi.org/10.14710/j.gauss.v7i2.26647.
Full textArı, Yakup. "The comparison of range-based volatility estimators and an application of TVP-VARbased connectedness." Journal of Life Economics 9, no. 3 (August 7, 2022): 147–57. http://dx.doi.org/10.15637/jlecon.9.3.03.
Full textHasra, Lusi Dyana, and Cut Putri Mellita Sari. "EFFECTS OF IMPORTS OF MAIN AND PROCESSED RAW MATERIALS FOR THE FOODS AND BEVERAGES INDUSTRY ON ECONOMIC GROWTH IN INDONESIA." Journal of Malikussaleh Public Economics 2, no. 1 (July 11, 2020): 23. http://dx.doi.org/10.29103/jmpe.v2i1.1682.
Full textMichel, Yann, and Thomas Auligné. "Inhomogeneous Background Error Modeling and Estimation over Antarctica." Monthly Weather Review 138, no. 6 (June 1, 2010): 2229–52. http://dx.doi.org/10.1175/2009mwr3139.1.
Full textHlongwane, Tshembhani M., and Johannes P. S. Sheefeni. "Examining the Effect of Financial Markets Shocks on Financial Stability in South Africa." International Journal of Economics and Financial Issues 12, no. 6 (November 23, 2022): 30–37. http://dx.doi.org/10.32479/ijefi.13452.
Full text이항용 and 이진. "Spillover Effects of Apartment Housing Prices across Cities: A Generalized Forecast Error Variance Decomposition for Seven Large Cities." Korea Spatial Planning Review 82, no. ll (September 2014): 3–15. http://dx.doi.org/10.15793/kspr.2014.82..001.
Full textDavid, Inácio, and Tenreiro Machado. "Ethanol Prices and Agricultural Commodities: An Investigation of Their Relationship." Mathematics 7, no. 9 (August 22, 2019): 774. http://dx.doi.org/10.3390/math7090774.
Full textChen, Mei-Ling, Kai-Li Wang, Ya-Ching Sung, Fu-Lai Lin, and Wei-Chuan Yang. "The Dynamic Relationship between the Investment Behavior and the Morgan Stanley Taiwan Index: Foreign Institutional Investors' Decision Process." Review of Pacific Basin Financial Markets and Policies 10, no. 03 (September 2007): 389–413. http://dx.doi.org/10.1142/s0219091507001124.
Full textPalić, Irena, Sabina Hodžić, and Ksenija Dumičić. "Personal Income Taxation Determinants in Federation of Bosnia and Herzegovina." Business Systems Research Journal 10, no. 1 (April 1, 2019): 153–63. http://dx.doi.org/10.2478/bsrj-2019-0011.
Full textKeller, Jan D., Andreas Hense, Luis Kornblueh, and Andreas Rhodin. "On the Orthogonalization of Bred Vectors." Weather and Forecasting 25, no. 4 (August 1, 2010): 1219–34. http://dx.doi.org/10.1175/2010waf2222334.1.
Full textWróblewska, Justyna. "The Analysis of Real Business Cycle Model with the Use of Bayesian VEC Type Models." Przegląd Statystyczny 64, no. 4 (December 31, 2017): 357–72. http://dx.doi.org/10.5604/01.3001.0014.0827.
Full textMORIYAMA, Takeru, Koki NISHIMURA, Tomohiro NAGATANI, and Shunji MAEDA. "Causal Relationship Analysis Method using Forecast Error Variance Decomposition based on Sensor Common Frequency for Exhaust-Gas Fluctuation Analysis." Journal of the Japan Society for Precision Engineering 84, no. 5 (May 5, 2018): 454–62. http://dx.doi.org/10.2493/jjspe.84.454.
Full textAnyiwe, Mercy Ada, and Sunday Osahon Igbinedion. "Stock Returns, Inflation and the “Reverse Causality” Hypothesis." International Journal of Research in Business and Social Science (2147-4478) 4, no. 1 (January 22, 2015): 32–50. http://dx.doi.org/10.20525/ijrbs.v4i1.29.
Full textMubarok, Faizul, and Etty Fatimah. "Economic Pressure on the Interest Margin of Banks in Indonesia." Jurnal Penelitian Ekonomi dan Bisnis 7, no. 1 (March 30, 2022): 11–20. http://dx.doi.org/10.33633/jpeb.v7i1.4366.
Full textAkoto, Linda, and Daniel Sakyi. "Empirical Analysis of the Determinants of Trade Balance in Post-liberalization Ghana." Foreign Trade Review 54, no. 3 (August 2019): 177–205. http://dx.doi.org/10.1177/0015732519851632.
Full textMahmoud Sayed Agbo, Hanan. "An Analysis of Factors Influencing Rice Export in Egypt Based on Vector Autoregressive Model." Journal of Social Sciences Research, no. 54 (April 6, 2019): 876–87. http://dx.doi.org/10.32861/jssr.54.876.887.
Full textSayed Agbo, Hanan Mahmoud. "An Analysis of Factors Influencing Rice Export in Egypt Based on Vector Autoregressive Model." Journal of Social Sciences Research, Special Issue 5 (December 15, 2018): 594–605. http://dx.doi.org/10.32861/jssr.spi5.594.605.
Full textDelSole, Timothy, and Michael K. Tippett. "Predictable Components and Singular Vectors." Journal of the Atmospheric Sciences 65, no. 5 (May 1, 2008): 1666–78. http://dx.doi.org/10.1175/2007jas2401.1.
Full textRocha, Francisco J. S., Marcos R. V. Magalhaes, and Átila Amaral Brilhante. "A BVAR Analysis on Channels of Monetary Policy Transmission in Brazil." International Journal of Economics and Finance 14, no. 3 (January 26, 2022): 19. http://dx.doi.org/10.5539/ijef.v14n3p19.
Full textRaji, Rahman Olanrewaju. "Testing the Relationship between Financial Inclusion, Institutional Quality and Inclusive Growth for Nigeria." Daengku: Journal of Humanities and Social Sciences Innovation 1, no. 1 (March 24, 2021): 18–28. http://dx.doi.org/10.35877/454ri.daengku393.
Full textAl Rasasi, Moayad H. "Oil Prices and the U.S. Dollar Exchange Rate: Evidence from the Monetary Model." Research in Applied Economics 10, no. 4 (December 18, 2018): 17. http://dx.doi.org/10.5296/rae.v10i4.14076.
Full textLutkepohl, Helmut. "Asymptotic Distributions of Impulse Response Functions and Forecast Error Variance Decompositions of Vector Autoregressive Models." Review of Economics and Statistics 72, no. 1 (February 1990): 116. http://dx.doi.org/10.2307/2109746.
Full textOrji, Anthony, Ikenna P. Nwodo, Jonathan E. Ogbuabor, and Onyinye I. Anthony Orji. "Estimating the size of Nigeria's output connectedness with China, India and USA: a normalised generalised forecast error variance decomposition approach." International Journal of Sustainable Economy 15, no. 1 (2023): 118. http://dx.doi.org/10.1504/ijse.2023.127741.
Full textLütkepohl, Helmut, and D. S. Poskitt. "Estimating Orthogonal Impulse Responses via Vector Autoregressive Models." Econometric Theory 7, no. 4 (December 1991): 487–96. http://dx.doi.org/10.1017/s0266466600004722.
Full textSzyszko, Magdalena, and Karolina Tura-Gawron. "Eurozone or national inflation projections: Which has greater impact on consumer expectations?" Panoeconomicus, no. 00 (2020): 14. http://dx.doi.org/10.2298/pan171128014s.
Full textDwitama, Dimas Rastra, Lia Nazliana Nasution, Bakhtiar Efendi, and Wahyu Indah Sari. "The Effectiveness Of The Exchange Rate on The Amount of Foreign Exchange Reserves in Indonesia." Economic: Journal Economic and Business 1, no. 1 (October 3, 2022): 14–19. http://dx.doi.org/10.56495/ejeb.v1i1.226.
Full textKumamoto, Masao, and Juanjuan Zhuo. "Bank Lending Channel in Transmission of Monetary Policy in Japan, 2000–2012: The Sign Restrictions VAR Approach." Applied Economics and Finance 4, no. 2 (January 10, 2017): 87. http://dx.doi.org/10.11114/aef.v4i2.2137.
Full textGoulet Coulombe, Philippe, and Maximilian Göbel. "On Spurious Causality, CO2, and Global Temperature." Econometrics 9, no. 3 (September 7, 2021): 33. http://dx.doi.org/10.3390/econometrics9030033.
Full textTSEN, WONG HOCK. "THE REAL EXCHANGE RATE DETERMINATION: EMPIRICAL EVIDENCE FROM MALAYSIA." Singapore Economic Review 59, no. 02 (June 2014): 1450016. http://dx.doi.org/10.1142/s0217590814500167.
Full textOrji, Anthony, Ikenna Paulinus Nwodo, Onyinye Anthony Orji, and Jonathan Ogbuabor. "ESTIMATING THE SIZE OF NIGERIAS OUTPUT CONNECTEDNESS WITH CHINA, INDIA AND USA: A NORMALIZED GENERALIZED FORECAST ERROR VARIANCE DECOMPOSITION APPROACH." International Journal of Sustainable Economy 1, no. 1 (2023): 1. http://dx.doi.org/10.1504/ijse.2023.10045295.
Full text