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Artykuły w czasopismach na temat "Forecast error variance decomposition"
McKenzie, Andrew M., Harold L. Goodwin i Rita I. Carreira. "Alternative Model Selection Using Forecast Error Variance Decompositions in Wholesale Chicken Markets". Journal of Agricultural and Applied Economics 41, nr 1 (kwiecień 2009): 227–40. http://dx.doi.org/10.1017/s1074070800002650.
Pełny tekst źródłaGorodnichenko, Yuriy, i Byoungchan Lee. "Forecast Error Variance Decompositions with Local Projections". Journal of Business & Economic Statistics 38, nr 4 (18.07.2019): 921–33. http://dx.doi.org/10.1080/07350015.2019.1610661.
Pełny tekst źródłaLanne, Markku, i Henri Nyberg. "Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models". Oxford Bulletin of Economics and Statistics 78, nr 4 (26.01.2016): 595–603. http://dx.doi.org/10.1111/obes.12125.
Pełny tekst źródłaStaszewska-Bystrova, Anna. "Monte Carlo Analysis of Forecast Error Variance Decompositions under Alternative Model Identification Schemes". Acta Universitatis Lodziensis. Folia Oeconomica 5, nr 338 (28.09.2018): 115–31. http://dx.doi.org/10.18778/0208-6018.338.07.
Pełny tekst źródłaGod', N. A., i stime Osekhebhen Eigbiremolen. "Savings, investment and economic growth in Nigeria: a forecast error variance decomposition analysis". African J. of Economic and Sustainable Development 3, nr 2 (2014): 103. http://dx.doi.org/10.1504/ajesd.2014.064376.
Pełny tekst źródłaZapata, Juan, i Juan Ciro. "The communication effects on inflation forecast errors: Empirical evidence from Colombia". Panoeconomicus, nr 00 (2020): 16. http://dx.doi.org/10.2298/pan180101016z.
Pełny tekst źródłaLee, King Fuei. "An Empirical Study of Dividend Payout and Future Earnings in Singapore". Review of Pacific Basin Financial Markets and Policies 13, nr 02 (czerwiec 2010): 267–86. http://dx.doi.org/10.1142/s0219091510001949.
Pełny tekst źródłaRena, Ravinder, i 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, nr 2 (1.08.2022): 67–83. http://dx.doi.org/10.2478/subboec-2022-0010.
Pełny tekst źródłaKamuinjo, Albert V., Ravinder Rena i 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, nr 3 (31.07.2021): 349–59. http://dx.doi.org/10.15637/jlecon.8.3.07.
Pełny tekst źródłaSmith, Kenneth L., Joe Brocato i Russell E. Dabbs. "Professional forecast error as a function of a variable forecast horizon: A decomposition analysis". International Journal of Forecasting 7, nr 2 (sierpień 1991): 155–63. http://dx.doi.org/10.1016/0169-2070(91)90050-6.
Pełny tekst źródłaRozprawy doktorskie na temat "Forecast error variance decomposition"
Agbenyegah, Benjamin K. "An econometric approach to measuring productivity: Australia as a case study". Thesis, Curtin University, 2007. http://hdl.handle.net/20.500.11937/219.
Pełny tekst źródłaRafiq, Shuddhasattwa. "Oil consumption, pollutant emission, oil proce volatility and economic activities in selected Asian Developing Economies". Thesis, Curtin University, 2009. http://hdl.handle.net/20.500.11937/693.
Pełny tekst źródłaAgbenyegah, Benjamin Komla. "An econometric approach to measuring productivity : Australia as a case study /". Curtin University of Technology, School of Economics and Finance, 2007. http://espace.library.curtin.edu.au:80/R/?func=dbin-jump-full&object_id=17375.
Pełny tekst źródłaThis study finds that Australia experienced productivity growth in the 1950s, a slow down in the mid 1960s, a very strong productivity growth in the mid 1990s and another slowdown from 2000 onwards. The study finds evidence that human capital, FDI and ICT are very strong determinants of long-run GDP and productivity growth in Australia. The study finds that the three, four and the five factor models are likely to give better measures of productivity performance in Australia as these models recognise human capital, FDI and ICT and include them as separate factors in the production function, This study finds evidence that the previous studies on the Australia’s productivity puzzle have made a very significant omission by not considering human capital, FDI and ICT as additional exogenous variables and by excluding them from the production function for productivity analysis.
Lanagan, Gareth Daniel Edward. "Weather forecast error decomposition using rearrangements of functions". Thesis, Aberystwyth University, 2012. http://hdl.handle.net/2160/b489892f-7607-4125-90fb-46d8376edf8f.
Pełny tekst źródłaWolff, Laion. "RELAÇÃO ENTRE AS DEZ PRINCIPAIS BOLSAS DE VALORES DO MUNDO E SUAS CO-INTEGRAÇÕES". Universidade Federal de Santa Maria, 2011. http://repositorio.ufsm.br/handle/1/8207.
Pełny tekst źródłaGlobalization provoked in financial markets by means stock exchanges an interchange among the markets over the world. The aim of this study was to examine the relationship of the ten major main economic index of the world represented in New York (DJIA, S&P500 e Nasdaq), Tokyo (NIKKEI 225), London (FSTE 100), São Paulo (IBOV), Shanghai (SSE180), Paris (CAC-40), Frankfurt (DAX-30) and Buenos Aires (Merval) and looking for its co-integration, to demonstrate the behavior of these indexes and the long run equilibrium, from January of 2010 to March of 2011. To investigate the equilibrium and the long rum behavior the error correction model was used jointly with co-integration test and impulse response based on Cholesky decomposition. The results of this study show that the index of stock markets has long term equilibrium, and American markets, Argentina and English showed a strong influence over other markets. With this research we can infer that a relationship exists between the stock markets under study, confirming that the economy in a country can influence the others. In this sense, the contribution of this study, given this range of discussions involving the interconnection of economies with respect to trades made on the stock exchanges, was to show the relationships and influences in the world.
A internacionalização somada à abertura dos mercados financeiros transformou as economias antes fechadas em economias abertas, provocou um intercâmbio entre as economias mundiais por meio das bolsas de valores. O objetivo deste estudo é examinar a relação entre os dez principais índices econômicos do mundo, sendo eles: Nova York (DJIA, S&P500 e Nasdaq), Tóquio (Nikkei 225), Londres (FSTE 100), São Paulo (IBOV), Shangai (SSE180), Paris (CAC), Frankfurt (DAX-30) e Bueno Aires (Merval), por meio da análise de co-integrações para demonstrar o comportamento desses índices e seus equilíbrios no período de janeiro de 2010 a março de 2011. Para investigar e verificar o comportamento em longo prazo, foi utilizado o modelo de correção de erros e teste de impulso-resposta baseado na decomposição de Cholesky. Os resultados deste estudo mostram que existe equilíbrio em longo prazo entre os índices do mercado de ações. Os mercados americano, argentino e inglês mostraram forte influência sobre os demais mercados. Com esta pesquisa, verifica-se que existe uma relação entre os mercados de ações estudados, confirmando que a economia de um país influencia as demais. A contribuição deste estudo é verificar a assertiva das discussões atuais sobre a dependência das economias mundiais com as negociações por meio da bolsa de valores.
Singh, Shiu Raj. "Dynamics of macroeconomic variables in Fiji : a cointegrated VAR analysis". Diss., Lincoln University, 2008. http://hdl.handle.net/10182/774.
Pełny tekst źródłaGolab, Anna. "An investigation into the volatility and cointegration of emerging European stock markets". Thesis, Edith Cowan University, Research Online, Perth, Western Australia, 2013. https://ro.ecu.edu.au/theses/572.
Pełny tekst źródłaAkpan, Nkereuwem I. "The Impact of External Shocks on Nigeria’s GDP Performance within the Context of the Global Financial Crisis". Thesis, University of Bradford, 2018. http://hdl.handle.net/10454/17454.
Pełny tekst źródłaGonçalves, Daniel Fernandes. "Business cycle dynamics across Europe: a cluster analysis". Master's thesis, 2016. http://hdl.handle.net/10071/13216.
Pełny tekst źródłaThis dissertation aims to analyze the dynamics of business cycles across European countries between 1960Q1 and 2016Q1. For such purpose we identify country-groups of national deviation cycles through Hierarchical Agglomerative Clustering with the Ward’s method. The clustering technique suggests the existence of three country-groups, which include, aside from other countries, France and Spain in Cluster 1, United Kingdom and Denmark in Cluster 2 and Germany and Italy in Cluster 3. We execute an extensive analysis on business cycle stylized facts, synchronization and turning points detection over the clusters’ deviation cycles. Further on, we analyze the propagation of economic shocks through a VAR model, over which we study Granger-causalities, Impulse Response Functions and Forecast Error Variance Decomposition. Our results show that both Cluster 1 and Cluster 2 share similar cyclical characteristics when compared to Cluster 3. Nevertheless, Cluster 1 and Cluster 3 appear to be the most synchronous pair, and simultaneously verify the largest proportion of time spent in the same cyclical phase. We show that there has been an increasing business cycle synchronization in Europe since the beginning of the 90’s. The structural analysis shows that Cluster 1 and Cluster 2 have the strongest permanent cumulative shocks, whereas Cluster 3 induces not only the weakest impulses but also explains the smallest fraction of the counterparts’ forecast error variance decomposition. These conclusions question the "German Dominance" hypothesis and allow the identification of alternative major economic propellers in Europe.
A presente tese pretende analisar as dinâmicas dos ciclos económicos na Europa no período compreendido entre 1960Q1 e 2016Q1. Como tal, procedemos à identificação de grupos de ciclos económicos nacionais através de Clusterização Hierárquica Aglomerativa com o método de Ward. A Clusterização sugere a existência de três grupos que incluem, além de outros países, França e Espanha no Cluster 1, Reino Unido e Dinamarca no Cluster 2, e Alemanha e Itália no Cluster 3. Analisamos as principais características, sincronização e cronologia de pontos de inflexão dos ciclos económicos dos clusters. Estudamos ainda a propagação de choques económicos com um modelo VAR, sobre o qual concluímos sobre causalidade à Granger, funções de impulso-resposta e decomposição de variância. Os resultados mostram que o Cluster 1 e Cluster 2 apresentam maiores semelhanças nas características dos seus ciclos quando comparados ao Cluster 3. Simultaneamente, o Cluster 1 e Cluster 3 apresentam quer o maior nível de sincronização quer a maior fração de tempo partilhada na mesma fase cíclica. Concluímos também que o nível de sincronização dos ciclos económicos na Europa apresenta uma tendência crescente, especialmente após os anos 90. A análise estrutural conclui que o Cluster 1 e Cluster 2 produzem os choques permanentes mais fortes, enquanto que o Cluster 3 induz os impulsos mais fracos, além de explicar a menor parte da decomposição de variância do erro de previsão dos restantes. As presentes conclusões questionam a hipótese de "Domínio Alemão" e permitem a identificação de outros propulsores económicos na Europa.
Xu, Jin. "Essays in Financial Econometric Investigations of Farmland Valuations". Thesis, 2013. http://hdl.handle.net/1969.1/150974.
Pełny tekst źródłaCzęści książek na temat "Forecast error variance decomposition"
Amisano, Gianni, i Carlo Giannini. "Impulse response analysis and forecast error variance decomposition in SVAR modelling". W Topics in Structural VAR Econometrics, 60–77. Berlin, Heidelberg: Springer Berlin Heidelberg, 1997. http://dx.doi.org/10.1007/978-3-642-60623-6_5.
Pełny tekst źródłaGiannini, Carlo. "Impulse Response Analysis and Forecast Error Variance Decomposition in SVAR Modeling". W Lecture Notes in Economics and Mathematical Systems, 44–57. Berlin, Heidelberg: Springer Berlin Heidelberg, 1992. http://dx.doi.org/10.1007/978-3-662-02757-8_5.
Pełny tekst źródłaAgapitos, Alexandros, Anthony Brabazon i Michael O’Neill. "Controlling Overfitting in Symbolic Regression Based on a Bias/Variance Error Decomposition". W Lecture Notes in Computer Science, 438–47. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-32937-1_44.
Pełny tekst źródłaPeter Eze, Gbalam, i Tonprebofa Waikumo Okotori. "Exchange Rate Volatility and Monetary Policy Shocks". W Macroeconomics [Working Title]. IntechOpen, 2022. http://dx.doi.org/10.5772/intechopen.99606.
Pełny tekst źródłaGylych, Jelilov, Abdullahi Ahmad Jibrin, Bilal Celik i Abdurrahman Isik. "Impact of Oil Price Fluctuation on the Economy of Nigeria, the Core Analysis for Energy Producing Countries". W Energy Management Systems in Process Industries - Current Practice and Challenges in Era of Industry 4.0 [Working Title]. IntechOpen, 2020. http://dx.doi.org/10.5772/intechopen.94055.
Pełny tekst źródłaOzer, Mustafa, i A. Erinç Yeldan. "The Relationship between Current Account Deficits and Unemployment in Turkey". W Handbook of Research on Comparative Economic Development Perspectives on Europe and the MENA Region, 492–510. IGI Global, 2016. http://dx.doi.org/10.4018/978-1-4666-9548-1.ch020.
Pełny tekst źródłaPolyak, Ilya. "Variability of ARMA Processes". W Computational Statistics in Climatology. Oxford University Press, 1996. http://dx.doi.org/10.1093/oso/9780195099997.003.0006.
Pełny tekst źródłaDuell, Peter, i Xin Yao. "Implementing Negative Correlation Learning in Evolutionary Ensembles with Suitable Speciation Techniques". W Pattern Recognition Technologies and Applications, 344–69. IGI Global, 2008. http://dx.doi.org/10.4018/978-1-59904-807-9.ch016.
Pełny tekst źródłaPang, Kwok Pan. "Time Series Analysis and Structural Change Detection". W Dynamic and Advanced Data Mining for Progressing Technological Development, 377–95. IGI Global, 2010. http://dx.doi.org/10.4018/978-1-60566-908-3.ch015.
Pełny tekst źródłaLi, Peilin, Sang-Heon Lee i Hung-Yao Hsu. "Use of Bi-Camera and Fusion of Pairwise Real Time Citrus Fruit Image for Classification Application". W Computer Vision and Image Processing in Intelligent Systems and Multimedia Technologies, 54–81. IGI Global, 2014. http://dx.doi.org/10.4018/978-1-4666-6030-4.ch004.
Pełny tekst źródłaStreszczenia konferencji na temat "Forecast error variance decomposition"
Charaeva, Marina V., Marina A. Kuznetsova i Song Yansong. "The impact of commodity market volatility on China's stock market". W Sustainable and Innovative Development in the Global Digital Age. Dela Press Publishing House, 2022. http://dx.doi.org/10.56199/dpcsebm.zmib9194.
Pełny tekst źródłaDe Giorgi, Maria Grazia, Marco Tarantino i Antonio Ficarella. "A New Hybrid Method for Wind Power Forecasting Based on Wavelet Decomposition and Artificial Neural Networks". W ASME 2011 Turbo Expo: Turbine Technical Conference and Exposition. ASMEDC, 2011. http://dx.doi.org/10.1115/gt2011-46382.
Pełny tekst źródłaSilva, Ramon Gomes, Matheus Henrique Dal Molin Ribeiro, José Henrique Kleinubing Larcher, Viviana Cocco Mariani i Leandro dos Santos Coelho. "Artificial Intelligence and Signal Decomposition Approach Applied to Retail Sales Forecasting". W Congresso Brasileiro de Inteligência Computacional. SBIC, 2021. http://dx.doi.org/10.21528/cbic2021-25.
Pełny tekst źródłaRaporty organizacyjne na temat "Forecast error variance decomposition"
Clark, Todd E., Gergely Ganics i Elmar Mertens. Constructing fan charts from the ragged edge of SPF forecasts. Federal Reserve Bank of Cleveland, listopad 2022. http://dx.doi.org/10.26509/frbc-wp-202236.
Pełny tekst źródłaÁlvarez Florens Odendahl, Luis J., i Germán López-Espinosa. Data outliers and Bayesian VARs in the euro area. Madrid: Banco de España, listopad 2022. http://dx.doi.org/10.53479/23552.
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