A Critical Note on the Forecast Error Variance Decomposition
Download full text from publisher
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- BigBen Chukwuma Ogbonna, 2016. "Inflation, exchange rate and efficacy of monetary policy in Nigeria: The empirical evidence," Academicus International Scientific Journal, Entrepreneurship Training Center Albania, issue 13, pages 40-53, January.
- Seymen, Atilim & Kappler, Marcus, 2009. "The role of structural common and country-specific shocks in the business cycle dynamics of the G7 countries," ZEW Discussion Papers 09-015, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
- Gachet, Ivan & Maldonado, Diego & Pérez, Wilson, 2008.
"Determinantes de la Inflación en una Economía Dolarizada: El Caso Ecuatoriano
[Determinants of Inflation in a Dollarized Economy: The Case of Ecuador]," MPRA Paper 17101, University Library of Munich, Germany.
More about this item
KeywordsBusiness Cycles; Structural Vector Autoregression Models; Forecast Error Variance Decomposition; Historical Variance Decomposition;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-10-21 (All new papers)
- NEP-ECM-2008-10-21 (Econometrics)
- NEP-ETS-2008-10-21 (Econometric Time Series)
- NEP-FOR-2008-10-21 (Forecasting)
- NEP-MAC-2008-10-21 (Macroeconomics)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:zbw:zewdip:7388. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (ZBW - German National Library of Economics). General contact details of provider: http://edirc.repec.org/data/zemande.html .
We have no references for this item. You can help adding them by using this form .