Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 8 of 8 for “"Forecast Error Variance Decomposition"”.
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An investigation of the relationship between trade openess and economic growth in Namibia
… Granger-causality, impulse response function and forecast error variance decomposition. The Johansen co-integration analysis and Vector Auto-regression Model (VAR) are used in estimating the long run relationship between trade openness and economic growth. There was co-integration of variables for …
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Effects of monetary and macroprudential policies on credit and real economy in lithuania /
… the monetary policy rate enhance total credit. Forecast error variance decomposition underscores the interdependencies among inflation, interest rates, and credit markets, offering insights into the influences of these variables. This research underscores the critical need for transparent policy …
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Decomposition of Food Price Changes: Food-at-Home and Food-Away-From-Home Prices
… suggesting a higher impact of FAH on total food. Forecast error variance decomposition and historical decomposition highlight the higher impact of supply related factors on food price variability. The findings from this study are important to understand how demand and supply shocks affect the …
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Empirical essays on inferring information from options and other financial derivatives
… analysis, impulse response functions and forecast error variance decomposition. Empirical results show that the U.S. is unambiguously the dominant source of uncertainty in the world. Correlation between markets largely depends on geographical proximity. The findings support the notion of …
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Effects of monetary policy on macro economic performance: the case of Nigeria
… using long-run and co-integrating Vector Error Correction Model (VECM). The results confirm my a priori expectation, although many of the variables were not statistically significant. The study also estimates the period 1970Q1–2011Q4, without a structural break for the GDP model having …
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Three essays on regional business cycle analysis
… from the single-level structure model. The variance decomposition shows that much of the region specific business activities can be explained by the region common shock, and the cumulative impulse response function occasionally shows different signs for the long-term response compared to the …
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Analysis of Volatility Between Macroeconomic Variables and Busan Port Cargo Throughput According to Global Risks
… cumulative Impulse Response Functions (IRF) and Forecast Error Variance Decomposition (FEVD) based on Vector Error Correction Model (VECM) estimations, as well as Historical Decomposition (HD) for specific crisis periods. While IRF and FEVD were used to capture dynamic properties under general …
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Examination of the effects of macroeconomic shocks on the Namibian economy
This Dissertation is structured on three stand-alone objectives which investigated the effects of macroeconomic shocks on the Namibian economy between 1980 and 2018. Firstly, the study estimated the dynamic effects of fiscal policy shocks through the SVAR approach. IRFs results reveal that a …