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.
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Showing 1 to 20 of 53 for “"Variance decomposition"”.
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Analysis of affective instability on ecological momentary assessments data: successive difference, variance decomposition, and mean comparison via multilevel modeling
… affective instability better than within-person variance, and that negative affect reports of the BPD group demonstrate more temporal instability than the MDD group. Versions of MSSD and PAC which adjust for the differently elapsed time between assessments are also discussed.
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An analysis of economic growth, energy consumption and carbon emissions:the case of Zambia
… error correction-based granger causality and variance decomposition (VDC) to determine cointegration and direction of causality among the three variables. The overall results show that energy consumption is vital in driving Zambia’s economy and that pursuance of energy conservation policies, …
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An analysis of economic growth, energy consumption and carbon emissions:the case of Zambia
… error correction-based granger causality and variance decomposition (VDC) to determine cointegration and direction of causality among the three variables. The overall results show that energy consumption is vital in driving Zambia’s economy and that pursuance of energy conservation policies, …
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Investigating the effectiveness of transmission mechanisms of monetary policy in Sierra Leone
… Granger causality test, impulse responses and variance decomposition. The cointegration test result revealed that cointegration exists. The Granger causality test showed that gross capital formation Granger causes exchange rate and real interest rate. The impulse response function showed that …
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The within-person variability of vocational interests
… as a better, more nuanced, and precise method of variance decomposition compared to other methods of variance decomposition. Beyond parsing variance into within- and between-person, G-theory estimates variability that arises due to differences in item selection and administration. Finally, I …
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On The Performance Of The Maximum Likelihood Over Large Models
… bias error term (in terms of the bias and variance decomposition). (3) We introduce the first minimax optimal algorithm for multivariate convex regression with a polynomial runtime in the number of samples -- showing that one can overcome the sub-optimality of the LSE in efficient runtime. …
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Public debt and economic growth: empirical evidence from South Africa
… relationship between variables. Analysis of variance decomposition and impulse response functions are used to illustrate the proportions of movements of variables due to its own shock relative to other variables by shocking one standard deviation. The study results indicate there is a …
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Inference of high-dimensional linear models with time-varying coefficients
… ridge regression estimator using a bias-variance decomposition to address non-stationarity in the model. A hypothesis testing setup with familywise error control is presented alongside synthetic data and a real application to fMRI data for Parkinson's disease. In part 2, we propose an …
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The Dynamic Linkages among Sector Indices: The case of the Amman Stock Exchange in the period of 2000-2020
… tests, impulse response<br/>functions, and variance decomposition to quantify the linkages.<br/>The findings reveal significant dynamic linkages among ASE sector indices. The VAR model<br/>exhibits high explanatory power, with R-squared and adjusted R-squared values above 99% for<br/>all …
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The effect of economic growth volatility on income and wealth inequality in South Africa
… error correction model with impulse response, variance decomposition, and block Granger causality analysis over the period 1975-2018 to identify the effect of economic growth volatility on income inequality and wealth inequality in South Africa, and to determine whether this effect is more …
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An investigation of the relationship between trade openess and economic growth in Namibia
… 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 trade openness …
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Malice, inequality, instability, or ignorance? Disentangling the mechanisms of LLM unfairness
… In this work, we propose a Hierarchical Bias-Variance Decomposition framework—termed BDSU—that decomposes total discrimination risk into four interpretable components: Bias (systematic global error), Disparity (group-level variance), Sensitivity (context-level variance), and Uncertainty …
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The relationship between derivatives, portfolio flows and economic growth: Evidence from South Africa
… causality, impulse response functions and variance decomposition tests to analyse the relationship between the factors of interest. The efficiency of the model was established using standard diagnostics, which confirmed the overall significance of the model. The VECM results find a positive …
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Commercial real estate volatility : a decomposition of historical market values
… parts. We do this through the application of a variance decomposition framework on NCREIF NPI time-series data that has been de-trended of long-term secular market movements. In doing so, we are able to compare the relative contributions of space and asset market volatility to commercial real …
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Effects of monetary and macroprudential policies on credit and real economy in lithuania /
… 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 communication …
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The impact of macroeconomic variables on the Johannesburg Stock Exchange (JSE) indices
… also applies the impulse response function and variance decomposition to evaluate the stock market's response to macroeconomic shocks and to determine the magnitude of influence of each variable on the share price level. The results reveal that macroeconomic variables and stock market index …
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The effect of trade liberalisation and foreign direct investment in Mexico
… that exports and GDP do Granger cause FDI. Variance decomposition and impulse response functions confirmed the relative importance of each variable in the system. 3SLS estimations including instruments of fiscal and monetary policies and inflation, demonstrated that the main determinants of …
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An assessment of the role of real exchange rate on economic growth in South Africa (1994-2015)
… conducted. Impulse Response Function (IRF) and Variance Decomposition (VD) were also conducted to explain the response to shock amongst variables and how much of the forecasting error variance is explained by the exogenous shocks to other variables. VECM results showed a positive role exchange …
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The Impact of External Shocks on Nigeria’s GDP Performance within the Context of the Global Financial Crisis
… These shocks explain more than half of the variance in real output performance and have varying effects on output performance in Nigeria. The dynamic response of output performance to each of the defined shock variables show that output performance responds rapidly to the shock variables, …
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The Direction of Causality between Financial Development and Economic Growth in Tanzania, An Empirical Analysis
… used to establish direction of causality, and Variance decomposition (VD) applied for validating strengths of findings outside the estimated sampling period. The overall empirical findings can be summarized as follows. Firstly, there is long-run relationship between financial development and …
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