Results 211 to 220 of about 104,612 (287)

Emission and sectoral energy intensity: a variance decomposition analysis

Management of Environmental Quality: An International Journal, 2022
PurposeIn the backdrop of growing global concern on escalating CO2 emission leading to climate disorder and controversy between economic growth and environment, this study undertakes a decomposition analysis of the top 20 emitters of the world during 1992–2016 with two objectives: to identify the relative contribution of the major driving factors in ...
Ujjaini Mukhopadhyay, Ratnakar Pani
openaire   +2 more sources

Variance Decomposition Analysis for Nonlinear Economic Models1

Oxford Bulletin of Economics and Statistics, 2020
AbstractIn this paper, we propose a new method called the total variance method and algorithms to compute and analyse variance decomposition for nonlinear economic models. We provide theoretical and empirical examples to compare our method with the only existing method called generalized forecast error variance decomposition (GFEVD).
Maksim Isakin, Phuong V. Ngo
openaire   +2 more sources

A Variance Decomposition Analysis of the Housing Bubble

Journal of Real Estate Portfolio Management, 2013
Executive Summary. This study uses a variance ratio procedure derived from the Campbell-Shiller return decomposition to test for evidence of a bubble in housing returns for the period 1997 to 2007....
Jeffery Bredthauer, John Geppert
openaire   +2 more sources

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