FEVDForecast Error Variance Decomposition
FEVDFixed-Effects Vector Decomposition (economics)
References in periodicals archive ?
The gold FEVD is globally explained by its self-variance (and so fundamentals) and also by USD variance, as this commodity is priced in USD.
4463 OLS FEVD Dependent Variable Tobin's q County LnBoard Predicted LnBoard Predicted LnBoard x Leverage LnBoard 0.
These findings contradict the results of the FEVD analysis.
Table 5 reports the FEVD of output, inflation, the federal funds rate, real market value, and investment at different forecast horizons with the benchmark estimation.
Tables 6, 7, 8, and 9 report factor loadings on the exchange rate of the transitory components of money and consumption differentials, unconditional variance ratios of the present discounted value of the shock innovations to the exchange rate, FEVDs of the trend-cycle decomposition of the exchange rate with respect to these shocks, and summary statistics of trend-cycle decompositions, respectively.
El paciente fue operado mediante un abordaje transauricular transpulmonar en un tiempo de bomba de 100 min; despues de la correccion pero antes de decanular, se realizo un ecocardiograma de control en el cual se encontro: parche ventricular sin cortocircuito residual, alineamiento de la aorta al lado izquierdo, disminucion de los gradientes pico y medio del TSVD a 29 y 11 mmHg, insuficiencia pulmonar leve, FEVD sin cambios (fig.
F-tests for the overall statistical goodness of fit of both 2SLS and FEVD models are significant at the 0.
CF] vectors are employed to construct the BNSW-VE decomposition and its FEVD.
Table 5 presents FEVD estimates from a number of ordering schemes.
Results for the FEVD regression are reported in Table 4.
Issler and Engle (1995) and Issler and Vahid (2001) describe a method to generate the FEVD of the common trend-common cycle decomposition.