Search found 3 matches
- Thu Mar 28, 2019 11:47 pm
- Forum: Add-in Support
- Topic: Diebold-Yilmaz index
- Replies: 70
- Views: 253729
Re: Diebold-Yilmaz index
Can we save the total spillover index result in spreadsheets if we don't run it using rolling windows?
- Tue Mar 26, 2019 10:07 pm
- Forum: Add-in Support
- Topic: Diebold-Yilmaz index
- Replies: 70
- Views: 253729
Re: Diebold-Yilmaz index
In Diebold-Yilmaz (2012), there are Total Spillovers, Directional Spillovers, Net Spillovers, and Net Pairwise Spillovers. Can we calculate the others spillover index too using this add-ins?
- Tue Mar 19, 2019 8:57 am
- Forum: Add-in Support
- Topic: Diebold-Yilmaz index
- Replies: 70
- Views: 253729
Re: Diebold-Yilmaz index
I can't find the instruction file. Does anyone have the pdf file?