Search found 2 matches

by Asimshaikh
Sat Jun 22, 2019 1:10 am
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 41
Views: 32192

Re: Diebold-Yilmaz index

Helloe everybody
I have calculated spillover index using this add-ins but one thing i am still unable to get is net pairwise connectedness.Can anybody help on this?
by Asimshaikh
Thu Jun 13, 2019 12:20 am
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 41
Views: 32192

Re: Diebold-Yilmaz index

dakila wrote:This thread is about the dyindex add-in that estimates the Diebold-Yilmaz index of spillover using forecast error variance decomposition method of a VAR model.

I am new to this method can anybody help me by telling steps to calculate dyindex?

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