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by yellow122
Tue Apr 28, 2020 7:38 pm
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 53
Views: 77738

Re: Diebold-Yilmaz index

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. Thank you for the add-in. I get into trouble when i try to run this function. i don't konw how to fill the option "Svector of variable...

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