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- Tue Apr 28, 2020 7:38 pm
- Forum: Add-in Support
- Topic: Diebold-Yilmaz index
- Replies: 70
- Views: 256054
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...