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by Haoren
Mon Jul 06, 2020 10:15 am
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 50
Views: 48509

Re: Diebold-Yilmaz index

Could anybody help me? How to calculate the directional spillovers, net spillovers and net pairwise spillovers? My endogeneous variables are sp500 r_10y djubscom usdx, number of lags is 4, generalized, and I choose Roll. I choose save pairwise spillovers. It says Error 14 in encrypted program. All o...

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