Generalized FEVD

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dakila
Posts: 341
Joined: Tue Nov 24, 2015 4:57 pm

Generalized FEVD

Postby dakila » Mon Nov 26, 2018 12:58 pm

This thread is about the GEVD add-in that estimates a new generalized forecast error variance decomposition method of Lanne and Nyberg (2016).

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