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- Thu Feb 14, 2013 3:55 am
- Forum: Econometric Discussions
- Topic: How to decompose covariance?
- Replies: 0
- Views: 1504
How to decompose covariance?
Hi, I am a new user of EViews 7.0 (student version). I have been interested in Smets and Tsatsaronis (1997) "Why does the yield curve predict economic activity?," and am doing some analysis on the relationship between term spread and GDP growth, with S-VAR (GDP growth, Inflation, Short int...