rolling variance decomposition

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evangelos
Posts: 3
Joined: Thu Mar 24, 2016 2:04 am

rolling variance decomposition

Postby evangelos » Thu Mar 24, 2016 4:21 am

Hi!


I want to estimate a VAR model with a rolling forecast error variance in order to capture spillover effects each year.
Can anyone help me how to apply it on EVIEWS?


Thank you in advance!


Evangelos
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