Exploring all VAR orderings for calculating spillovers? : Yes, we can! : a note on Diebold and Yilmaz (2009)
Year of publication: |
2014
|
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Authors: | Klößner, Stefan ; Wagner, Sven |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 29.2014, 1, p. 172-179
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Subject: | VAR-Modell | VAR model | Spillover-Effekt | Spillover effect | Theorie | Theory |
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