Can we run the F. Diebold-Yilmaz spillover index in e-views? and How?

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Mário Fernandes

Dear Anil Borkar,

In fact, Eviews have several add-ins to install. One of them is the "dyindex" that calculates the Diebold-Yilmaz index of spillover using forecast error variance decomposition method of a VAR model. For further details, see: http://www.eviews.com/Addins/addins.shtml

Huthaifa Alqaralleh

I suggest you to use R software, which is free of charge, you can easily find the code for this spillover effect

Biplab Kumar Guru

Dear Tihana Škrinjarić,

Can you provide any tutorial on using dyindex add in (Eviews)

Thanks and Regards

Yusuff Ashiru

Install dyindex in Eviews add in to do your work.

Martin M. Bojaj

how to get the dynamic connectedness