Anil Borkar

2 Questions 1 Answers 0 Followers

Questions related from Anil Borkar

Can we run the F. Diebold-Yilmaz spillover index with annual real GDP data?

I have tried the index with developed countries quarterly data. But some of developing countries have not available quarterly basis data. And i have to run the index for business cycles shocks...

12 March 2019 1,246 0 View

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

Francis Diebold and Yilmaz spillover index is based on VAR (Vector Autoregression) model. It mainly uses for the connectedness /transmission of business cycles.

25 July 2018 2,060 5 View