joergrieger/bayesianConnectedness
Calculates spillover measures as in Diebold-Yilmaz (2009)

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joergrieger/bayesianConnectedness: Calculates spillover measures as in Diebold-Yilmaz (2009)
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Man pages for joergrieger/bayesianConnectedness
Calculates spillover measures as in Diebold-Yilmaz (2009)

cv_connectednessconnectedness measure for classical VAR
cv_var2vmaVMA representation of VAR estimate
gfevdgeneralized forecast error variance decomposition
helloHello, World!
plot.spillover_tablefunction to plot spillover tables
joergrieger/bayesianConnectedness documentation built on July 31, 2019, 9:36 a.m.

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