Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models

Markku Lanne and Henri Nyberg

Oxford Bulletin of Economics and Statistics, 2016, vol. 78, issue 4, 595-603

Date: 2016
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Working Paper: Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models (2014)
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