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by abbas4haider
Thu Oct 22, 2020 11:36 am
Forum: Examples and Sample Code
Topic: Diebold-Yilmaz, IJF 2012
Replies: 57
Views: 161171

Diebol and Yilmaz (2012)

Hi, I am doing analysis in RATS and got stuck in one problem. While using Diebold and Yilmaz 2012, spillover index approach, how can I extract directional/pairwise spillovers series (From and To) in excel. Thank You