A1 Refereed original research article in a scientific journal

Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models

Authors: Markku Lanne, Henri Nyberg

Publishing place: Oxford, United Kingdom

Publication year: 2016

Journal: Oxford Bulletin of Economics and Statistics

Volume: 78

Issue: 4

First page : 595

Last page: 603

Number of pages: 9

ISSN: 0305-9049

DOI: https://doi.org/10.1111/obes.12125