Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models

: Markku Lanne, Henri Nyberg

: Oxford, United Kingdom

: 2016

: Oxford Bulletin of Economics and Statistics

: 78

: 4

: 595

: 603

: 9

: 0305-9049

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