net {Spillover}

Net spillovers

Description

Computes the net spillover index.

Usage

net(x)

Arguments

x

Object of class spillover.table generated by either O.spillover() or G.spillover().

Value

A list length K holding the generalized forecast error variances as matrices.

Author(s)

Jilber Urbina

References

Pesaran, M. H. and Shin, Y. (1998). Generalized impulse response analysis in linear multivariate models. Economics Letters, 58(1):17-29.

See Also

O.spillover G.spillover