Department of Economics and Business Economics

Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models

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Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models. / Lanne, Markku; Nyberg, Henri.

In: Oxford Bulletin of Economics and Statistics, Vol. 78, No. 4, 2016, p. 595–603.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Harvard

Lanne, M & Nyberg, H 2016, 'Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models', Oxford Bulletin of Economics and Statistics, vol. 78, no. 4, pp. 595–603. https://doi.org/10.1111/obes.12125

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Vancouver

Author

Lanne, Markku ; Nyberg, Henri. / Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models. In: Oxford Bulletin of Economics and Statistics. 2016 ; Vol. 78, No. 4. pp. 595–603.

Bibtex

@article{86d37486159c4060b3b53992199b259b,
title = "Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models",
author = "Markku Lanne and Henri Nyberg",
year = "2016",
doi = "10.1111/obes.12125",
language = "English",
volume = "78",
pages = "595–603",
journal = "Oxford Bulletin of Economics and Statistics",
issn = "0305-9049",
publisher = "Wiley-Blackwell Publishing Ltd.",
number = "4",

}

RIS

TY - JOUR

T1 - Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models

AU - Lanne, Markku

AU - Nyberg, Henri

PY - 2016

Y1 - 2016

U2 - 10.1111/obes.12125

DO - 10.1111/obes.12125

M3 - Journal article

VL - 78

SP - 595

EP - 603

JO - Oxford Bulletin of Economics and Statistics

JF - Oxford Bulletin of Economics and Statistics

SN - 0305-9049

IS - 4

ER -