Message-ID: <24520555.post@talk.nabble.com>
Date: 2009-07-16T17:06:26Z
From: Ron Michael
Subject: practicability of variance decomposition
Hi all, in multi-variate TS literature, in terms of VAR, VECM etc, I see lot
of stuffs on Variance decomposition, however could not figure out what is
the practical use of that? What practical question it answers? Any idea?
Regards,
--
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