ConnectednessApproach (version 1.0.4)

InternalConnectedness: Internal Connectedness Measures

Description

This function provides internal connectedness measures

Usage

InternalConnectedness(
  dca,
  groups = list(c(1), c(2:ncol(dca$NET))),
  start = NULL,
  end = NULL
)

Value

Get connectedness measures

Arguments

dca

Dynamic connectedness object

groups

List of at least two group vectors

start

Start index

end

End index

Author

David Gabauer

References

Gabauer, D., & Gupta, R. (2018). On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach. Economics Letters, 171, 63-71.

Examples

# \donttest{
data("gg2018")
dca = ConnectednessApproach(gg2018, 
                            nlag=1, 
                            nfore=10, 
                            window.size=200,
                            model="VAR",
                            connectedness="Time")
int = InternalConnectedness(dca, groups=list("US"=c(1,2,3,4), "JP"=c(5,6,7,8)))
# }