Are generalized spillover indices overstating connectedness?
Are generalized spillover indices overstating connectedness? is a scholarly work, published in 2018 in ''Economics Letters''. The main subjects of the publication include variance, measure, Cholesky decomposition, macroeconomics, Variance decomposition of forecast errors, econometrics, environmental economics, spillover effect, economics, statistics, manicule, social connectedness, and mathematics. The authors demonstrate that the gSOI does not produce unrealistic values.