A MEASURE OF COMOVEMENT FOR ECONOMIC VARIABLES: THEORY AND EMPIRICS
| Year of publication: |
2001
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|---|---|
| Authors: | Croux, Christophe ; Forni, Mario ; Reichlin, Lucrezia |
| Published in: |
The review of economics and statistics. - Cambridge, Mass : MIT Press, ISSN 0034-6535, ZDB-ID 2079628. - Vol. 83.2001, 2, p. 232-241
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