Robust stylized facts on comovement for the Spanish economy

Francisco J. André () and Javier J. Pérez García ()

Applied Economics, 2005, vol. 37, issue 4, pages 453-462

Abstract: The suggestion of obtaining stylized facts on comovement on the basis of prewhitened time series proposed in André et al . (2002) is further developed. First, some examples are shown on the robustness of the method. Second, the relevance of such a proposal is tested by revisiting some of the existing stylized facts on comovement for the Spanish economy in Dolado et al . (1993) .

Date: 2005
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Working Paper: Robust Stylized Facts on Comovement for the Spanish Economy (2003)
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