Robust stylized facts on comovement for the Spanish economy

Francisco André and Javier Pérez

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

Abstract: The suggestion of obtaining stylized facts on comovement on the basis of prewhitened time series proposed in Andre 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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DOI: 10.1080/09603100412331297018

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