A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach

Mohamed Boutahar and Essahbi Essaadi

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Keywords: Time-Varying Coherence Function Approach; comovement estimation (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (7)

Published in Economics Bulletin, 2010, 30 (2), pp. 1054-1070

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Related works:
Journal Article: A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach (2010)
Working Paper: A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach (2008)
Working Paper: A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach (2008)
Working Paper: A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach (2008)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00566026

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