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A measure of co-movement for economic variables: theory and empirics

Christophe Croux, Mario Forni () and Lucrezia Reichlin ()

ULB Institutional Repository from ULB -- Universite Libre de Bruxelles

Date: 2001-05-01
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Published in: The Review of Economics and Statistics (2001) v.83 n° 2,p.232-241

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Journal Article: A Measure Of Comovement For Economic Variables: Theory And Empirics (2001) Downloads
Working Paper: A Measure of Comovement for Economic Variables: Theory and Empirics (1999) Downloads
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