A measure of co-movement for economic variables: theory and empirics
Mario Forni () and
Lucrezia Reichlin ()
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Published in: The Review of Economics and Statistics (2001) v.83 nÂ° 2,p.232-241
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Journal Article: A Measure Of Comovement For Economic Variables: Theory And Empirics (2001)
Working Paper: A Measure of Comovement for Economic Variables: Theory and Empirics (1999)
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