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A Measure of Co-Movement for Economic Variables, Theory and Empirics

Reichlin, L., Croux, C., Forni, M.
Date Published: 01/05/2001

Reichlin, L., Croux, C., Forni, M., "A measure of co-movement for economic variables, theory and empirics", The Review of Economics and Statistics, Volume 83, No. 2, 1 May 2001, pp. 232-241(10)

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