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Browsing Recerca: working papers, preprints, informes, etc. by Subject "dynamic correlations"

Browsing Recerca: working papers, preprints, informes, etc. by Subject "dynamic correlations"

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  • Canova, Fabio; De Nicolo, Gianni (1999-10-01)
    This paper examines sources of cyclical movements in output, inflation and the term structure of interest rates. It employs a novel identification approach which uses the sign of the cross correlation function in ...

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