The suggestion of obtaining stylized facts on comovement on the basis of prewhitened time series proposed in André et al . (2002) is further developed. First, some examples are shown on the robustness of the method. Second, the relevance of such a proposal is tested by revisiting some of the existing stylized facts on comovement for the Spanish economy in Dolado et al . (1993) .
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Article provided by Taylor and Francis Journals in its journal Applied Economics.
Volume (Year): 37 (2005) Issue (Month): 4 (March) Pages: 453-462 Download reference. The following formats are available: HTML
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