Measuring comovement in the time-frequency space
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More about this item
KeywordsComovement Wavelets Time-frequency Growth cycles;
- C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
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