Dynamics of Sectoral Business Cycle Comovement
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DOI: 10.3929/ethz-a-010570012
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- Anna Pauliina Sandqvist, 2017. "Dynamics of sectoral business cycle comovement," Applied Economics, Taylor & Francis Journals, vol. 49(47), pages 4742-4759, October.
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Keywords
Business cycle; Sectoral comovement; Time-varying correlations; DCC-GARCH;All these keywords.
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