A measure of comovement for economic variables
Subtitle: theory and empirics
By: Christophe Croux, Mario Forni and Lucrezia Reichlin.
Contributors: Forni, Mario.; Reichlin, Lucrezia.; Centre for Economic Policy Research.
Series: Discussion paper series / Centre for Economic Policy Research -- no.2339; Discussion paper series -- no.2339.; Discussion paper (Centre for Economic Policy Research) -- no. 2339.
Publisher: Centre for Economic Policy Research
Published: 1999
Place of publication: London
Language: eng
Number of pages: 22
Subjects: Econometrics.; Correlation (Statistics); Time-series analysis.; Business cycles.
Notes: "International macroeconomics".

Includes bibliographical references.