Concordance in Business Cycles /
We study the properties of a test that determines whether two time series comove. The test computes a simple nonparametric statistic for 'concordance,' which describes the proportion of time that the cycles of two series spend in the same phase. We establish the size and power properties o...
| Κύριος συγγραφέας: | |
|---|---|
| Άλλοι συγγραφείς: | |
| Μορφή: | Επιστημονικό περιοδικό |
| Γλώσσα: | English |
| Έκδοση: |
Washington, D.C. :
International Monetary Fund,
2000.
|
| Σειρά: | IMF Working Papers; Working Paper ;
No. 2000/037 |
| Θέματα: | |
| Διαθέσιμο Online: | Full text available on IMF |