Measuring comovement in the time-frequency space

Journal of Macroeconomics

Volumn 32, Issue 2, 2010, Pages 685-691

  Rua, António ^a  

^a BANCO DE PORTUGAL   (Portugal)

Author keywords

Comovement; Growth cycles; Time frequency; Wavelets

Indexed keywords

EID: 77951880908     PISSN: 01640704     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmacro.2009.12.005     Document Type: Article

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