The Comovements between Real Activity and Prices in the G7
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In this paper, we study the short-run and long-run comovement between prices and real activity in the G7 countries during the postwar period using VAR forecast errors and frequency domain filters. We find that there are several patterns of the correlation coefficients that are the same in all
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美国国家经济研究局创建时间：
2001-03-01
