Long-Run Covariability
收藏NBER2017-02-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w23186
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资源简介：
We develop inference methods about long-run comovement of two time series. The parameters of interest are defined in terms of population second-moments of lowfrequency trends computed from the data. These trends are similar to low-pass filtered data and are designed to extract variability
提供机构：
美国国家经济研究局
创建时间：
2017-02-01
