Dynamics of sectoral business cycle comovement
Year of publication: |
2015
|
---|---|
Authors: | Sandqvist, Anna Pauliina |
Publisher: |
Zurich : ETH Zurich, KOF Swiss Economic Institute |
Subject: | business cycles | sectoral comovement | time-varying correlations | DCC-GARCH |
Series: | KOF Working Papers ; 398 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.3929/ethz-a-010570012 [DOI] 844754390 [GVK] hdl:10419/126235 [Handle] |
Classification: | E32 - Business Fluctuations; Cycles ; C32 - Time-Series Models |
Source: |
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Dynamics of sectoral business cycle comovement
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