Hoffmann, Mathias (contributor); … - 2007
data set consists of quarterly data for the G7 countries, the United
States, Japan, Germany, France, Italy, the United … correlations
range from a minimum of 0:56 for Japan to 0:94 for Germany, the average
of the correlation coe� cients across ….90 0.61 16131.00 0.00 7
[0.99,0.98,0.87] [0.09-0.80]
Japan 0.56 0.52 430.78 0.00 15
[0.75,0.30,0.01] [0.22-0.75]
United …