Cassou, Steven; Vázquez, Jesús - In: Empirical Economics 46 (2014) 4, pp. 1301-1323
This paper implements the technique suggested by Den Haan (J Monet Econ 46:3–30, <CitationRef CitationID="CR10">2000</CitationRef>) to investigate contemporaneous as well as lead and lag correlations among economic data for a range of forecast horizons. The lead/lag approach provides a richer picture of the economic dynamics generating...</citationref>
