This paper uses a frequency domain approach to gain insight into the correlation between survey indicators and year … of the correlation between survey indicators and year-on-year GDP growth at the different frequencies to explain their … overall correlation. We show that survey indicators, similar to year-on-year GDP growth, do not perfectly reflect business …

set of the most identifiable set of parameters. We also demonstrate that the use of bivariate and multiple correlation …

This paper uses a frequency domain approach to gain insight into the correlation between survey indicators and year … of the correlation between survey indicators and year-on-year GDP growth at the different frequencies to explain their … overall correlation. We show that survey indicators, similar to year-on-year GDP growth, do not perfectly reflect business …

factors. The traditional simulation approach for generating correlated random numbers employs correlation matrix decomposition … however for a large bank the size of the correlation matrix makes decomposition very problematic or impossible. This paper …