Search Results for correlation

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This paper examines linkages across North America by estimating the size of spillovers from the...

Feldstein and Horioka (1980) argued that the correlation of saving and investment in a...

This paper examines the comovement of prices with the cyclical component of output. It argues...

This paper analyzes the declines in economic activity experienced by Bulgaria, the Czech and...

This paper analyzes reasons for the high post-war correlations of saving and investment, both...

This paper develops a bivariate GARCH model that allows for time-varying conditional correlations...