Publication detail

Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables

Author(s): doc. PhDr. Jozef Baruník Ph.D., Tobias Kley
Type: Articles in journals with impact factor
Year: 2019
Number: 0
ISSN / ISBN:
Published in: The Econometrics Journal, 22(2), pp. 131-152, preprint PDF + replication code.
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Keywords:
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Suggested Citation:
Abstract:
Downloadable: Code for replication
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