Robust stylized facts on comovement for the Spanish economy

C-Tier
Journal: Applied Economics
Year: 2005
Volume: 37
Issue: 4
Pages: 453-462

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The suggestion of obtaining stylized facts on comovement on the basis of prewhitened time series proposed in Andre et al. (2002) is further developed. First, some examples are shown on the robustness of the method. Second, the relevance of such a proposal is tested by revisiting some of the existing stylized facts on comovement for the Spanish economy in Dolado et al. (1993).

Technical Details

RePEc Handle
repec:taf:applec:v:37:y:2005:i:4:p:453-462
Journal Field
General
Author Count
2
Added to Database
2026-01-24