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|c 5.00 USD
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|z 9781451845563
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|a 1018-5941
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|a BD-DhAAL
|c BD-DhAAL
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|a McDermott, C.
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|a Concordance in Business Cycles /
|c C. McDermott, Alasdair Scott.
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|a Washington, D.C. :
|b International Monetary Fund,
|c 2000.
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|a 1 online resource (31 pages)
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|a IMF Working Papers
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|a <strong>Off-Campus Access:</strong> No User ID or Password Required
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|a <strong>On-Campus Access:</strong> No User ID or Password Required
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|a Electronic access restricted to authorized BRAC University faculty, staff and students
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|a We study the properties of a test that determines whether two time series comove. The test computes a simple nonparametric statistic for 'concordance,' which describes the proportion of time that the cycles of two series spend in the same phase. We establish the size and power properties of this test. As an illustration, the procedures are applied to output series from selected major industrial countries. We find limited evidence of widespread concordance for these countries.
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|a Mode of access: Internet
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|a Bar Code
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|a Concordance Statistic
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|a Random Walk
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|a Standard Error
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|a WP
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|a United States
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|a Scott, Alasdair.
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|a IMF Working Papers; Working Paper ;
|v No. 2000/037
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| 856 |
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|z Full text available on IMF
|u http://elibrary.imf.org/view/journals/001/2000/037/001.2000.issue-037-en.xml
|z IMF e-Library
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