Concordance in Business Cycles /
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 o...
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| Format: | Revue |
| Langue: | English |
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Washington, D.C. :
International Monetary Fund,
2000.
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| Collection: | IMF Working Papers; Working Paper ;
No. 2000/037 |
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| Accès en ligne: | Full text available on IMF |