Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables
| Author(s): | doc. PhDr. Jozef Baruník Ph.D., Tobias Kley |
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| Type: | Articles in journals with impact factor |
| Year: | 2019 |
| Number: | 0 |
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| Published in: | The Econometrics Journal, 22(2), pp. 131-152, preprint PDF + replication code. |
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| Abstract: | |
| Downloadable: |
Code for replication |
