Random Matrix Theory and Macro-Economic Time-Series: An Illustration Using the Evolution of Business Cycle Synchronisation, 1886–2006

Bibliographic Details
Main Author: Paul Ormerod
Format: Article
Language:English
Published: De Gruyter 2008-08-01
Series:Economics : the Open-Access, Open-Assessment e-Journal
Online Access:http://www.economics-ejournal.org/economics/journalarticles/2008-26