Random Matrix Theory and Macro-Economic Time-Series: An Illustration Using the Evolution of Business Cycle Synchronisation, 1886–2006
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Format: | Article |
Language: | English |
Published: |
De Gruyter
2008-08-01
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Series: | Economics : the Open-Access, Open-Assessment e-Journal |
Online Access: | http://www.economics-ejournal.org/economics/journalarticles/2008-26 |