Estimating large-dimensional connectedness tables: the great moderation through the lens of sectoral spillovers

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Bibliographic Details

Authors and Corporations:	Brunner, Felix (Author), Hipp, Ruben (Author)
Other Authors:	Hipp, Ruben 1990- [Author]
Edition:	Last updated: August 5, 2021
Type of Resource:	E-Book
Language:	English
published:	[Ottawa] Bank of Canada [2021]
Series:	Bank of Canada: Staff working paper ; 2021, 37
Subjects:	Business fluctuations and cycles Econometric and statistical methods
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen