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Published in 2020 at "Scientific Reports"
DOI: 10.1038/s41598-020-65002-3
Abstract: We analyze monthly time series of 57 US macroeconomic indicators (18 leading, 30 coincidental, and 9 lagging) and 5 other trade/money indexes. Using novel methods, we confirm statistically significant co-movements among these time series and…
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Keywords:
time series;
economic cycles;
indicators economic;
macroeconomic indicators ... See more keywords