Clustering Macroeconomic Time Series
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Note: A slightly updated version of this paper has been published in ECONOMETRICS. EKONOMETRIA. Advances in Applied Data Analysis, ISSN 1507-3866, e-ISSN 2449-9994, Vol. 22 (2018), No. 2, p. 74-88, DOI: https://doi.org/10.15611/eada.2018.2.06. A more recent version is available at the link below.
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More about this item
Keywords
time series clustering; similarity; cluster analysis; GDP;All these keywords.
JEL classification:
- E00 - Macroeconomics and Monetary Economics - - General - - - General
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2017-12-03 (Macroeconomics)
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