Template-type: ReDif-Paper 1.0 Author-Name: Cubadda, G. Author-workplace-name: Externe publicaties SBE Author-Name: Hecq, A.W. Author-workplace-name: Quantitative Economics Author-Name: Palm, F.C. Author-workplace-name: Quantitative Economics Title: Studying co-movements in large multivariate models without multivariate modelling Series: METEOR Research Memorandum Creation-Date: 20070101 Number: 032 File-URL: https://cris.maastrichtuniversity.nl/ws/files/940527/guid-10980825-3e5e-438f-82ff-efa6d5ab12b6-ASSET1.0.pdf File-Format: application/pdf File-Size: 269858 Handle: Repec:unm:umamet:2007032 DOI: 10.26481/umamet.2007032