"Correlation doesn't imply causation, but it does waggle its eyebrows suggestively and gesture furtively while mouthing 'look over there.'" Randall Munroe, Science & Math Cartoonist Chances are when ...

Journal of Productivity Analysis, Vol. 37, No. 1 (February 2012), pp. 17-25 (9 pages) In this paper, we measure U.S. technology shocks by implementing a dual approach, which is based on price data ...

The rolling 30-day inverse correlation between changes in the Dollar Index and December 2025 Fed funds futures is near 0.65.

It is well known that the correlation matrix has a central role in the analysis of multivariate data. The inverse of the correlation matrix, however, also has important interpretations. An exposition ...