@article{Large-Dimensional:3805, recid = {3805}, author = {Brunner, Felix and Hipp, Ruben and }, title = {Supplement to "Estimating Large-Dimensional Connectedness Tables: The Great Moderation through the Lens of Sectoral Spillovers"}, publisher = {The Econometric Society}, address = {2023-07}, abstract = {Supplemental material for peer-reviewed article published in Quantitative Economics.}, url = {http://www.oar-rao.bank-banque-canada.ca/record/3805}, doi = {https://doi.org/10.3982/QE1947}, }