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We study how the concept and measurement of correlation has been transformed as econometrics methodology was introduced. They were first imported from British biometrics studied at the turn of the century, then played a major part in the building of the economic barometers in the twenties, until they were abandonned in the forties, to be partly replaced by the theory of hypothesis testing in the Cowles Commission structural approach. We emphasize the fact that econometricians have to adapt correlation measurement to the economics objects and topics, and stress the fact that they do not have the same approach to the meanings and usages of correlation. Classification JEL: B1, B2, C1