Detail publikace

Credit and Business Cycle Co-movements in V4 countries: Evidence from Wavelet Analysis

Originální název

Credit and Business Cycle Co-movements in V4 countries: Evidence from Wavelet Analysis

Anglický název

Credit and Business Cycle Co-movements in V4 countries: Evidence from Wavelet Analysis

Jazyk

en

Originální abstrakt

We focus on credit and business cycles co-movements in V4 countries. The relation between the time series represents transmission of credit shocks to aggregate economic activity movements. The most of the empirical analysis focus on time domain. Our contribution is in the application of analysis in time-frequency domain. The results provide distinguish cyclical movements in different frequency band to understand co-movements in short-term and long-run.

Anglický abstrakt

We focus on credit and business cycles co-movements in V4 countries. The relation between the time series represents transmission of credit shocks to aggregate economic activity movements. The most of the empirical analysis focus on time domain. Our contribution is in the application of analysis in time-frequency domain. The results provide distinguish cyclical movements in different frequency band to understand co-movements in short-term and long-run.

BibTex


@inproceedings{BUT116818,
  author="Svatopluk {Kapounek} and Jitka {Poměnková}",
  title="Credit and Business Cycle Co-movements in V4 countries: Evidence from Wavelet Analysis",
  annote="We focus on credit and business cycles co-movements in V4 countries. The relation between the time series represents transmission of credit shocks to aggregate economic activity movements. The most of the empirical analysis focus on time domain. Our contribution is in the application of analysis in time-frequency domain. The results provide distinguish cyclical movements in different frequency band to understand co-movements in short-term and long-run.",
  address="PALACKY UNIV, OLOMOUC, KRIZKOVSKEHO 8, OLOMOUC, 771 47, CZECH REPUBLIC",
  booktitle="32nd International Conference on Mathematical Methods in Economics (MME)",
  chapter="116818",
  howpublished="online",
  institution="PALACKY UNIV, OLOMOUC, KRIZKOVSKEHO 8, OLOMOUC, 771 47, CZECH REPUBLIC",
  year="2014",
  month="september",
  pages="390--395",
  publisher="PALACKY UNIV, OLOMOUC, KRIZKOVSKEHO 8, OLOMOUC, 771 47, CZECH REPUBLIC",
  type="conference paper"
}