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Real and Financial Cycles in Euro Area Economies: Results from Wavelet Analysis
16 references·1 citing·48 second hop
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References

  • 2013The financial cycle and macroeconomics: What have we learnt?1,136 cited
  • 2006Medium-Term Business Cycles797 cited
  • 2012How do business and financial cycles interact?700 cited
  • 2008Using wavelets to decompose the time–frequency effects of monetary policy590 cited
  • 2013Curbing the Credit Cycle451 cited
  • 2012Characterising the financial cycle : don't lose sight of the medium term!324 cited
  • 2010Measuring comovement in the time–frequency space254 cited
  • 1993Financial Integration in Europe204 cited
  • 2016Business, Housing and Credit Cycles131 cited
  • 2019Characterizing the financial cycle: Evidence from a frequency domain analysis111 cited
  • 2015Characterising the Financial Cycle: A Multivariate and Time-Varying Approach104 cited
  • 2016Measuring Financial Cycles in a Model-Based Analysis: Empirical Evidence for the United States and the Euro Area89 cited
  • 2016Time-Frequency Characterization of the U.S. Financial Cycle64 cited
  • 2017The synchronization of credit cycles53 cited
  • 2020Coherent Financial Cycles for G-7 Countries: Why Extending Credit Can Be an Asset35 cited

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2019
Financial Cycles Across G7 Economies: A View from Wavelet Analysis
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  • 2022Examining financial and business cycle interaction using cross recurrence plot analysis11 cited