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Financial Cycles Across G7 Economies: A View from Wavelet Analysis · Study

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ArticleFinancial Cycles Across G7 Economies: A View from Wavelet Analysis

Martin Mandler2019

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Articlegreen2019

Financial Cycles Across G7 Economies: A View from Wavelet Analysis

Martin Mandler · Michael Scharnagl

26 citations·0/0 files stored·The Journal of Economic Asymmetries

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Global Financial Crisis and Policies Monetary Policy and Economic Impact Market Dynamics and Volatility

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References

2013The financial cycle and macroeconomics: What have we learnt?2004Bootstrapping autoregressions with conditional heteroskedasticity of unknown form 2013Curbing the Credit Cycle 2014Evaluating early warning indicators of banking crises: Satisfying policy requirements 2001A Measure of Comovement for Economic Variables: Theory and Empirics 2012Characterising the financial cycle : don't lose sight of the medium term!2009Towards an Operational Framework for Financial Stability: 'Fuzzy' Measurement and Its Consequences 2010Measuring comovement in the time–frequency space

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2021Singular spectrum analysis for real-time financial cycles measurement 2019Real and Financial Cycles in Euro Area Economies: Results from Wavelet Analysis

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Year2019

Typearticle

Published2019-01-01

VenueThe Journal of Economic Asymmetries

ISSN-L1703-4949

Languageen

Citations26

Files0 public / 0

ShelfGlobal Financial Crisis and Policies

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doi10.1016/j.jeca.2022.e00277

openalex_workW3124014235

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