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Financial Cycles Across G7 Economies: A View from Wavelet Analysis
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References

  • 2013The financial cycle and macroeconomics: What have we learnt?1,136 cited
  • 2004Bootstrapping autoregressions with conditional heteroskedasticity of unknown form631 cited
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  • 2016Interest rate changes and stock returns: A European multi-country study with wavelets97 cited
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  • 2012Worldwide synchronization since the nineteenth century: a wavelet-based view

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87 cited
  • 2016Time-Frequency Characterization of the U.S. Financial Cycle64 cited
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    • 2021Singular spectrum analysis for real-time financial cycles measurement26 cited
    • 2019Real and Financial Cycles in Euro Area Economies: Results from Wavelet Analysis12 cited