Time-frequency relationship between economic policy uncertainty and financial cycle in China : evidence from wavelet analysis
Year of publication: |
2023
|
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Authors: | Liu, Ding ; Sun, Weihong ; Xu, Liao ; Zhang, Xuan |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 77.2023, p. 1-12
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Subject: | Business cycle | Economic policy uncertainty | Financial cycle | Wavelet methods | Konjunktur | Wirtschaftspolitik | Economic policy | China | Zustandsraummodell | State space model | Risiko | Risk | Wirtschaftswachstum | Economic growth | Zeitreihenanalyse | Time series analysis |
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