Assessing the cross-country interaction of financial cycles: Evidence from a multivariate spectral analysis of the US and the UK
Year of publication: |
2017
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Authors: | Strohsal, Till ; Wolters, Jürgen |
Publisher: |
Düsseldorf : Institut für Makroökonomie und Konjunkturforschung (IMK), Hans-Böckler-Stiftung |
Subject: | Financial Cycle | Vector Autoregressions | Indirect Spectrum Estimation | Coherency | Granger Causality |
Series: | IMK Working Paper ; 182 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 896529614 [GVK] hdl:10419/192980 [Handle] |
Classification: | C32 - Time-Series Models ; E32 - Business Fluctuations; Cycles ; E44 - Financial Markets and the Macroeconomy |
Source: |
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Strohsal, Till, (2017)
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How do financial cycles interact? : evidence from the US and the UK
Strohsal, Till, (2015)
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How do financial cycles interact? Evidence from the US and the UK
Strohsal, Till, (2015)
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Characterizing the financial cycle: Evidence from a frequency domain analysis
Strohsal, Till, (2015)
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Characterizing the Financial Cycle: Evidence from a Frequency Domain Analysis
Strohsal, Till, (2015)
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Characterizing the financial cycle: Evidence from a frequency domain analysis
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