Assessing the cross-country interaction of financial cycles : evidence from a multivariate spectral analysis of the USA and the UK
Till Strohsal, Christian R. Proaño, Jürgen Wolters
| Year of publication: |
2019
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| Authors: | Strohsal, Till ; Proano, Christian ; Wolters, Jürgen |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 57.2019, 2, p. 385-398
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| Subject: | Coherency | Financial cycle | Granger causality | Indirect spectrum estimation | Vector autoregressions | USA | United States | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle | VAR-Modell | VAR model | Kausalanalyse | Causality analysis | Finanzmarkt | Financial market | Großbritannien | United Kingdom |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-018-1471-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012056684