Does the real business cycle help forecast the financial cycle?
Fredj Jawadi, Hachmi Ben Ameur, Stephanie Bigou, Alexis Flageollet
| Year of publication: |
2022
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|---|---|
| Authors: | Jawadi, Fredj ; Ben Ameur, Hachmi ; Bigou, Stephanie ; Flageollet, Alexis |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 60.2022, 4, p. 1529-1546
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| Subject: | PCA | Connectedness | Financial cycle | Real business cycle | VAR | Konjunktur | Business cycle | Real-Business-Cycle-Theorie | Real business cycle model | VAR-Modell | VAR model | Finanzmarkt | Financial market | Schätzung | Estimation | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-021-10193-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013447470