Empirical properties of the credit and equity cycle within almost periodically correlated stochastic processes : the case of Poland, UK and USA
Łukasz Lenart, Mateusz Pipień
| Year of publication: |
2015
|
|---|---|
| Authors: | Lenart, Łukasz ; Pipień, Mateusz |
| Published in: |
Central European journal of economic modelling and econometrics. - Lodz : Polish Academy of Sciences, ISSN 2080-0886, ZDB-ID 2529553-6. - Vol. 7.2015, 3, p. 169-186
|
| Subject: | financial cycle | business cycle | discrete spectral analysis | APC processes | subsampling approach | Polen | Poland | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Theorie | Theory | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011429897