Joint decomposition of business and financial cycles : evidence from eight advanced economies
| Year of publication: |
2022
|
|---|---|
| Authors: | Winter, Jasper de ; Koopman, Siem Jan ; Hindrayanto, Irma |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford : Wiley-Blackwell, ISSN 1468-0084, ZDB-ID 1473788-7. - Vol. 84.2022, 1, p. 57-79
|
| Subject: | Konjunktur | Business cycle | Immobilienpreis | Real estate price | Kreditmarkt | Credit market | Finanzkrise | Financial crisis | Zeitreihenanalyse | Time series analysis | Dekompositionsverfahren | Decomposition method | Industrieländer | Industrialized countries | 1970-2015 |
-
Financial cycles around the world
Adarov, Amat, (2018)
-
Parnisari, Bruno, (1999)
-
The trend and cycle components of China's housing prices : a new decomposition method
Tan, Zhengxun, (2021)
- More ...
-
Nowcasting and Forecasting Economic Growth in the Euro Area Using Principal Components
Hindrayanto, Irma, (2014)
-
Nowcasting and Forecasting Economic Growth in the Euro Area Using Principal Components
Hindrayanto, Irma, (2014)
-
Modeling the business and financial cycle in a multivariate structural time series model
Winter, Jasper de, (2017)
- More ...