Testing for causality between credit and real business cycles in the frequency domain : an illustration
José E. Gómez-González, Jair N. Ojeda-Joya, Héctor Manuel Zárate and Fernando Tenjo-Galarza
| Year of publication: |
2014
|
|---|---|
| Authors: | Gómez González, José Eduardo ; Ojeda-Joya, Jair N. ; Zárate, Héctor Manuel ; Tenjo Galarza, Fernando |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 21.2014, 10/12, p. 697-701
|
| Subject: | frequency domain | Granger causality | credit booms and crunches | recession | Kausalanalyse | Causality analysis | Konjunktur | Business cycle | Real-Business-Cycle-Theorie | Real business cycle model | Kredit | Credit | Zeitreihenanalyse | Time series analysis | Kreditmarkt | Credit market |
| Extent: | graph. Darst. |
|---|---|
| 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/10010416352