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  • Search: subject:"local-adaptive-based testing"
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Year of publication
Subject
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Wavelets 2 enhanced spectrogram 2 local-adaptive-based testing 2 spectrogram significant testing 2 Bank lending 1 Business cycle 1 EU countries 1 EU-Staaten 1 Estimation 1 Euro area 1 Eurozone 1 Konjunktur 1 Kreditgeschäft 1 Schätzung 1 State space model 1 Statistical test 1 Statistischer Test 1 Time series analysis 1 Zeitreihenanalyse 1 Zustandsraummodell 1
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Online availability
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Free 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Klejmová, Eva 2 Kučerová, Zuzana 2 Poměnková, Jitka 2
Published in...
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Baltic Journal of Economics 1 Baltic journal of economics 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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Cyclicality in lending activity of Euro area in pre- and post- 2008 crisis: A local-adaptive-based testing of wavelets
Poměnková, Jitka; Klejmová, Eva; Kučerová, Zuzana - In: Baltic Journal of Economics 19 (2019) 1, pp. 155-175
The paper deals with the identification of time-frequency regions describing cyclicality of bank loans before, during and after the 2008 crisis via wavelets. We bring new methods and findings about the short and medium cycles of loans provided to corporates and households in the Euro Area in...
Persistent link: https://www.econbiz.de/10013470735
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Cover Image
Cyclicality in lending activity of Euro area in pre- and post- 2008 crisis : a local-adaptive-based testing of wavelets
Poměnková, Jitka; Klejmová, Eva; Kučerová, Zuzana - In: Baltic journal of economics 19 (2019) 1, pp. 155-175
The paper deals with the identification of time-frequency regions describing cyclicality of bank loans before, during and after the 2008 crisis via wavelets. We bring new methods and findings about the short and medium cycles of loans provided to corporates and households in the Euro Area in...
Persistent link: https://www.econbiz.de/10012010281
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