Characterizing the financial cycle: Evidence from a frequency domain analysis
Year of publication: |
2015
|
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Authors: | Strohsal, Till ; Proaño, Christian R. ; Wolters, Jürgen |
Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
Subject: | Financial Cycle | Business Cycle | Indirect Spectrum Estimation | Bootstrapping Inference |
Series: | Bundesbank Discussion Paper ; 22/2015 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-3-95729-170-7 |
Other identifiers: | 832201030 [GVK] hdl:10419/112764 [Handle] RePEc:zbw:bubdps:222015 [RePEc] |
Classification: | C22 - Time-Series Models ; E32 - Business Fluctuations; Cycles ; E44 - Financial Markets and the Macroeconomy |
Source: |
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Characterizing the financial cycle : evidence from a frequency domain analysis
Strohsal, Till, (2015)
-
Characterizing the financial cycle : evidence from a frequency domain analysis
Strohsal, Till, (2015)
-
Characterizing the financial cycle : evidence from a frequency domain analysis
Strohsal, Till, (2017)
- More ...
-
Characterizing the Financial Cycle: Evidence from a Frequency Domain Analysis
Strohsal, Till, (2015)
-
Characterizing the financial cycle: Evidence from a frequency domain analysis
Strohsal, Till, (2017)
-
Characterizing the financial cycle : evidence from a frequency domain analysis
Strohsal, Till, (2015)
- More ...