Cyclicality in lending activity of Euro area in pre- and post- 2008 crisis : a local-adaptive-based testing of wavelets
Year of publication: |
2019
|
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Authors: | Poměnková, Jitka ; Klejmová, Eva ; Kučerová, Zuzana |
Published in: |
Baltic journal of economics. - Riga : [Verlag nicht ermittelbar], ISSN 2334-4385, ZDB-ID 2386270-1. - Vol. 19.2019, 1, p. 155-175
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Subject: | enhanced spectrogram | local-adaptive-based testing | spectrogram significant testing | Wavelets | Eurozone | Euro area | Zustandsraummodell | State space model | Statistischer Test | Statistical test | EU-Staaten | EU countries | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis | Kreditgeschäft | Bank lending | Schätzung | Estimation |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1080/1406099X.2019.1596466 [DOI] hdl:10419/267568 [Handle] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C63 - Computational Techniques ; G2 - Financial Institutions and Services |
Source: | ECONIS - Online Catalogue of the ZBW |
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