Multi-channel singular-spectrum analysis of financial cycles in ten developed economies for 1970-2018
Year of publication: |
2020
|
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Authors: | Škare, Marinko ; Porada-Rochoń, Małgorzata |
Published in: |
Journal of business research : JBR. - New York, NY : Elsevier, ISSN 0148-2963, ZDB-ID 189773-1. - Vol. 112.2020, p. 567-575
|
Subject: | Credits | Financial cycles | Frequency domain | Multi-channel singular-spectrum analysis (MSSA) | Spectrum analysis | Konjunktur | Business cycle | Finanzmarkt | Financial market | Zeitreihenanalyse | Time series analysis | Entwicklungsländer | Developing countries | Theorie | Theory | Finanzkrise | Financial crisis |
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