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How strongly are business cycles and financial cycles linked in the G7 countries?
Antonakakis, Nikolaos; Breitenlechner, Max; Scharler, Johann - 2014
In this study we examine the dynamic interactions between credit growth and output growth using the spillover index approach of Diebold and Yilmaz (2012). Based on quarterly data on credit growth and GDP growth over the period 1957Q1-2012Q4 for the G7 countries we find that: i) spillovers...
Persistent link: https://www.econbiz.de/10010253456
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Business cycle and financial cycle spillovers in the G7 countries
Antonakakis, Nikolaos; Breitenlechner, Max; Scharler, Johann - In: The quarterly review of economics and finance : journal … 58 (2015), pp. 154-162
Persistent link: https://www.econbiz.de/10011574229
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How Strongly are Business Cycles and Financial Cycles Linked in the G7 Countries?
Antonakakis, Nikolaos; Breitenlechner, Max; Scharler, Johann - Institut für Finanzwissenschaft, Fakultät für … - 2014
In this study we examine the dynamic interactions between credit growth and output growth using the spillover index approach of Diebold and Yilmaz (2012). Based on quarterly data on credit growth and GDP growth over the period 1957Q1-2012Q4 for the G7 countries we find that: i) spillovers...
Persistent link: https://www.econbiz.de/10010839598
Cover Image
How strongly are business cycles and financial cycles linked in the G7 countries?
Antonakakis, Nikolaos; Breitenlechner, Max; Scharler, Johann - 2014
In this study we examine the dynamic interactions between credit growth and output growth using the spillover index approach of Diebold and Yilmaz (2012). Based on quarterly data on credit growth and GDP growth over the period 1957Q1-2012Q4 for the G7 countries we find that: i) spillovers...
Persistent link: https://www.econbiz.de/10010397146