Showing 1 - 10 of 15
Various economic theories are available to explain the existence of credit and default cycles. There remains empirical ambiguity, however, as to whether or these cycles coincide. Recent papers_new suggest by their empirical research set-up that they do, or at least that defaults and credit...
Persistent link: https://www.econbiz.de/10010324897
This article presents an original spatial methodology based on a network analysis approach in order to identify and to track spatial similarities among economic activities as well as to analyse their interdependence. Traditionally, such interdependence is analysed using input-output matrices...
Persistent link: https://www.econbiz.de/10011629134
This paper studies empirical linkages between cycles and trends in freight transportation activity and real economic activity in Sweden. We find that cycles in freight transportation are highly contemporaneously correlated with cycles in economic variables over both the short run and the medium...
Persistent link: https://www.econbiz.de/10013208518
Wavelet analysis, although used extensively in disciplines such as signal processing, engineering, medical sciences, physics and astronomy, has not yet fully entered the economics discipline. In this discussion paper, wavelet analysis is introduced in an intuitive manner, and the existing...
Persistent link: https://www.econbiz.de/10012147930
Using recent advances in time-varying spectral methods, this research analyses the growth cycles of the core of the euro area in terms of frequency content and phasing of cycles.The methodology uses the continuous wavelet transform (CWT) and also Hilbert wavelet pairs in the setting of a...
Persistent link: https://www.econbiz.de/10012147974
Various economic theories are available to explain the existence of credit and default cycles. There remains empirical ambiguity, however, as to whether or these cycles coincide. Recent papers_new suggest by their empirical research set-up that they do, or at least that defaults and credit...
Persistent link: https://www.econbiz.de/10011333881
This article presents an original spatial methodology based on a network analysis approach in order to identify and to track spatial similarities among economic activities as well as to analyse their interdependence. Traditionally, such interdependence is analysed using input-output matrices...
Persistent link: https://www.econbiz.de/10012111812
This discussion paper led to an article in the <I>Journal of Applied Econometrics</I> (2005). Vol. 20, issue 2, pages 311-323.<P> Various economic theories are available to explain the existence of credit and default cycles. There remains empirical ambiguity, however, as to whether or these cycles...</p></i>
Persistent link: https://www.econbiz.de/10011255530
Using recent advances in time-varying spectral methods, this research analyses the growth cycles of the core of the euro area in terms of frequency content and phasing of cycles. The methodology uses the con-tinuous wavelet transform (CWT) and also Hilbert wavelet pairs in the setting of a...
Persistent link: https://www.econbiz.de/10005207143
Wavelet analysis, although used extensively in disciplines such as signal processing, engineering, medical sciences, physics and astronomy, has not yet fully entered the economics discipline. In this discussion paper, wavelet analysis is introduced in an intuitive manner, and the existing...
Persistent link: https://www.econbiz.de/10005125692