Detail publikačního výsledku

Credit and Business Cycle Co-movements in V4 countries: Evidence from Wavelet Analysis

KAPOUNEK, S.; POMĚNKOVÁ, J.

Originální název

Credit and Business Cycle Co-movements in V4 countries: Evidence from Wavelet Analysis

Anglický název

Credit and Business Cycle Co-movements in V4 countries: Evidence from Wavelet Analysis

Druh

Stať ve sborníku v databázi WoS či Scopus

Originální abstrakt

We focus on credit and business cycles co-movements in V4 countries. The relation between the time series represents transmission of credit shocks to aggregate economic activity movements. The most of the empirical analysis focus on time domain. Our contribution is in the application of analysis in time-frequency domain. The results provide distinguish cyclical movements in different frequency band to understand co-movements in short-term and long-run.

Anglický abstrakt

We focus on credit and business cycles co-movements in V4 countries. The relation between the time series represents transmission of credit shocks to aggregate economic activity movements. The most of the empirical analysis focus on time domain. Our contribution is in the application of analysis in time-frequency domain. The results provide distinguish cyclical movements in different frequency band to understand co-movements in short-term and long-run.

Klíčová slova

time-frequency domain; financial crisis; banking system

Klíčová slova v angličtině

time-frequency domain; financial crisis; banking system

Autoři

KAPOUNEK, S.; POMĚNKOVÁ, J.

Rok RIV

2016

Vydáno

12.09.2014

Nakladatel

PALACKY UNIV, OLOMOUC, KRIZKOVSKEHO 8, OLOMOUC, 771 47, CZECH REPUBLIC

Místo

Olomouc

ISBN

978-80-244-4209-9

Kniha

32nd International Conference on Mathematical Methods in Economics (MME)

Strany od

390

Strany do

395

Strany počet

6

BibTex

@inproceedings{BUT116818,
  author="Svatopluk {Kapounek} and Jitka {Dluhá}",
  title="Credit and Business Cycle Co-movements in V4 countries: Evidence from Wavelet Analysis",
  booktitle="32nd International Conference on Mathematical Methods in Economics (MME)",
  year="2014",
  pages="390--395",
  publisher="PALACKY UNIV, OLOMOUC, KRIZKOVSKEHO 8, OLOMOUC, 771 47, CZECH REPUBLIC",
  address="Olomouc",
  isbn="978-80-244-4209-9"
}