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KAPOUNEK, S. POMĚNKOVÁ, J.
Originální název
Credit and Business Cycle Co-movements in V4 countries: Evidence from Wavelet Analysis
Typ
článek ve sborníku ve WoS nebo Scopus
Jazyk
angličtina
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.
Klíčová slova
time-frequency domain; financial crisis; banking system
Autoři
KAPOUNEK, S.; POMĚNKOVÁ, J.
Rok RIV
2014
Vydáno
12. 9. 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" }