Publication detail

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

KAPOUNEK, S. POMĚNKOVÁ, J.

Original Title

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

Type

conference paper

Language

English

Original Abstract

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.

Keywords

time-frequency domain; financial crisis; banking system

Authors

KAPOUNEK, S.; POMĚNKOVÁ, J.

RIV year

2014

Released

12. 9. 2014

Publisher

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

Location

Olomouc

ISBN

978-80-244-4209-9

Book

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

Pages from

390

Pages to

395

Pages count

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"
}