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

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F14%3A00230090" target="_blank" >RIV/62156489:43110/14:00230090 - isvavai.cz</a>

  • Alternative codes found

    RIV/00216305:26220/14:PU115466

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

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

  • Original language description

    The global shocks caused by economic crisis transmitted to liquidity and global capital flows. Reversely, the worldwide slowdown of credit flows affected investment activity and business cycle. Quantifying this transmission is one of the most important topics of the recent financial crisis, especially in the context of European recovery, because the banking system (credit supply) plays a crucial role for sustained recovery in the Europe after the financial crises. We focus on credit and business cyclesco-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.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    BB - Applied statistics, operational research

  • OECD FORD branch

Result continuities

  • Project

    Result was created during the realization of more than one project. More information in the Projects tab.

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2014

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Proceedings of the 32nd International Conference Mathematical Methods in Economics 2014

  • ISBN

    978-80-244-4209-9

  • ISSN

  • e-ISSN

  • Number of pages

    6

  • Pages from-to

    390-395

  • Publisher name

    Palacký University

  • Place of publication

    Olomouc

  • Event location

    Olomouc

  • Event date

    Sep 10, 2014

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article