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
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DOI - Digital Object Identifier
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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
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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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
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e-ISSN
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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
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