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

Kód výsledku v 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>

Nalezeny alternativní kódy

RIV/00216305:26220/14:PU115466

Výsledek na webu

—

DOI - Digital Object Identifier

—

Jazyk výsledku

angličtina

Název v původním jazyce

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

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

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

Popis výsledku anglicky

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.

Druh

D - Stať ve sborníku

CEP obor

BB - Aplikovaná statistika, operační výzkum

OECD FORD obor

—

Projekt

Výsledek vznikl pri realizaci vícero projektů. Více informací v záložce Projekty.

Návaznosti

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

Rok uplatnění

2014

Kód důvěrnosti údajů

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

Název statě ve sborníku

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

ISBN

978-80-244-4209-9

ISSN

—

e-ISSN

—

Počet stran výsledku

6

Strana od-do

390-395

Název nakladatele

Palacký University

Místo vydání

Olomouc

Místo konání akce

Olomouc

Datum konání akce

10. 9. 2014

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

—