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dc.creatorAmador-Torres, Juan Sebastián
dc.creatorGaitán-Maldonado, Celina
dc.creatorGómez-González, José Eduardo
dc.creatorVillamizar-Villegas, Mauricio
dc.creatorZárate-Solano, Hector Manuel
dc.date.created2014-09-04
dc.date.issued2014-09-04
dc.identifier.urihttp://repositorio.banrep.gov.co/handle/20.500.12134/6130
dc.description.abstractThe history of economic recessions has shown that every deep downturn has been accompanied by disruptions in the financial sector. Paradoxically, up until the financial world crisis of 2007-2009, little attention was given to macroeconomic and financial i
dc.format.mimetypePDF
dc.language.isospa
dc.publisherBanco de la República
dc.relation.ispartofDocumentos de Trabajo
dc.relation.ispartofseriesBorradores de Economía
dc.relation.isversionofBorradores de Economía; No. 843
dc.rights.accessRightsOpen Access
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/
dc.titleCredit and business cycles : an empirical analysis in the frequency domain
dc.typeWorking Paper
dc.subject.jelE32 - Business Fluctuations; Cycles
dc.subject.jelE44 - Financial Markets and the Macroeconomy
dc.subject.jelC38 - Classification Methods; Cluster Analysis; Principal Components; Factor Analysis
dc.subject.keywordFrequency domain
dc.subject.keywordGranger causality
dc.subject.keywordHierarchical clustering
dc.subject.keywordCredit and out- put cycle interdependence
dc.subject.lembCiclos económicos
dc.subject.lembCiclos de negocios
dc.subject.lembCrisis financiera global, 2008-2009
dc.subject.lembCausalidad de Granger
dc.type.spaDocumentos de trabajo
dc.rights.spaAcceso abierto
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0
dc.subject.jelspaC38 - Métodos de clasificación; Análisis cluster; Análisis de componentes principales; Análisis factorial
dc.subject.jelspaE44 - Mercados financieros y macroeconomía
dc.subject.jelspaE32 - Fluctuaciones económicas; Ciclos
dc.type.hasversionPublished Version
dc.coverage.sucursalBogotá
dc.rights.disclaimerLas opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/843.html
dc.identifier.handlehttp://hdl.handle.net/20.500.12134/6130


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