Credit and business cycles : an empirical analysis in the frequency domain

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Borradores de Economía; No. 843

Date published

2014-09-04

Date

2014-09-04

Authors

Amador-Torres, Juan Sebastián
Gaitán-Maldonado, Celina
Gómez-González, José Eduardo
Villamizar-Villegas, Mauricio
Zarate-Solano, Hector

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Document language

spa
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Las 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.

The opinions contained in this document are the sole responsibility of the author and do not commit Banco de la República or its Board of Directors.

Abstract

The 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

Description

JEL Codes

E32 - Business Fluctuations; Cycles
E44 - Financial Markets and the Macroeconomy
C38 - Classification Methods; Cluster Analysis; Principal Components; Factor Analysis

Temática

Keywords

Keywords

Frequency domain , Granger causality , Hierarchical clustering , Credit and out- put cycle interdependence

Citation

URI

https://repositorio.banrep.gov.co/handle/20.500.12134/6130
 https://hdl.handle.net/20.500.12134/6130
 https://ideas.repec.org/p/bdr/borrec/843.html
 https://doi.org/10.32468/be.843

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