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

dc.coverage.sucursalBogotáspa
dc.creatorAmador-Torres, Juan Sebastiánspa
dc.creatorGaitán-Maldonado, Celinaspa
dc.creatorGómez-González, José Eduardospa
dc.creatorVillamizar-Villegas, Mauriciospa
dc.creatorZárate-Solano, Hector Manuelspa
dc.date.accessioned2014-09-04T08:30:10Zeng
dc.date.available2014-09-04T08:30:10Zspa
dc.date.created2014-09-04spa
dc.date.issued2014-09-04eng
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 ieng
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/6130spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/6130spa
dc.language.isospaspa
dc.publisherBanco de la Repúblicaspa
dc.relation.doihttps://doi.org/10.32468/be.843spa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesBorradores de Economíaspa
dc.relation.isversionofBorradores de Economía; No. 843spa
dc.relation.numberBorrador 843spa
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/843.htmlspa
dc.rights.accessRightsOpen Accesseng
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0eng
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.spa
dc.rights.spaAcceso abiertospa
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/eng
dc.source.handleRepecRePEc:bdr:borrec:843spa
dc.subject.jelE32 - Business Fluctuations; Cycleseng
dc.subject.jelE44 - Financial Markets and the Macroeconomyeng
dc.subject.jelC38 - Classification Methods; Cluster Analysis; Principal Components; Factor Analysiseng
dc.subject.jelspaC38 - Métodos de clasificación; Análisis cluster; Análisis de componentes principales; Análisis factorialspa
dc.subject.jelspaE44 - Mercados financieros y macroeconomíaspa
dc.subject.jelspaE32 - Fluctuaciones económicas; Ciclosspa
dc.subject.keywordFrequency domaineng
dc.subject.keywordGranger causalityeng
dc.subject.keywordHierarchical clusteringeng
dc.subject.keywordCredit and out- put cycle interdependenceeng
dc.subject.lembCiclos económicosspa
dc.subject.lembCiclos de negociosspa
dc.subject.lembCrisis financiera global, 2008-2009spa
dc.subject.lembCausalidad de Grangerspa
dc.titleCredit and business cycles : an empirical analysis in the frequency domaineng
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

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