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2015-04-24Buch DOI: 10.18452/4581
How Do Financial Cycles Interact?
dc.contributor.authorStrohsal, Till
dc.contributor.authorProaño, Christian R.
dc.contributor.authorWolters, Jürgen
dc.date.accessioned2017-06-16T01:14:57Z
dc.date.available2017-06-16T01:14:57Z
dc.date.created2015-06-18
dc.date.issued2015-04-24
dc.date.submitted2015-04-24
dc.identifier.issn1860-5664
dc.identifier.urihttp://edoc.hu-berlin.de/18452/5233
dc.description.abstractAre financial cycles an international phenomenon, and, if so, how do financial cycles interact? This letter provides new evidence for the US and the UK. Considering the properties of the data in both the time and the frequency domains, we find a strong relation between the financial cycles of the US and the UK. US financial cycles have a significant impact on the UK, but not the other way around. The relation is clearly most pronounced for cycles between 8 and 30 years, which is also the frequency range that explains almost all variation of the data.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectGranger Causalityeng
dc.subjectFinancial Cycleeng
dc.subjectIndirect Spectrum Estimationeng
dc.subjectVector Autoregressionseng
dc.subjectCoherencyeng
dc.subject.ddc310 Statistik
dc.subject.ddc330 Wirtschaft
dc.titleHow Do Financial Cycles Interact?
dc.typebook
dc.subtitleEvidence from the US and the UK
dc.identifier.urnurn:nbn:de:kobv:11-100230939
dc.identifier.doihttp://dx.doi.org/10.18452/4581
local.edoc.container-titleSonderforschungsbereich 649: Ökonomisches Risiko
local.edoc.pages13
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume2015
local.edoc.container-issue24
local.edoc.container-year2015
local.edoc.container-erstkatid2195055-6

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