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

Número: 
843
Publicado: 
Clasificación JEL: 
E32, E44, C38
Palabras clave: 
Frequency Domain, Granger Causality, Hierarchical Clustering, Credit and Out- put Cycle Interdependence
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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