Borradores de Economia
Número:
768
Publicado:
Clasificación JEL:
E32, E44, C32
Palabras clave:
Short and Medium-Term Cycles, Frequency Domain, Granger Causality, Credit Booms and Crunches
Lo más reciente
Rocío Clara Alexandra Mora-Quiñones, Antonio José Orozco-Gallo, Dora Alicia Mora-Pérez
Constanza Martínez-Ventura, Ligia Alba Melo-Becerra
Leonardo Fabio Morales, Leonardo Bonilla-Mejía, Didier Hermida-Giraldo, Francisco Javier Lasso-Valderrama, José Pulido
In this document we estimate credit and GDP cycles for three Latin-American economies and study their relation in the time and frequency domains. Cycles are estimated in order to analyze their medium and short-term frequencies. We find that short-term cyc