Número:
768
Publicado:
Clasificación JEL:
E32, E44, C32
Palabras clave:
Short and Medium-Term Cycles, Frequency Domain, Granger Causality, Credit Booms and Crunches
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Lukas Delgado-Prieto, Andrea Sofía Otero-Cortés, Andrés Calderón
Julián Andrés Parra-Polanía, Carmiña Ofelia Vargas-Riaño
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