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
Juliana Jaramillo-Echeverri, María Teresa Ramírez-Giraldo
Aarón Levi Garavito-Acosta, Wilmer Martinez-Rivera, Juan J. Ospina-Tejeiro, Edgar Caicedo-García
Leonardo Fabio Morales, Diego Astorga-Rojas, Nicolas Guida-Johnson
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