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
Sandra Isabel Salamanca-Gil, Enrique Montes-Uribe, Juan Sebastián Silva-Rodríguez
Jhorland Ayala-García, Yesica Tatiana Lara-Silva, Alejandro Alberto Vargas-Villamil, Lina Romero-Chaparro
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