Assessing the cross-country interaction of financial cycles: evidence from a multivariate spectral analysis of the USA and the UK

Article

Abstract: In recent times, a large number of studies has investigated the empirical properties of financial cy

Palabras claves:

Coherency, Financial cycle, Granger causality, Indirect spectrum estimation, Vector autoregressions

Autores:

Christian R. Proãno, Strohsal T., Wolters J.

Fuentes:

scopus