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  • The global shocks caused by economic crisis transmitted to liquidity and global capital flows. Reversely, the worldwide slowdown of credit flows affected investment activity and business cycle. Quantifying this transmission is one of the most important topics of the recent financial crisis, especially in the context of European recovery, because the banking system (credit supply) plays a crucial role for sustained recovery in the Europe after the financial crises. We focus on credit and business cycles co-movements in V4 countries. The relation between the time series represents transmission of credit shocks to aggregate economic activity movements. The most of the empirical analysis focus on time domain. Our contribution is in the application of analysis in time-frequency domain. The results provide distinguish cyclical movements in different frequency band to understand co-movements in short-term and long-run.
  • The global shocks caused by economic crisis transmitted to liquidity and global capital flows. Reversely, the worldwide slowdown of credit flows affected investment activity and business cycle. Quantifying this transmission is one of the most important topics of the recent financial crisis, especially in the context of European recovery, because the banking system (credit supply) plays a crucial role for sustained recovery in the Europe after the financial crises. We focus on credit and business cycles co-movements in V4 countries. The relation between the time series represents transmission of credit shocks to aggregate economic activity movements. The most of the empirical analysis focus on time domain. Our contribution is in the application of analysis in time-frequency domain. The results provide distinguish cyclical movements in different frequency band to understand co-movements in short-term and long-run. (en)
Title
  • Credit and Business Cycle Co-movements in V4 countries: Evidence from Wavelet Analysis
  • Credit and Business Cycle Co-movements in V4 countries: Evidence from Wavelet Analysis (en)
skos:prefLabel
  • Credit and Business Cycle Co-movements in V4 countries: Evidence from Wavelet Analysis
  • Credit and Business Cycle Co-movements in V4 countries: Evidence from Wavelet Analysis (en)
skos:notation
  • RIV/62156489:43110/14:00230090!RIV15-GA0-43110___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA14-28848S)
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
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http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 9163
http://linked.open...ai/riv/idVysledku
  • RIV/62156489:43110/14:00230090
http://linked.open...riv/jazykVysledku
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  • financial crisis; time-frequency domain; banking system (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [829485617086]
http://linked.open...v/mistoKonaniAkce
  • Olomouc
http://linked.open...i/riv/mistoVydani
  • Olomouc
http://linked.open...i/riv/nazevZdroje
  • Proceedings of the 32nd International Conference Mathematical Methods in Economics 2014
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http://linked.open...ichTvurcuVysledku
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http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Kapounek, Svatopluk
  • Poměnková, Jitka
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http://linked.open.../riv/zahajeniAkce
number of pages
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  • Univerzita Palackého v Olomouci
https://schema.org/isbn
  • 978-80-244-4209-9
http://localhost/t...ganizacniJednotka
  • 43110
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