Cyclicality in lending activity of Euro area in pre- and post- 2008 crisis: a local-adaptive-based t...
Cyclicality in lending activity of Euro area in pre- and post- 2008 crisis: a local-adaptive-based testing of wavelets
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London: BICEPS/SSE Riga
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Language
English
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London: BICEPS/SSE Riga
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The paper deals with the identification of time-frequency regions describing cyclicality of bank loans before, during and after the 2008 crisis via wavelets. We bring new methods and findings about the short and medium cycles of loans provided to corporates and households in the Euro Area in 2000-2017 using seasonally unadjusted monthly data. We ha...
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Full title
Cyclicality in lending activity of Euro area in pre- and post- 2008 crisis: a local-adaptive-based testing of wavelets
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TN_cdi_doaj_primary_oai_doaj_org_article_92daed6ce94f4fe6a1f27c7ce6270499
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_doaj_primary_oai_doaj_org_article_92daed6ce94f4fe6a1f27c7ce6270499
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ISSN
1406-099X,2334-4385
E-ISSN
2334-4385
DOI
10.1080/1406099X.2019.1596466
