Interactions between financial stress and economic activity for the U.S.: A time- and frequency-varying analysis using wavelets
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More about this item
KeywordsFinancial stress; Financial stress index; Real economy; Wavelets; Wavelet squared coherence;
All these keywords.
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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