Testing for causality between credit and real business cycles in the frequency domain: an illustration
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References listed on IDEAS
- Lawrence J. Christiano & Terry J. Fitzgerald, 2003.
"The Band Pass Filter,"
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Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(2), pages 435-465, May.
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- Charles Goodhart & Boris Hofmann, 2008. "House prices, money, credit, and the macroeconomy," Oxford Review of Economic Policy, Oxford University Press, vol. 24(1), pages 180-205, spring.
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- Amador-Torres, Juan S. & Gomez-Gonzalez, Jose Eduardo & Ojeda-Joya, Jair N. & Jaulin-Mendez, Oscar F. & Tenjo-Galarza, Fernando, 2016.
"Mind the gap: Computing finance-neutral output gaps in Latin-American economies,"
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- Amador-Torres, Juan & Gómez González, Jose & Ojeda-Joya, Jair & Jaulin-Mendez, Oscar & Tenjo-Galarza, Fernando, 2015. "Mind the Gap: Computing Finance-Neutral Output Gaps in Latin-American Economies," MPRA Paper 66288, University Library of Munich, Germany.
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- Juan Guillermo Bedoya Ospina, 2017. "Ciclos de crédito, liquidez global y regímenes monetarios: una aproximación para América Latina," Revista Desarrollo y Sociedad, Universidad de los Andes - CEDE, vol. 78, February.
- Mikhail Stolbov, 2017.
"Causality between credit depth and economic growth: evidence from 24 OECD countries,"
Springer, vol. 53(2), pages 493-524, September.
- Stolbov, Mikhail, 2015. "Causality between credit depth and economic growth: Evidence from 24 OECD countries," BOFIT Discussion Papers 15/2015, Bank of Finland, Institute for Economies in Transition.
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