Characterising the financial cycle in Luxembourg
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Paolo Guarda & Alban Moura, 2019. "Measuring real and financial cycles in Luxembourg: An unobserved components approach," BCL working papers 126, Central Bank of Luxembourg.
More about this item
Keywordsfinancial cycles; turningpoints; synchronisation; bandpass filter; survival data; Area Under the Receiver Operating Characteristic Curve; Luxembourg.;
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- G01 - Financial Economics - - General - - - Financial Crises
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-MAC-2016-11-13 (Macroeconomics)
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