Is the financial cycle a leading indicator of real output during expansions and contractions? A quantile analysis for Greece
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More about this item
Keywords
Financial cycle; real output; quantile analysis; Granger causality test.;All these keywords.
JEL classification:
- 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
- E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-EEC-2018-02-19 (European Economics)
- NEP-FDG-2018-02-19 (Financial Development and Growth)
- NEP-MAC-2018-02-19 (Macroeconomics)
- NEP-MON-2018-02-19 (Monetary Economics)
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