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Applied Economics Letters Volume 21, 2014 - Issue 10
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Original Articles

Testing for causality between credit and real business cycles in the frequency domain: an illustration

José E. Gómez-GonzálezResearch Department, Central Bank of Colombia, Bogota, ColombiaCorrespondence[email protected]
,
Jair N. Ojeda-JoyaResearch Department, Central Bank of Colombia, Bogota, Colombia
,
Héctor Manuel ZárateResearch Department, Central Bank of Colombia, Bogota, Colombia
&
Fernando Tenjo-GalarzaCEMLA, Mexico, Mexico
Pages 697-701 | Published online: 25 Mar 2014

Citations (11)

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Read on this site (2)

Luigi Oddo & Mile Bosnjak. (2021) A comparative analysis of the monetary policy transmission channels in the U.S: a wavelet-based approach. Applied Economics 53:38, pages 4448-4463.
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Vincent Fromentin & Yamina Tadjeddine. (2020) Cross-border workers and financial instability: a frequency domain causality analysis applied to the Luxembourg financial centre. Applied Economics Letters 27:4, pages 280-285.
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Articles from other publishers (9)

Bogdan Andrei Dumitrescu & Robert-Adrian Grecu. (2023) Impact of Financial Factors on the Economic Cycle Dynamics in Selected European Countries. Journal of Risk and Financial Management 16:12, pages 492.
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Mounir El-Karimi & El-Ghini Ahmed. (2020) The Transmission of Global Commodity Prices to Consumer Prices in a Commodity Import-Dependent Country: Evidence from Morocco. Scientific Annals of Economics and Business 67:1, pages 15-32.
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Silvana Bartoletto, Bruno Chiarini, Elisabetta Marzano & Paolo Piselli. (2019) Business cycles, credit cycles, and asymmetric effects of credit fluctuations: Evidence from Italy for the period of 1861–2013. Journal of Macroeconomics 61, pages 103130.
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Bruno de Paula Rocha & Igor Viveiros de Souza. (2018) Novas evidências de causalidade entre sistema financeiro e crescimento econômico no Brasil usando séries de tempo no domínio da frequência. Nova Economia 28:1, pages 273-295.
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Mikhail Stolbov. (2016) Causality between credit depth and economic growth: evidence from 24 OECD countries. Empirical Economics 53:2, pages 493-524.
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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:78, pages 271-313.
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Juan S. Amador-Torres, Jose Eduardo Gomez-Gonzalez, Jair N. Ojeda-Joya, Oscar F. Jaulin-Mendez & Fernando Tenjo-Galarza. (2016) Mind the gap: Computing finance-neutral output gaps in Latin-American economies. Economic Systems 40:3, pages 444-452.
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Jose Eduardo Gomez-Gonzalez, Mauricio Villamizar-Villegas, Hector Manuel Zarate, Juan Sebastian Amador & Celina Gaitan-Maldonado. (2015) Credit and business cycles: Causal effects in the frequency domain. Ensayos sobre Política Económica 33:78, pages 176-189.
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Mikhail Stolbov. (2015) Causality between Credit Depth and Economic Growth: Evidence from 24 OECD Countries. SSRN Electronic Journal.
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