Time–frequency characterization of the U.S. financial cycle

C-Tier
Journal: Economics Letters
Year: 2016
Volume: 144
Issue: C
Pages: 75-79

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Despite an increase in research–motivated by the global financial crisis of 2007–08–empirical studies on the financial cycle are rare compared to those on the business cycle. This paper adds some new evidence to this scarce literature by using a different empirical methodology–wavelet analysis–to extract financial cycles from the data. Our results confirm that the U.S. financial cycle is (much) longer than the business cycle, but we do not find strong evidence supporting the view that the financial cycle has lengthened during the Great Moderation period.

Technical Details

RePEc Handle
repec:eee:ecolet:v:144:y:2016:i:c:p:75-79
Journal Field
General
Author Count
1
Added to Database
2026-01-29