The interdependence between credit and real business cycles in latin american economies
In this document we estimate credit and GDP cycles for three Latin-American economies and study their relation in the time and frequency domains. Cycles are estimated in order to analyze their medium and short-term frequencies. We find that short-term cyc
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oai:RI-BanRep:20.500.12134-59082019-04-16T16:24:05Z The interdependence between credit and real business cycles in latin american economies Gómez-González, José Eduardo Tenjo-Galarza, Fernando Zárate-Solano, Hector Manuel Ojeda-Joya, Jair N. E44 - Financial Markets and the Macroeconomy C32 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models E32 - Business Fluctuations; Cycles Short and medium-term cycles Frequency domain Granger causality Credit booms and crunches Recession Crédito -- Colombia -- 1990-2000 Crédito -- Chile -- 1990-2000 Crédito -- Perú -- 1990-2000 Producto interno bruto -- Colombia -- 1990-2000 Producto interno bruto -- Chile -- 1990-2000 Producto interno bruto -- Perú -- 1990-2000 Ciclos económicos -- Colombia -- 1990-2000 Ciclos económicos -- Chile -- 1990-2000 Ciclos económicos -- Perú -- 1990-2000 Causalidad de Granger -- Colombia -- 1990-2000 Causalidad de Granger -- Perú -- 1990-2000 Causalidad de Granger -- Chile -- 1990-2000 E32 - Fluctuaciones económicas; Ciclos E44 - Mercados financieros y macroeconomía C32 - Modelos de series temporales; Regresiones cuantiles dinámicas; Modelos dinámicos de tratamiento; procesos de difusión; representación de espacios de estados In this document we estimate credit and GDP cycles for three Latin-American economies and study their relation in the time and frequency domains. Cycles are estimated in order to analyze their medium and short-term frequencies. We find that short-term cyc 2013-06-04 2013-06-04 Working Paper Documentos de trabajo Published Version http://repositorio.banrep.gov.co/handle/20.500.12134/5908 http://hdl.handle.net/20.500.12134/5908 spa Documentos de Trabajo Borradores de Economía Borradores de Economía; No. 768 https://ideas.repec.org/p/bdr/borrec/768.html https://ideas.repec.org/p/col/000094/010833.html Open Access https://creativecommons.org/licenses/by-nc-sa/4.0/ Acceso abierto Atribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0 Las opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva. PDF application/pdf image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg Bogotá Banco de la República |
institution |
Repositorio Institucional del Banco de la República de Colombia |
collection |
DSpace |
language |
Español (Spanish) |
topic |
E44 - Financial Markets and the Macroeconomy C32 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models E32 - Business Fluctuations; Cycles Short and medium-term cycles Frequency domain Granger causality Credit booms and crunches Recession Crédito -- Colombia -- 1990-2000 Crédito -- Chile -- 1990-2000 Crédito -- Perú -- 1990-2000 Producto interno bruto -- Colombia -- 1990-2000 Producto interno bruto -- Chile -- 1990-2000 Producto interno bruto -- Perú -- 1990-2000 Ciclos económicos -- Colombia -- 1990-2000 Ciclos económicos -- Chile -- 1990-2000 Ciclos económicos -- Perú -- 1990-2000 Causalidad de Granger -- Colombia -- 1990-2000 Causalidad de Granger -- Perú -- 1990-2000 Causalidad de Granger -- Chile -- 1990-2000 E32 - Fluctuaciones económicas; Ciclos E44 - Mercados financieros y macroeconomía C32 - Modelos de series temporales; Regresiones cuantiles dinámicas; Modelos dinámicos de tratamiento; procesos de difusión; representación de espacios de estados |
spellingShingle |
E44 - Financial Markets and the Macroeconomy C32 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models E32 - Business Fluctuations; Cycles Short and medium-term cycles Frequency domain Granger causality Credit booms and crunches Recession Crédito -- Colombia -- 1990-2000 Crédito -- Chile -- 1990-2000 Crédito -- Perú -- 1990-2000 Producto interno bruto -- Colombia -- 1990-2000 Producto interno bruto -- Chile -- 1990-2000 Producto interno bruto -- Perú -- 1990-2000 Ciclos económicos -- Colombia -- 1990-2000 Ciclos económicos -- Chile -- 1990-2000 Ciclos económicos -- Perú -- 1990-2000 Causalidad de Granger -- Colombia -- 1990-2000 Causalidad de Granger -- Perú -- 1990-2000 Causalidad de Granger -- Chile -- 1990-2000 E32 - Fluctuaciones económicas; Ciclos E44 - Mercados financieros y macroeconomía C32 - Modelos de series temporales; Regresiones cuantiles dinámicas; Modelos dinámicos de tratamiento; procesos de difusión; representación de espacios de estados Gómez-González, José Eduardo Tenjo-Galarza, Fernando Zárate-Solano, Hector Manuel Ojeda-Joya, Jair N. The interdependence between credit and real business cycles in latin american economies |
description |
In this document we estimate credit and GDP cycles for three Latin-American economies and study their relation in the time and frequency domains. Cycles are estimated in order to analyze their medium and short-term frequencies. We find that short-term cyc |
format |
Documento de trabajo (Working Paper) |
author |
Gómez-González, José Eduardo Tenjo-Galarza, Fernando Zárate-Solano, Hector Manuel Ojeda-Joya, Jair N. |
author_facet |
Gómez-González, José Eduardo Tenjo-Galarza, Fernando Zárate-Solano, Hector Manuel Ojeda-Joya, Jair N. |
author_sort |
Gómez-González, José Eduardo |
title |
The interdependence between credit and real business cycles in latin american economies |
title_short |
The interdependence between credit and real business cycles in latin american economies |
title_full |
The interdependence between credit and real business cycles in latin american economies |
title_fullStr |
The interdependence between credit and real business cycles in latin american economies |
title_full_unstemmed |
The interdependence between credit and real business cycles in latin american economies |
title_sort |
interdependence between credit and real business cycles in latin american economies |
publisher |
Banco de la República |
publishDate |
2013 |
url |
http://repositorio.banrep.gov.co/handle/20.500.12134/5908 |
_version_ |
1637303493710577664 |
score |
12,131701 |