Multi-channel singular-spectrum analysis of financial cycles in ten developed economies for 1970–2018
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DOI: 10.1016/j.jbusres.2019.10.047
Abstract: Abstract We isolate and analyze financial cycles for ten selected economies based on quarterly time-series data from 1970 to 2018. Our study shows that a global financial cycle lasts nine years on average with long-memory… read more here.
Keywords: financial cycles; multi channel; singular spectrum; 1970 2018 ... See more keywords