On the credit-to-GDP gap and spurious medium-term cycles

DOI10.1016/J.ECONLET.2020.109245zbMATH Open1442.91061OpenAlexW3026743856MaRDI QIDQ777765FDOQ777765

Authors: Yves S. Schüler 

Publication date: 7 July 2020

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/217274

zbMATH Keywords

Hodrick-Prescott filterBasel IIIdetrending

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Economic growth models (91B62)

Cites Work

• Effects of the Hodrick-Prescott filter on trend and difference stationary time series
• Measuring financial cycles in a model-based analysis: empirical evidence for the United States and the Euro area

Cited In (2)

• A unified approach for jointly estimating the business and financial cycle, and the role of financial factors
• Credit constraints and GDP growth: evidence from a natural experiment

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