On the credit-to-GDP gap and spurious medium-term cycles
Economics Letters, 2020, vol. 192, issue C
I provide empirical evidence suggesting that the credit-to-GDP gap is subject to spurious medium-term cycles, i.e. artificial boom–bust cycles with a maximum duration of around 40 years.
Keywords: Basel III; Hodrick–Prescott filter; Detrending (search for similar items in EconPapers)
JEL-codes: C10 E32 E58 G01 (search for similar items in EconPapers)
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Working Paper: On the credit-to-GDP gap and spurious medium-term cycles (2020)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:192:y:2020:i:c:s0165176520301701
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