Jasper de Winter
Biographic Data
| ID | 9595678 |
|---|---|
| NAME | Jasper de Winter |
| GIVEN NAMES | Jasper |
| FAMILY NAME | de Winter |
| SIGNATURE | DE WINTER J |
| AFFILIATIONS | Economics and Research Division De Nederlandsche Bank Amsterdam Netherlands |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2022 |
| LATEST PUBLICATION YEAR | 2022 |
| H-INDEX | 0 |
Joint Decomposition of Business and Financial Cycles
We discuss a model‐based simultaneous decomposition of multiple time series in short‐term and medium‐term cyclical dynamics. We associate short‐term dynamic features with the business cycle and medium‐term dynamic features with the financial cycle. For eight advanced economies, we analyse a set of macroeconomic and financial time series data. A strong and common finding among all economies is the co‐cyclicality of medium‐term cycles, especially t…
No prominent works on this page.
Joint Decomposition of Business and Financial Cycles
We discuss a model‐based simultaneous decomposition of multiple time series in short‐term and medium‐term cyclical dynamics. We associate short‐term dynamic features with the business cycle and medium‐term dynamic features with the financial cycle. For eight advanced economies, we analyse a set of macroeconomic and financial time series data. A strong and common finding among all economies is the co‐cyclicality of medium‐term cycles, especially t…
Business cycle (1 work) · Complex Systems and Time Series Analysis (1 work) · Econometrics (1 work) · Economic theories and models (1 work) · Economics (1 work) · Economy (1 work) · Finance (1 work) · Financial market (1 work) · Gross domestic product (1 work) · Macroeconomics (1 work)