Title:

Measuring Financial Cycles: Empirical Evidence for Germany, United Kingdom and United States of America

Authors:

Tiago Mota Dutra (U Lisboa, ISCTE - Instituto Universitário de Lisboa, U Açores)
José Carlos Dias (ISCTE - Instituto Universitário de Lisboa)
João Teixeira (U Açores)

Journal:

International Review Of Economics And Finance

Year:

2022

Volume:

79

Pages:

599-630

JEL codes:

E32 - Business Fluctuations; Cycles
E44 - Financial Markets and the Macroeconomy
R31 - Housing Supply and Markets

DOI:

10.1016/j.iref.2022.02.039