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Found 2 results for '"Commodity price cycle" "Credit cycle" "African commodity exporters" "Co-spectral analysis" ', showing 1-2
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1. Kablan, Sandrine & Ftiti, Zied & Guesmi, Khaled (2017): Commodity price cycles and financial pressures in African commodities exporters

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   In this study, we examine the interdependence between the credit and commodity price cycles among African commodity exporters. Specifically, we use an evolutionary co-spectral analysis that sets a time-varying dynamic correlation measure. Results of our analyses suggest that persistent commodity price shocks exert a greater impact on real economy than transitory fluctuations. Similar patterns can be derived for different types of commodities.
   RePEc:eee:ememar:v:30:y:2017:i:c:p:215-231  Save to MyIDEAS
2. Sandrine Kablan & Zied Ftiti & Khaled Guesmi (2017): Commodity price cycles and financial pressures in African commodities exporters
   [Cycles de prix des matières premières et tensions financières dans les pays exportateurs de matières premières]

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   In this study, we examine the interdependence between the credit and commodity price cycles among African commodity exporters. Specifically, we use an evolutionary co-spectral analysis that sets a time-varying dynamic correlation measure. Results of our analyses suggest that persistent commodity price shocks exert a greater impact on real economy than transitory fluctuations. Similar patterns can be derived for different types of commodities.
   RePEc:hal:journl:hal-04281443  Save to MyIDEAS