Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Faculty Publications Article Faculty Publications -Articles Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Creator An entity primarily responsible for making the resource Paul, Vinuth; Rajan, Sruthi; Koyilathumpaday Sukumaran, Sujit Title A name given to the resource Constructing an aggregate financial cycle for India: an analysis of key financial indicators Date A point or period of time associated with an event in the lifecycle of the resource 01-01-2025 Source A related resource from which the described resource is derived Journal of Financial Economic Policy; Identifier An unambiguous reference to the resource within a given context <a href="https://doi.org/10.1108/JFEP-05-2025-0198" target="_blank" rel="noreferrer noopener">https://doi.org/10.1108/JFEP-05-2025-0198</a> <br /><br /><a href="https://www.scopus.com/pages/publications/105016758210?origin=resultslist" target="_blank" rel="noreferrer noopener">https://www.scopus.com/pages/publications/105016758210?origin=resultslist</a> Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Paul V., Christ University, Bengaluru, India; Rajan S., Christ University, Bengaluru, India; Koyilathumpaday Sukumaran S., Christ University, Bengaluru, India Description An account of the resource Purpose This paper aims to develop a financial cycle for India by aggregating key financial indicators from different sectors of the financial system and then comparing it with the business cycle to understand the macroeconomic implications. Design/methodology/approach The research uses various econometric tests to analyze the relationship among the financial indicators before applying the principal component analysis and filtering technique to extract the aggregate financial cycle. After this, the dynamic conditional correlation generalized autoregressive conditional heteroscedasticity model is applied to understand how it interacts with the economy. Findings The result of this study creates an aggregate financial cycle that effectively reflects the most influential components of the financial system, empowering policymakers to measure and safeguard the stability of the financial system and economy. Originality/value The authors contribution lies in the systematic integration of key indicators into a comprehensive aggregate financial cycle for India, which has not been thoroughly explored in existing research. This study also emphasizes the significance of banking sectors and other financial intermediaries that were undermined in the existing financial cycle studies. 2025 Emerald Publishing Limited Subject The topic of the resource Aggregate financial cycle; Banking sector; Credit market; Dynamic conditional correlation generalized autoregressive conditional heteroscedasticity (DCC-GARCH) model; Equity market; Financial cycle components; Financial cycle movement; Financial market synchronization; G0; G1; House prices; Indian financial cycle; Principal component analysis; Turning point analysis Publisher An entity responsible for making the resource available Emerald Publishing Relation A related resource ISSN: 17576385; Language A language of the resource English Type The nature or genre of the resource Article Rights Information about rights held in and over the resource Restricted Access; Hardcopy may be available in the library Format The file format, physical medium, or dimensions of the resource online