Spurious synchronization of business cycles: Dynamic correlation analysis of V4 countries
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26220%2F12%3APU100322" target="_blank" >RIV/00216305:26220/12:PU100322 - isvavai.cz</a>
Alternative codes found
RIV/62156489:43110/12:00189593
Result on the web
<a href="https://acta.mendelu.cz/artkey/acu-201204-0019_spurious-synchronization-of-business-cycles-dynamic-correlation-analysis-of-v4-countries.php" target="_blank" >https://acta.mendelu.cz/artkey/acu-201204-0019_spurious-synchronization-of-business-cycles-dynamic-correlation-analysis-of-v4-countries.php</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.11118/actaun201260040181" target="_blank" >10.11118/actaun201260040181</a>
Alternative languages
Result language
angličtina
Original language name
Spurious synchronization of business cycles: Dynamic correlation analysis of V4 countries
Original language description
The purpose of our paper is to define rules for decision of existence spurious synchronization of countries within the currency area. We devote this new methodological approach from an empirical research based on the variability of a dynamic correlation (correlation in frequency domain). We analyze the dynamic correlation in full range and in the business cycle frequencies as well. We also consider lags in economic activity co-movements. Contrary to the standard approach we show its insufficiency especially in case of time domain instruments. For this goal GDP values in quarters of the four Visegrad countries and the Eurozone in the period 1997/Q1–2011/Q1 are used.
Czech name
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Czech description
Cílem článku je vymezit pravidla pro rozhodování o existenci zdánlivé synchronizace zemí v rámci měnové oblasti.
Classification
Type
J<sub>SC</sub> - Article in a specialist periodical, which is included in the SCOPUS database
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
10103 - Statistics and probability
Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis
ISSN
1211-8516
e-ISSN
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Volume of the periodical
60
Issue of the periodical within the volume
4
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
8
Pages from-to
181-188
UT code for WoS article
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EID of the result in the Scopus database
2-s2.0-84864212785