The Endogeneity of Optimum Currency Area Criteria in the Context of Financial Crisis: Evidence from Time-Frequency Domain Analysis
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26220%2F13%3APU105743" target="_blank" >RIV/00216305:26220/13:PU105743 - isvavai.cz</a>
Result on the web
<a href="https://agricecon.agriculturejournals.cz/artkey/age-201309-0001_the-endogeneity-of-optimum-currency-area-criteria-in-the-context-of-financial-crisis-evidence-from-the-time-fr.php" target="_blank" >https://agricecon.agriculturejournals.cz/artkey/age-201309-0001_the-endogeneity-of-optimum-currency-area-criteria-in-the-context-of-financial-crisis-evidence-from-the-time-fr.php</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.17221/9/2013-AGRICECON" target="_blank" >10.17221/9/2013-AGRICECON</a>
Alternative languages
Result language
angličtina
Original language name
The Endogeneity of Optimum Currency Area Criteria in the Context of Financial Crisis: Evidence from Time-Frequency Domain Analysis
Original language description
We provide wavelet analysis of economic cycle synchronization during the recent financial crisis. However, the global financial crisis caused economic cycles in the most European countries to become more strongly synchronized without increasing of the real convergence process. Our contribution is in application of singular value decomposition to identify and remove long-term trend included outliers appears in the year 2007?2010. We found that historically greater integration provides more highly synchronized cycles in the core euro area member countries.
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science 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
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Agricultural Economics (AGRICECON)
ISSN
0139-570X
e-ISSN
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Volume of the periodical
58
Issue of the periodical within the volume
9
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
6
Pages from-to
389-395
UT code for WoS article
000326144800001
EID of the result in the Scopus database
2-s2.0-84885136906