Variability of dynamic correlation - the evidence of sectoral specialization in V4 countries
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26220%2F14%3APU105766" target="_blank" >RIV/00216305:26220/14:PU105766 - isvavai.cz</a>
Result on the web
<a href="https://pep.vse.cz/artkey/pep-201403-0006_Variability-of-Dynamic-Correlation-The-Evidence-of-Sector-Specific-Shocks-in-V4-Countries.php" target="_blank" >https://pep.vse.cz/artkey/pep-201403-0006_Variability-of-Dynamic-Correlation-The-Evidence-of-Sector-Specific-Shocks-in-V4-Countries.php</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.18267/j.pep.489" target="_blank" >10.18267/j.pep.489</a>
Alternative languages
Result language
angličtina
Original language name
Variability of dynamic correlation - the evidence of sectoral specialization in V4 countries
Original language description
We propose novel methodological approach to identify sectoral specialization in terms of economic cycle synchronization. We use dynamic measurement of comovement via lagged dynamic correlation and its variability. For the empirical evidence we use data of Visegrads countries, Germany and the euro area. The results are discussed in the context of Krugman specialization hypothesis. Our findings show higher specialization of countries which have significant comovements with high variability of dynamic correlation.
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)<br>S - Specificky vyzkum na vysokych skolach
Others
Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
PRAGUE ECON PAP
ISSN
1210-0455
e-ISSN
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Volume of the periodical
2014
Issue of the periodical within the volume
3
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
14
Pages from-to
371-384
UT code for WoS article
000343271700006
EID of the result in the Scopus database
2-s2.0-84920816354