Individual and panel modeling of foreign business cycle transmission on small open economics
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F13%3A86086473" target="_blank" >RIV/61989100:27510/13:86086473 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Individual and panel modeling of foreign business cycle transmission on small open economics
Original language description
The purpose of this paper is to investigate a panel model of transmission of foreign business cycle on small open economics for a group of new member states in the EU (EU12) over the period 1995Q1 ? 2012Q4. There are two different channels of business cycle transmission ? financial markets and foreign trade. This paper will be investigated second one. We examine the relationship among the variables of domestic output growth, foreign output growth and the real exchange rate. We provide the panel unit roots tests using Levin, Lin and Chu, Breitung and Im, Pesaran, Shin tests assuming common unit root process and the ADF or PP Fisher-type tests for individual unit root process. Once the existence of a panel unit root has been established, we examine a long-run equilibrium relationship among the variables using panel cointegration test without structural breaks (seven Pedroni?s tests, Kao (Engle-Granger based) tests and also combined Fisher - Johansen tests. There is evidence that both var
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/EE2.3.20.0296" target="_blank" >EE2.3.20.0296: Research team for modelling of economic and financial processes at VSB-TU Ostrava</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach
Others
Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Mathematical Methods in Economics 2013 : 31st international conference : 11-13 September 2013, Jihlava, Czech Republic
ISBN
978-80-87035-76-4
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
225-230
Publisher name
College of Polytechnics Jihlava
Place of publication
Jihlava
Event location
Jihlava
Event date
Sep 11, 2013
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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