Business cycle correlation of the CEEC and the Euro area: some methodological controversy
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F12%3A00199187" target="_blank" >RIV/62156489:43110/12:00199187 - 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
Business cycle correlation of the CEEC and the Euro area: some methodological controversy
Original language description
The paper focuses on some methodological features of the business cycle correlation measuring. Particularly, a spurious influence of detrending techniques used when analyzing the classical and growth business cycles is examined in the paper. The resultsgive some evidence of different impact of detrending filters on final measures of correlation since uneven volatility, autocorrelation and other characteristics in detrended time series are produced by the filtering techniques. This might lead to a biased or distorted interpretation of the results when assessing business cycle correlation.
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
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Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of the 30th International Conference Mathematical Methods in Economics 2012
ISBN
978-80-7248-779-0
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
237-242
Publisher name
Silesian University in Opava, School of Business Administration in Karviná
Place of publication
Karviná
Event location
Karviná
Event date
Jan 1, 2012
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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