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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

  • DOI - Digital Object Identifier

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

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    AH - Economics

  • OECD FORD branch

Result continuities

  • Project

  • 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

  • e-ISSN

  • 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