Some methodological limitations of business cycle analysis within the European area

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F14%3A00224243" target="_blank" >RIV/62156489:43110/14:00224243 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Some methodological limitations of business cycle analysis within the European area
Original language description
The paper addresses selected methodological issues of the business cycle analysis. As the choice of detrending techniques significantly influences the analysis of the classical and growth business cycles, the impact of various techniques as well as the suitability of detrending filters in context of European area convergence analysis is examined. The paper evaluates characteristics of four selected filtering techniques widely used in the literature using current macroeconomic data of the EU countries. The appropriateness of the filters is examined according to the criteria of an ideal filter defined in the paper using the periodogram analysis. The main findings indicate the Christiano-Fitzgerald filter to fit the best to the ideal filter criteria.
Czech name
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Czech description
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Project
<a href="/en/project/7E12049" target="_blank" >7E12049: Welfare, Wealth and Work for Europe</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of the 32nd International Conference Mathematical Methods in Economics 2014
ISBN
978-80-244-4209-9
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
348-353
Publisher name
Palacký University
Place of publication
Olomouc
Event location
Olomouc
Event date
Sep 10, 2014
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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