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FIDRMUC, J. KORHONEN, I. POMĚNKOVÁ, J.
Original Title
Wavelet spectrum analysis of business cycles of China and G7 countries
Type
journal article in Web of Science
Language
English
Original Abstract
We employ a wavelet spectrum analysis to study globalization and business cycles in China and G7 countries. The co-movement synchronization between G7 countries and China is shown to have undergone frequent and large changes during our sample period. The co-movements for business-cycle frequencies are generally different from those for other frequencies.We find a significant relationship between the timevarying wavelet measure of synchronization and trade only for business-cycle frequencies. The co-movements at longer frequencies are negatively related to trade, so that the overall co-movements and trade tend not to be significantly related.
Keywords
globalization; business cycles; synchronization; trade; wavelet analysis
Authors
FIDRMUC, J.; KORHONEN, I.; POMĚNKOVÁ, J.
RIV year
2014
Released
31. 10. 2014
Publisher
Routledge
Location
UK
ISBN
1350-4851
Periodical
APPLIED ECONOMICS LETTERS
Year of study
21
Number
18
State
United Kingdom of Great Britain and Northern Ireland
Pages from
1309
Pages to
1313
Pages count
5
BibTex
@article{BUT108718, author="Jarko {Fidrmuc} and Iikka {Korhonen} and Jitka {Poměnková}", title="Wavelet spectrum analysis of business cycles of China and G7 countries", journal="APPLIED ECONOMICS LETTERS", year="2014", volume="21", number="18", pages="1309--1313", doi="10.1080/13504851.2014.920468", issn="1350-4851" }