Detail projektu

Časově-frekvenční přístup k datování hospodářského cyklu České republiky (hlavní řešitel Mgr. Jitka Poměnková, Ph.D., MZLU Brno)

Období řešení: 01.01.2011 — 31.12.2012

Zdroje financování

Grantová agentura České republiky - Standardní projekty

- plně financující (2011-01-01 - nezadáno)

O projektu

Time-frequency approach for the Czech Republic business cycle dating

Popis anglicky
The project deals with thealternative business cycle dating approach using the time-frequency domain tostylization of the data and the research of time-frequency analysis methodsovercaming small sample size problem that is appropriate for Czech transition-type of economy. The basic steps for dating process are commonly provided in time domain. Suitableway for its completion offers thefrequency domain analysis, which helpsus to recognize cycle?s types, i.e. to distinguish different lengths of cycles. Bothapproaches are not able to provide the simultaneous information about cycletypes, their lengths and time localization as well. In orderto obtain reasonable results it is necessary to use and to compare severaleconomic indicators for that severaltime andfrequency domain techniques have to be applied. Time-frequencydomain analysis interconnects the advantages from the both time and frequencydomain approaches. In this way we areable to distinguish and establish sequences and order of cycles, i.e. the time,when cycle starts/ends.

Označení

GAP402/11/0570

Originální jazyk

čeština

Řešitelé

Dluhá Jitka, doc. RNDr., Ph.D. - hlavní řešitel
Maršálek Roman, prof. Ing., Ph.D. - spoluřešitel

Útvary

Ústav radioelektroniky
- příjemce (01.01.2011 - nezadáno)

Výsledky

POMĚNKOVÁ, J. Vybrané aspekty modelování hospodářského cyklu. vědecké monografie. vědecké monografie. Brno: Konvoj, 2011. 149 s. ISBN: 978-80-7302-161-0.
Detail

POMĚNKOVÁ, J.; KAPOUNEK, S.; MARŠÁLEK, R. Comparison of Methodological Approaches to Identify Economic Activity Regularities. Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2011, vol. 59, no. 7, p. 283-292. ISSN: 1211-8516.
Detail

ŠEBESTA, V.; MARŠÁLEK, R. Error of the signal cyclic component period estimation using AR model. In 2011 19th Telecommunications Forum (TELFOR) Proceedings of papers. 2011. p. 691-694. ISBN: 978-1-4577-1498-6.
Detail

BLUMENSTEIN, J.; POMĚNKOVÁ, J.; MARŠÁLEK, R. Comparative Study Of Time-Frequency Analysis Approaches With Application To Economic Indicators. In 26th European Conference on Modelling and Simulation ECMS 2012. Digitaldruck Pirrot GmbH Dudweiler, Germany: European council for Modelling and Simulation, 2012. p. 291-297. ISBN: 978-0-9564944-4-3.
Detail

POMĚNKOVÁ, J.; MARŠÁLEK, R. Time and frequency domain in the business cycle structure. Agricultural Economics (AGRICECON), 2012, vol. 2012, no. 7, p. 332-346. ISSN: 0139-570X.
Detail

POMĚNKOVÁ, J.; MARŠÁLEK, R. Time and Frequency Domain in the Business Cycle Structure. 2011, vol. 2011, no. 7, p. 1-24.
Detail

KAPOUNEK, S.; POMĚNKOVÁ, J. Liquidity supply and money velocity co-movements in the Eurozone – Time-Frequency Domain Approach. Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2012, vol. 60, no. 2, p. 109-116. ISSN: 1211-8516.
Detail

POMĚNKOVÁ, J. Identifikace hospodářského cyklu. Journal of Economics, 2012, roč. 60, č. 9, s. 899-917. ISSN: 0013-3035.
Detail

POMĚNKOVÁ, J.; KAPOUNEK, S. The Endogeneity of Optimum Currency Area Criteria in the Context of Financial Crisis: Evidence from Time-Frequency Domain Analysis. Agricultural Economics (AGRICECON), 2013, vol. 58, no. 9, p. 389-395. ISSN: 0139-570X.
Detail

MARŠÁLEK, R.; POMĚNKOVÁ, J.; KAPOUNEK, S. A wavelet-based approach to filter out symmetric macroeconomic shocks. Computational Economics, 2014, vol. 2014 (44), no. 4, p. 477-488. ISSN: 0927-7099.
Detail

ŠEBESTA, V.; MARŠÁLEK, R.; POMĚNKOVÁ, J. The Modified Empirical Mode Decomposition method for analysing the cyclical behavior of time series. In Proceedings 27th European Conference on Modelling and Simulation ECMS 2013. Alesund, Norway: ECMS, 2013. p. 288-292. ISBN: 978-0-9564944-6-7.
Detail

KAPOUNEK, S.; POMĚNKOVÁ, J. Spurious synchronization of business cycles: Dynamic correlation analysis of V4 countries. Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2012, vol. 60, no. 4, p. 181-188. ISSN: 1211-8516.
Detail

Odpovědnost: Dluhá Jitka, doc. RNDr., Ph.D.