Detail publikace

Wavelet spectrum analysis of business cycles of China and G7 countries

FIDRMUC, J. KORHONEN, I. POMĚNKOVÁ, J.

Originální název

Wavelet spectrum analysis of business cycles of China and G7 countries

Typ

článek v časopise ve Web of Science, Jimp

Jazyk

angličtina

Originální abstrakt

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.

Klíčová slova

globalization; business cycles; synchronization; trade; wavelet analysis

Autoři

FIDRMUC, J.; KORHONEN, I.; POMĚNKOVÁ, J.

Rok RIV

2014

Vydáno

31. 10. 2014

Nakladatel

Routledge

Místo

UK

ISSN

1350-4851

Periodikum

APPLIED ECONOMICS LETTERS

Ročník

21

Číslo

18

Stát

Spojené království Velké Británie a Severního Irska

Strany od

1309

Strany do

1313

Strany počet

5

BibTex

@article{BUT108718,
  author="Jarko {Fidrmuc} and Iikka {Korhonen} and Jitka {Dluhá}",
  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"
}