spurious synchronization of business cycles – dynamic correlation analysis of v4 countries

Clicks: 162
ID: 201809
2012
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Abstract
The purpose of our paper is to define rules for decision of existence spurious synchronization of countries within the currency area. We devote this new methodological approach from an empirical research based on the variability of a dynamic correlation (correlation in frequency domain). We analyze the dynamic correlation in full range and in the business cycle frequencies as well. We also consider lags in economic activity co-movements. Contrary to the standard approach we show its insufficiency especially in case of time domain instruments. For this goal GDP values in quarters of the four Visegrad countries and the Eurozone in the period 1997/Q1–2011/Q1 are used.
Reference Key
kapounek2012actaspurious Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors ;Svatopluk Kapounek;Jitka Poměnková
Journal Talanta
Year 2012
DOI
10.11118/actaun201260040181
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