Detail publikace

Wavelet spectrum analysis of business cycles of China and G7 countries

Originální název

Wavelet spectrum analysis of business cycles of China and G7 countries

Anglický název

Wavelet spectrum analysis of business cycles of China and G7 countries

Jazyk

en

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.

Anglický 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.

BibTex


@article{BUT108718,
  author="Jarko {Fidrmuc} and Iikka {Korhonen} and Jitka {Poměnková}",
  title="Wavelet spectrum analysis of business cycles of China and G7 countries",
  annote="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.",
  address="Routledge",
  chapter="108718",
  doi="10.1080/13504851.2014.920468",
  institution="Routledge",
  number="18",
  volume="21",
  year="2014",
  month="october",
  pages="1309--1313",
  publisher="Routledge",
  type="journal article"
}