Spectral analysis of business cycles in the Visegrad group countries

Artikel

This paper examines the business cycle properties of Visegrad group countries. The main objective is to identify business cycles in these countries and to study the relationships between them. The author applies a modification of the Fourier analysis to estimate cycle amplitudes and frequencies. This allows for a more precise estimation of cycle characteristics than the traditional approach. The cross-spectral analysis of GDP cyclical components for the Czech Republic, Hungary, Poland and Slovakia makes it possible to assess the degree of business cycle synchronization between the countries.

Object Details

• Language: Englisch

References and Relationships

• Bibliographic citation: Journal: Comparative Economic Research. Central and Eastern Europe ; ISSN: 2082-6737 ; Volume: 20 ; Year: 2017 ; Issue: 2 ; Pages: 53-71 ; Warsaw: De Gruyter

Classification and Topics

• Classification: Wirtschaft ; Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes ; Model Evaluation, Validation, and Selection ; Business Fluctuations; Cycles ; International Business Cycles
• Subject: business cycle ; synchronization ; spectral analysis ; Fourier representation

Contributors, Places and Time

• Event: Geistige Schöpfung
• (who): Kijek, Arkadiusz
• Event: Veröffentlichung
• (who): De Gruyter
• (where): Warsaw
• (when): 2017

Further information

• DOI: doi:10.1515/cer-2017-0012
• Handle: http://hdl.handle.net/10419/184433
• Last update: 10.03.2025, 11:43 AM CET