Spectral Analysis Of Business Cycles In The Visegrad Group Countries

Arkadiusz Kijek

doi:10.1515/cer-2017-0012

Autor

Arkadiusz Kijek Maria Curie-Skłodowska University in Lublin, Faculty of Economics, Department of Statistics and Econometrics

DOI:

https://doi.org/10.1515/cer-2017-0012

Słowa kluczowe:

cykle koniunkturalne, synchronizacja, analiza spektralna, transformata Fouriera

Abstrakt

W artykule zbadano właściwości cykli koniunkturalnych w krajach Grupy Wyszehradzkiej. Głównym celem jest identyfikacja cykli koniunkturalnych w tych państwach i analiza powiązań pomiędzy nimi. Autor wykorzystuje modyfikację transformaty Fouriera do estymacji amplitud i częstotliwości cykli. Pozwala ona na precyzyjniejsze oszacowanie charakterystyk cykli niż w tradycyjnym podejściu. Analiza cross-spektralna komponentów cyklicznych PKB dla Czech, Węgier, Polski i Słowacji umożliwiła ocenę stopnia synchronizacji cykli koniunkturalnych w tych krajach.

Pobrania

Brak dostępnych danych do wyświetlenia.

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