- Tytuł:
- Spectral analysis of business cycles in Poland and its major trading partners
- Autorzy:
- Kijek, A.
- Powiązania:
- https://bibliotekanauki.pl/articles/406484.pdf
- Data publikacji:
- 2017
- Wydawca:
- Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
- Tematy:
-
business cycle
synchronization
spectral analysis
Fourier representation
cykl koniunkturalny
synchronizacja
analiza spektralna
reprezentacja Fouriera - Opis:
- The properties of business cycles in Poland and its major trading partners have been examined. The business cycle synchronization (BCS) between Poland and other countries was studied in order to assess the impact of international trade on BCS. The author applies a modification of the Fourier analysis to the estimation of cycle amplitudes and frequencies. This allows more precise estimation of the cycle characteristics than the traditional approach. Cross-spectral analysis of the cyclical components of GDP for Poland and its major trading partners enables us to study the relationships between business cycles in these countries. Comparing the international structure of Polish trade with that of EU members with the cross-spectral characteristics of GDP series allows us to investigate the links between international trade and business cycle synchronization.
- Źródło:
-
Operations Research and Decisions; 2017, 27, 1; 57-75
2081-8858
2391-6060 - Pojawia się w:
- Operations Research and Decisions
- Dostawca treści:
- Biblioteka Nauki
Artykuł