Fidrmuc, Jarko and Ikeda, Taro and Iwatsubo, Kentaro (2012) International transmission of business cycles: Evidence from dynamic correlations. ECONOMICS LETTERS, 114 (3). pp. 252-255. ISSN 0165-1765,
Full text not available from this repository. (Request a copy)Abstract
We exploit dynamic correlations to estimate determinants of output comovement between OECD countries. Trade intensity, financial integration, and specialization patterns have significantly different effects on comovements at different frequencies. This sheds more light on previous results based on statistical filters. (C) 2011 Elsevier B.V. All rights reserved.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | SYNCHRONIZATION; FINANCE; FACTS; TRADE; Business cycle; Financial integration; Frequency domain; Dynamic correlation |
| Subjects: | 900 History & geography > 940 General history of Europe |
| Divisions: | Institute for East and Southeast European Studies (IESES) |
| Depositing User: | Dr. Gernot Deinzer |
| Date Deposited: | 19 May 2020 05:12 |
| Last Modified: | 19 May 2020 05:12 |
| URI: | https://pred.uni-regensburg.de/id/eprint/19173 |
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