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  • The paper addresses selected methodological issues of the business cycle analysis. As the choice of detrending techniques significantly influences the analysis of the classical and growth business cycles, the impact of various techniques as well as the suitability of detrending filters in context of European area convergence analysis is examined. The paper evaluates characteristics of four selected filtering techniques widely used in the literature using current macroeconomic data of the EU countries. The appropriateness of the filters is examined according to the criteria of an ideal filter defined in the paper using the periodogram analysis. The main findings indicate the Christiano-Fitzgerald filter to fit the best to the ideal filter criteria.
  • The paper addresses selected methodological issues of the business cycle analysis. As the choice of detrending techniques significantly influences the analysis of the classical and growth business cycles, the impact of various techniques as well as the suitability of detrending filters in context of European area convergence analysis is examined. The paper evaluates characteristics of four selected filtering techniques widely used in the literature using current macroeconomic data of the EU countries. The appropriateness of the filters is examined according to the criteria of an ideal filter defined in the paper using the periodogram analysis. The main findings indicate the Christiano-Fitzgerald filter to fit the best to the ideal filter criteria. (en)
Title
  • Some methodological limitations of business cycle analysis within the European area
  • Some methodological limitations of business cycle analysis within the European area (en)
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  • Some methodological limitations of business cycle analysis within the European area
  • Some methodological limitations of business cycle analysis within the European area (en)
skos:notation
  • RIV/62156489:43110/14:00224243!RIV15-MSM-43110___
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  • P(7E12049)
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http://linked.open...iv/duvernostUdaju
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  • 45973
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  • RIV/62156489:43110/14:00224243
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  • periodogram; Hodrick-Prescott filter; detrending; Baxter-King filter; Christiano-Fitzgerald filter; business cycle; Butterworth filter (en)
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  • [48C92BE14D4B]
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  • Olomouc
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  • Olomouc
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  • Proceedings of the 32nd International Conference Mathematical Methods in Economics 2014
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  • Rozmahel, Petr
  • Issever Grochová, Ladislava
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number of pages
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  • Univerzita Palackého v Olomouci
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  • 978-80-244-4209-9
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  • 43110
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