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  • We focus on changes in dynamic correlation during the recent financial crisis. The results show different responses to this symmetric shock in V4 countries. We discuss possible specialization if the dynamic correlation increases only at certain of the frequencies. Especially, in the case of Czech Republic where the variability of dynamic correlation in business cycle frequencies increased in relation with the euro area, whereas decreased in relation with Germany. Consequently, we point out limitations of correlation and concordance index as common indicators of business cycle synchronization in time domain.
  • We focus on changes in dynamic correlation during the recent financial crisis. The results show different responses to this symmetric shock in V4 countries. We discuss possible specialization if the dynamic correlation increases only at certain of the frequencies. Especially, in the case of Czech Republic where the variability of dynamic correlation in business cycle frequencies increased in relation with the euro area, whereas decreased in relation with Germany. Consequently, we point out limitations of correlation and concordance index as common indicators of business cycle synchronization in time domain. (en)
Title
  • Variability of dynamic correlation - the evidence of sector-specific shocks in V4 countries
  • Variability of dynamic correlation - the evidence of sector-specific shocks in V4 countries (en)
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  • Variability of dynamic correlation - the evidence of sector-specific shocks in V4 countries
  • Variability of dynamic correlation - the evidence of sector-specific shocks in V4 countries (en)
skos:notation
  • RIV/62156489:43110/14:00224567!RIV15-GA0-43110___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GAP402/11/0570)
http://linked.open...iv/cisloPeriodika
  • 3
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 52980
http://linked.open...ai/riv/idVysledku
  • RIV/62156489:43110/14:00224567
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • frequency domain; synchronization; OCA theory; business cycle; concordance index; real convergence (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • CZ - Česká republika
http://linked.open...ontrolniKodProRIV
  • [2C66ECA8BA4D]
http://linked.open...i/riv/nazevZdroje
  • Prague Economic Papers
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 23
http://linked.open...iv/tvurceVysledku
  • Kapounek, Svatopluk
  • Maršálek, Roman
  • Poměnková, Jitka
http://linked.open...ain/vavai/riv/wos
  • 343271700006
issn
  • 1210-0455
number of pages
http://localhost/t...ganizacniJednotka
  • 43110
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