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  • This paper deals with identification of stylized facts of Czech business cycle. Empirical time series are decomposed into trend and cyclical component using bandpass filter. Cross-correlations between cyclical component of GDP and of various time series are computed. Behaviour of the series over the cycle is determined, leading and lagging indicators are identified. The Granger causality between GDP and other aggregate variables is tested.
  • This paper deals with identification of stylized facts of Czech business cycle. Empirical time series are decomposed into trend and cyclical component using bandpass filter. Cross-correlations between cyclical component of GDP and of various time series are computed. Behaviour of the series over the cycle is determined, leading and lagging indicators are identified. The Granger causality between GDP and other aggregate variables is tested. (en)
Title
  • Stylized Facts of Business Cycle in the Czech Republic
  • Stylized Facts of Business Cycle in the Czech Republic (en)
skos:prefLabel
  • Stylized Facts of Business Cycle in the Czech Republic
  • Stylized Facts of Business Cycle in the Czech Republic (en)
skos:notation
  • RIV/00216224:14560/06:00015842!RIV10-GA0-14560___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(1M0524), P(GA402/05/2172)
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
  • 502351
http://linked.open...ai/riv/idVysledku
  • RIV/00216224:14560/06:00015842
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Czech economy - stylized facts - bandpass filter - trend and cyclical components - Granger causality (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [2A359F814958]
http://linked.open...v/mistoKonaniAkce
  • Plzeň
http://linked.open...i/riv/mistoVydani
  • Plzeň
http://linked.open...i/riv/nazevZdroje
  • Mathematical Methods in Economics 2006
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...iv/tvurceVysledku
  • Hloušek, Miroslav
http://linked.open...vavai/riv/typAkce
http://linked.open...ain/vavai/riv/wos
  • 000262064700022
http://linked.open.../riv/zahajeniAkce
number of pages
http://purl.org/ne...btex#hasPublisher
  • Západočeská univerzita v Plzni
https://schema.org/isbn
  • 80-7043-480-5
http://localhost/t...ganizacniJednotka
  • 14560
is http://linked.open...avai/riv/vysledek of
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