About: Time and frequency domain in the business cycle structure

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	Th e presented paper deals with the identifi cation of cyclical behaviour of business cycle from the time and frequency domain perspective. Herewith, methods for obtaining the growth business cycle are investigated – the fi rst order diff erence, the unobserved component models, the regression curves and fi ltration using the Baxter-King, Christiano-Fitzgerald and Hodrick-Prescott fi lter. In the case of the time domain, the analysis identifi cation of cycle lengths is based on the dating process of the growth business cycle. Th us, the right and left variant of the naive techniques and the Bry-Boschan algorithm are applied. In the case of the frequency domain, the analysis of the cyclical structure trough spectrum estimate via the periodogram and the autoregressive process are suggested. Results from both domain approaches are compared. On their bases, recommendations for the cyclical structure identifi cation of the growth business cycle of the Czech Republic are formulated. In the time domain ana Th e presented paper deals with the identifi cation of cyclical behaviour of business cycle from the time and frequency domain perspective. Herewith, methods for obtaining the growth business cycle are investigated – the fi rst order diff erence, the unobserved component models, the regression curves and fi ltration using the Baxter-King, Christiano-Fitzgerald and Hodrick-Prescott fi lter. In the case of the time domain, the analysis identifi cation of cycle lengths is based on the dating process of the growth business cycle. Th us, the right and left variant of the naive techniques and the Bry-Boschan algorithm are applied. In the case of the frequency domain, the analysis of the cyclical structure trough spectrum estimate via the periodogram and the autoregressive process are suggested. Results from both domain approaches are compared. On their bases, recommendations for the cyclical structure identifi cation of the growth business cycle of the Czech Republic are formulated. In the time domain ana (en)
Title	Time and frequency domain in the business cycle structure Time and frequency domain in the business cycle structure (en)
skos:prefLabel	Time and frequency domain in the business cycle structure Time and frequency domain in the business cycle structure (en)
skos:notation	RIV/00216305:26220/12:PU100320!RIV13-GA0-26220___
http://linked.open...avai/predkladatel	Fakulta elektrotechniky a komunikačních technologií
http://linked.open...avai/riv/aktivita	P
http://linked.open...avai/riv/aktivity	P(ED2.1.00/03.0072), P(EE2.3.20.0007), P(GAP402/11/0570)
http://linked.open...iv/cisloPeriodika	7
http://linked.open...vai/riv/dodaniDat	2013
http://linked.open...aciTvurceVysledku	Maršálek, Roman Poměnková, Jitka
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Vysoké učení technické v Brně / Fakulta elektrotechniky a komunikačních technologií
http://linked.open...dnocenehoVysledku	174452
http://linked.open...ai/riv/idVysledku	RIV/00216305:26220/12:PU100320
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	spektrum, hospodářský cyklus, frekvenční doména, časová doména (en)
http://linked.open.../riv/klicoveSlovo	časová doména frekvenční doména hospodářský cyklus spektrum
http://linked.open...odStatuVydavatele	CZ - Česká republika
http://linked.open...ontrolniKodProRIV	[BC82D70FA201]
http://linked.open...i/riv/nazevZdroje	Agricultural Economics (AGRICECON)
http://linked.open...in/vavai/riv/obor	BB
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...vavai/riv/projekt	Wireless communication teams Centre of sensor, information and communication systems Time-frequency approach for the Czech Republic business cycle dating
http://linked.open...UplatneniVysledku	2012
http://linked.open...v/svazekPeriodika	2012
http://linked.open...iv/tvurceVysledku	Maršálek, Roman Poměnková, Jitka
issn	0139-570X
number of pages	15 (xsd:int)
http://localhost/t...ganizacniJednotka	26220
is http://linked.open...avai/riv/vysledek of	Time and frequency domain in the business cycle structure

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