About: A wavelet-based approach to filter out symmetric macroeconomic shocks

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	We propose a novel method for econometric time series analysis. This method acts as the comovement-selective filter and is useful to filter out the cycles that are caused by an global event present in the reference time series. We demonstrate its applicability on removing symmetric macroeconomic shock caused by recent financial crisis from the business cycle of the euro area according to the comovement with the United States. The application allowing to identify the country specific business cycles in the Visegrad countries data using the comovement with Germany is also presented. The method is based on the continuous wavelet transform, its inverse and the comovement measurement in the time-frequency domain. Its application also enables to uncover detailed development of the business cycle synchronization in time. We propose a novel method for econometric time series analysis. This method acts as the comovement-selective filter and is useful to filter out the cycles that are caused by an global event present in the reference time series. We demonstrate its applicability on removing symmetric macroeconomic shock caused by recent financial crisis from the business cycle of the euro area according to the comovement with the United States. The application allowing to identify the country specific business cycles in the Visegrad countries data using the comovement with Germany is also presented. The method is based on the continuous wavelet transform, its inverse and the comovement measurement in the time-frequency domain. Its application also enables to uncover detailed development of the business cycle synchronization in time. (en)
Title	A wavelet-based approach to filter out symmetric macroeconomic shocks A wavelet-based approach to filter out symmetric macroeconomic shocks (en)
skos:prefLabel	A wavelet-based approach to filter out symmetric macroeconomic shocks A wavelet-based approach to filter out symmetric macroeconomic shocks (en)
skos:notation	RIV/00216305:26220/14:PU105744!RIV15-MSM-26220___
http://linked.open...avai/riv/aktivita	P S
http://linked.open...avai/riv/aktivity	P(ED2.1.00/03.0072), P(EE2.3.20.0007), P(GAP402/11/0570), S
http://linked.open...iv/cisloPeriodika	4
http://linked.open...vai/riv/dodaniDat	2015
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	1282
http://linked.open...ai/riv/idVysledku	RIV/00216305:26220/14:PU105744
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	wavelet transform, flters, comovement, macroeconomic shocks (en)
http://linked.open.../riv/klicoveSlovo	comovement wavelet transform flters macroeconomic shocks
http://linked.open...odStatuVydavatele	NL - Nizozemsko
http://linked.open...ontrolniKodProRIV	[BA6AB452BB28]
http://linked.open...i/riv/nazevZdroje	Computational Economics
http://linked.open...in/vavai/riv/obor	BB
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	3 (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	2014
http://linked.open...v/svazekPeriodika	2014 (44)
http://linked.open...iv/tvurceVysledku	Kapounek, Svatopluk Maršálek, Roman Poměnková, Jitka
issn	0927-7099
number of pages	12 (xsd:int)
http://bibframe.org/vocab/doi	10.1007/s10614-013-9403-x
http://localhost/t...ganizacniJednotka	26220

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