bibtype J - Journal Article
ARLID 0504389
utime 20240103222003.1
mtime 20190504235959.9
SCOPUS 85057338520
WOS 000521161000011
DOI 10.1007/s00181-018-1601-x
title (primary) (eng) Growth cycle synchronization of the Visegrad Four and the European Union
specification
page_count 17 s.
media_type P
serial
ARLID cav_un_epca*0293026
ISSN 0377-7332
title Empirical Economics
volume_id 58
volume 4 (2020)
page_num 1779-1795
publisher
name Heidelberg Physica
keyword Growth cycles
keyword Synchronization
keyword Integration
keyword Time–frequency
keyword Wavelets
keyword Co-movement
author (primary)
ARLID cav_un_auth*0374855
name1 Hanus
name2 L.
country CZ
share 50
author
ARLID cav_un_auth*0101217
name1 Vácha
name2 Lukáš
institution UTIA-B
full_dept (cz) Ekonometrie
full_dept Department of Econometrics
department (cz) E
department E
full_dept Department of Econometrics
share 50
garant K
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
source
url http://library.utia.cas.cz/separaty/2019/E/vacha-0504389.pdf
source
url https://link.springer.com/article/10.1007/s00181-018-1601-x
cas_special
project
project_id GA16-14151S
agency GA ČR
country CZ
ARLID cav_un_auth*0344061
project
project_id 366015
agency GAUK
country CZ
ARLID cav_un_auth*0374856
abstract (eng) In this paper, we map the growth cycle synchronization across the European Union, specifically focusing on the position of the Visegrad Four countries. We study the synchronization using frequency and time-frequency domain. To accommodate for dynamic relationships among the countries, we propose a wavelet cohesion measure with time-varying weights. Analyzing quarterly data from 1995 to 2017, we show an increasing co-movement of the Visegrad Four countries with the European Union after the countries have accessed the European Union. We show that participation in a currency union increases the co-movement of the country adopting the Euro. Furthermore, we find a high degree of synchronization at business cycle frequencies of the Visegrad Four and countries of the European monetary union.
result_subspec WOS
RIV AH
FORD0 50000
FORD1 50200
FORD2 50202
reportyear 2021
num_of_auth 2
inst_support RVO:67985556
permalink http://hdl.handle.net/11104/0296330
cooperation
ARLID cav_un_auth*0359004
name IES FSV UK
country CZ
confidential S
mrcbC86 1 Article Economics|Social Sciences Mathematical Methods
mrcbC91 C
mrcbT16-e ECONOMICS|SOCIALSCIENCESMATHEMATICALMETHODS
mrcbT16-i 0.00438
mrcbT16-j 0.592
mrcbT16-s 0.605
mrcbT16-B 32.187
mrcbT16-D Q3
mrcbT16-E Q2
arlyear 2020
mrcbU14 85057338520 SCOPUS
mrcbU24 PUBMED
mrcbU34 000521161000011 WOS
mrcbU63 cav_un_epca*0293026 Empirical Economics 0377-7332 1435-8921 Roč. 58 č. 4 2020 1779 1795 Heidelberg Physica