메뉴 건너뛰기




Volumn 33, Issue 3, 2011, Pages 477-489

Business cycle synchronization and the Euro: A wavelet analysis

Author keywords

Business cycle synchronization; Continuous wavelet transform; European Union integration; Multidimensional scaling; Wavelet distance matrix

Indexed keywords


EID: 79955971454     PISSN: 01640704     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmacro.2011.02.005     Document Type: Article
Times cited : (254)

References (28)
  • 2
    • 79955971512 scopus 로고    scopus 로고
    • The continuous wavelet transform: a primer. NIPE-WP 23/2010.
    • Aguiar-Conraria, L., Soares, M.J., 2010. The continuous wavelet transform: a primer. NIPE-WP 23/2010. http://www3.eeg.uminho.pt/economia/nipe/docs/2010/NIPE_WP_23_2010.pdf.
    • (2010)
    • Aguiar-Conraria, L.1    Soares, M.J.2
  • 4
    • 12144250295 scopus 로고    scopus 로고
    • Determinants of business cycle comovement: a robust analysis
    • Baxter M., Kouparitsas M. Determinants of business cycle comovement: a robust analysis. Journal of Monetary Economics 2005, 52:113-157.
    • (2005) Journal of Monetary Economics , vol.52 , pp. 113-157
    • Baxter, M.1    Kouparitsas, M.2
  • 5
    • 79955960088 scopus 로고    scopus 로고
    • Great Circle Distances
    • Byers, J., 2003. Great Circle Distances. http://chemical-ecology.net/.
    • (2003)
    • Byers, J.1
  • 10
    • 33947587196 scopus 로고    scopus 로고
    • A guide to wavelets for economists
    • Crowley P. A guide to wavelets for economists. Journal of Economic Surveys 2007, 21:207-267.
    • (2007) Journal of Economic Surveys , vol.21 , pp. 207-267
    • Crowley, P.1
  • 11
    • 79955974912 scopus 로고    scopus 로고
    • How hard is the euro area core? An evaluation of growth cycles using wavelet analysis. Bank of Finland Research Discussion Papers 18.
    • Crowley, P., Maraun, D., Mayes, D., 2006 How hard is the euro area core? An evaluation of growth cycles using wavelet analysis. Bank of Finland Research Discussion Papers 18.
    • (2006)
    • Crowley, P.1    Maraun, D.2    Mayes, D.3
  • 12
    • 79953308185 scopus 로고    scopus 로고
    • How fused is the Euro area core? An evaluation of growth cycle co-movement and synchronization using wavelet analysis
    • Crowley P., Mayes D. How fused is the Euro area core? An evaluation of growth cycle co-movement and synchronization using wavelet analysis. Journal of Business Cycle Measurement and Analysis 2008, 4:63-95.
    • (2008) Journal of Business Cycle Measurement and Analysis , vol.4 , pp. 63-95
    • Crowley, P.1    Mayes, D.2
  • 14
    • 0142197986 scopus 로고    scopus 로고
    • The endogeneity of the optimum currency area criteria
    • Frankel J.A., Rose A.K. The endogeneity of the optimum currency area criteria. The Economic Journal 1998, 108:1009-1025.
    • (1998) The Economic Journal , vol.108 , pp. 1009-1025
    • Frankel, J.A.1    Rose, A.K.2
  • 15
    • 57349163607 scopus 로고    scopus 로고
    • Significance tests for the wavelet cross spectrum power and wavelet linear coherence
    • Ge Z. Significance tests for the wavelet cross spectrum power and wavelet linear coherence. Annales Geophysicae 2008, 26:3819-3829.
    • (2008) Annales Geophysicae , vol.26 , pp. 3819-3829
    • Ge, Z.1
  • 17
    • 0021642206 scopus 로고
    • Cycle-octave and related transforms in seismic signal analysis
    • Goupillaud P., Grossman A., Morlet J. Cycle-octave and related transforms in seismic signal analysis. Geoexploration 1984, 23:85-102.
    • (1984) Geoexploration , vol.23 , pp. 85-102
    • Goupillaud, P.1    Grossman, A.2    Morlet, J.3
  • 18
    • 0000562670 scopus 로고
    • Decomposition of Hardy functions into square integrable wavelets of constant shape
    • Grossmann A., Morlet J. Decomposition of Hardy functions into square integrable wavelets of constant shape. SIAM Journal on Mathematical Analysis 1984, 15:723-736.
    • (1984) SIAM Journal on Mathematical Analysis , vol.15 , pp. 723-736
    • Grossmann, A.1    Morlet, J.2
  • 20
    • 79955955651 scopus 로고    scopus 로고
    • HMT. UK membership of the single currency: assessment of the five economic tests. H.M. Treasury, June.
    • HMT, 2003. UK membership of the single currency: assessment of the five economic tests. H.M. Treasury, June.
    • (2003)
  • 21
    • 4444370534 scopus 로고    scopus 로고
    • Trade, finance, specialization, and synchronization
    • Imbs J. Trade, finance, specialization, and synchronization. The Review of Economics and Statistics 2004, 86:723-734.
    • (2004) The Review of Economics and Statistics , vol.86 , pp. 723-734
    • Imbs, J.1
  • 22
    • 43149113484 scopus 로고    scopus 로고
    • Trade and business cycle synchronization in OECD countries - a re-examination
    • Inklaar R., Jong-A-Pin R., de Haan J. Trade and business cycle synchronization in OECD countries - a re-examination. European Economic Review 2008, 52:646-666.
    • (2008) European Economic Review , vol.52 , pp. 646-666
    • Inklaar, R.1    Jong-A-Pin, R.2    de Haan, J.3
  • 23
    • 79955959046 scopus 로고    scopus 로고
    • Wavelet: a new tool for business cycle analysis. Working Paper 2005-050A, Federal Reserve Bank of St. Louis.
    • Raihan, S., Wen, Y., Zeng, B., 2005. Wavelet: a new tool for business cycle analysis. Working Paper 2005-050A, Federal Reserve Bank of St. Louis.
    • (2005)
    • Raihan, S.1    Wen, Y.2    Zeng, B.3
  • 26
    • 77951880908 scopus 로고    scopus 로고
    • Measuring comovement in the time-frequency space
    • Rua A. Measuring comovement in the time-frequency space. Journal of Macroeconomics 2010, 32:685-691.
    • (2010) Journal of Macroeconomics , vol.32 , pp. 685-691
    • Rua, A.1
  • 28


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.