International transmission of business cycles: Evidence from dynamic correlations

We exploit dynamic correlations to estimate determinants of output comovement between OECD countries. Trade intensity, financial integration, and specialization patterns have significantly different effects on comovements at different frequencies. This sheds more light on previous results based on statistical filters.

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Year of publication:	2012
Authors:	Fidrmuc, Jarko ; Ikeda, Taro ; Iwatsubo, Kentaro
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 114.2012, 3, p. 252-255
Publisher:	Elsevier
Subject:	Business cycle \| Financial integration \| Frequency domain \| Dynamic correlation

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Type of publication:	Article
Classification:	E3 - Prices, Business Fluctuations, and Cycles ; F1 - Trade ; F4 - Macroeconomic Aspects of International Trade and Finance
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010572181