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Frequency aspects of information transmission in a network of three Western equity markets

Schmidbauer, Harald; Rösch, Angi; Uluceviz, Erhan - 2016

Cycles in the behavior of stock markets have been widely documented. There is an increasing body of literature on whether stock markets anticipate business cycles or its turning points. Several recent studies assert that financial integration impacts positively on business cycle comovements of...

Persistent link: https://www.econbiz.de/10011696313

China and the World economy: Wavelet spectrum analysis of business cycles

Poměnková, Jitka; Fidrmuc, Jarko; Korhonen, Iikka - 2014

-movement synchronization between G7 countries and China is shown to have undergone frequent and large changes during our sample period. The co …-movements for business cycle frequencies are generally different from those for other frequencies, and synchronization with China … synchronization at business-cycle frequency. We find a significant relationship between the time-varying wavelet measure of …

Persistent link: https://www.econbiz.de/10012148722

China and the World economy: Wavelet spectrum analysis of business cycles

Pomenková, Jitka; Fidrmuc, Jarko; Korhonen, Iikka - Siirtymätalouksien tutkimuslaitos, Suomen Pankki - 2014

Persistent link: https://www.econbiz.de/10011191519

Wavelet spectrum analysis of business cycles of China and G7 countries

Fidrmuc, Jarko; Korhonen, Iikka; Poměnková, Jitka - In: Applied economics letters 21 (2014) 16/18, pp. 1309-1313

Persistent link: https://www.econbiz.de/10010467433

Frequency aspects of information transmission in a network of three Western equity markets

Schmidbauer, Harald; Rösch, Angi; Uluceviz, Erhan - 2016

Persistent link: https://www.econbiz.de/10011609909

Are emerging economies' credit cycles synchronized? : fresh evidence from time-frequency analysis

Saini, Seema; Kumar, Utkarsh; Ahmad, Wasim - In: International journal of emerging markets 19 (2024) 3, pp. 561-581

Persistent link: https://www.econbiz.de/10014487371

Real and financial cycles in Euro area economies : results from wavelet analysis

Scharnagl, Michael; Mandler, Martin - In: Jahrbücher für Nationalökonomie und Statistik 239 (2019) 5/6, pp. 895-916

Persistent link: https://www.econbiz.de/10012122227

Coherence of output gaps in the euro area : the impact of the Covid-19 shock

Haan, Jakob de; Jacobs, Jan; Zijm, Renske - 2022

Using the measures proposed by Mink et al. (2012), we reexamine the coherence of business cycles in the euro area using a long sample period. We also analyze the impact of the COVID-19 pandemic on business cycle coherence and examine whether our measures for business cycle coherence indicate a...

Persistent link: https://www.econbiz.de/10013168003

How Phillips curve dynamics enhance business cycle synchronization analysis in Central and Eastern Europe

Petz, Nico; Zörner, Thomas - 2025

This paper analyzes business cycle synchronization and the Phillips curve (PC) relationship in Central, Eastern, and … countries. These results highlight the role of EU membership in fostering economic synchronization and emphasize the importance …

Persistent link: https://www.econbiz.de/10015402052

Money growth and consumer price inflation in the euro area: An update

Mandler, Martin; Scharnagl, Michael - 2023

We update the wavelet-based analysis of the relationship between money growth and inflation in the euro area in Mandler and Scharnagl (2014). The relationship between headline M3 growth and inflation at low frequencies has weakened over the 1990s. However, we find evidence of stable comovement...

Persistent link: https://www.econbiz.de/10014476388