Utilize este identificador para referenciar este registo:
https://hdl.handle.net/1822/13720
Registo completo
Campo DC | Valor | Idioma |
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dc.contributor.author | Conraria, Luís Aguiar | - |
dc.contributor.author | Soares, M. J. | - |
dc.date.accessioned | 2011-09-28T09:36:00Z | - |
dc.date.available | 2011-09-28T09:36:00Z | - |
dc.date.issued | 2011-09 | - |
dc.identifier.issn | 0164-0704 | por |
dc.identifier.uri | https://hdl.handle.net/1822/13720 | - |
dc.description.abstract | We use wavelet analysis to study business cycle synchronization across the EU-15 and the Euro-12 countries. Based on the wavelet transform, we propose a metric to measure and test for business cycles synchronization. Several conclusions emerge. France and Germany form the core of the Euro land, being the most synchronized countries with the rest of Europe. Portugal, Greece, Ireland and Finland do not show statistically relevant degrees of synchronization with Europe. We also show that some countries (like Spain) have a French accent, while others have a German accent (e.g., Austria). Perhaps surprisingly, we find that the French business cycle has been leading the German business cycle as well as the rest of Europe. Among the countries that may, in the future, join the Euro, the Czech Republic seems the most promising candidate. | por |
dc.description.sponsorship | Fundação para a Ciência e a Tecnologia (FCT) | por |
dc.language.iso | eng | por |
dc.publisher | Elsevier | por |
dc.rights | openAccess | por |
dc.subject | Business cycle synchronization | por |
dc.subject | European Union Integration | por |
dc.subject | Continuous wavelet transform | por |
dc.subject | Wavelet distance matrix | por |
dc.subject | Multidimensional scaling | por |
dc.title | Business cycle synchronization and the Euro: a wavelet analysis | por |
dc.type | article | por |
dc.peerreviewed | yes | por |
dc.relation.publisherversion | http://dx.doi.org/doi:10.1016/j.jmacro.2011.02.005 | por |
sdum.publicationstatus | published | por |
oaire.citationStartPage | 477 | por |
oaire.citationEndPage | 489 | por |
oaire.citationIssue | 3 | por |
oaire.citationTitle | Journal of Macroeconomics | por |
oaire.citationVolume | 33 | por |
dc.identifier.doi | 10.1016/j.jmacro.2011.02.005 | - |
dc.subject.wos | Social Sciences | por |
sdum.journal | Journal of Macroeconomics | por |
Aparece nas coleções: | DMA - Artigos (Papers) NIPE - Artigos em Revistas de Circulação Internacional com Arbitragem Científica |
Ficheiros deste registo:
Ficheiro | Descrição | Tamanho | Formato | |
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Business cycle synchronization and the Euro a wavelet analysis.pdf | Business cycle synchronization and the Euro : a wavelet analysis | 931,74 kB | Adobe PDF | Ver/Abrir |