Stylized facts of business cycles in a transition economy in time and frequency

C-Tier
Journal: Economic Modeling
Year: 2012
Volume: 29
Issue: 6
Pages: 2163-2173

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We discuss the properties of business cycles in Romania between 1991 and 2011 using a wavelets based method. We compare it with the standard approaches in literature. We analyze the relationship between output and key macroeconomic variables in time and frequency. While in terms of comovement the results are mostly in line with previous findings, there is a better picture of the time varying features as well as the influence of recessions on the nature of the relationships. The approach applied here can also isolate the influence of specific events, like the accession to the European Union.

Technical Details

RePEc Handle
repec:eee:ecmode:v:29:y:2012:i:6:p:2163-2173
Journal Field
General
Author Count
1
Added to Database
2026-01-25