Spectral Analysis of Business Cycles in Poland and Its Major Trading Partners

• Autorzy: Arkadiusz Kijek
• Języki publikacji: EN

Abstrakty

EN

The properties of business cycles in Poland and its major trading partners have been examined. The business cycle synchronization (BCS) between Poland and other countries was studied in order to assess the impact of international trade on BCS. The author applies a modification of the Fourier analysis to the estimation of cycle amplitudes and frequencies. This allows more precise estimation of the cycle characteristics than the traditional approach. Cross-spectral analysis of the cyclical components of GDP for Poland and its major trading partners enables us to study the relationships between business cycles in these countries. Comparing the international structure of Polish trade with that of EU members with the cross-spectral characteristics of GDP series allows us to investigate the links between international trade and business cycle synchronization. (original abstract)

Słowa kluczowe

EN

Business cycles; Business partners; International trade; Spectral analysis

PL

Cykl koniunkturalny; Partner handlowy; Handel międzynarodowy; Analiza widmowa

• Czasopismo: Operations Research and Decisions
• Rocznik: 2017
• Tom: 27
• Numer: nr 1
• Strony: 57--75

Twórcy

autor

Arkadiusz Kijek

• Maria Curie-Skłodowska University in Lublin, Poland

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Identyfikatory

DOI

10.5277/ord170104