A CROSS-SPECTRAL ANALYSIS OF ROMANIA’S FOREIGN TRADE IN AGRICULTURAL PRODUCTS

Calcedonia Enache ()
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Calcedonia Enache: Academy of Economics Studies, Bucharest, Romania

Agricultural Economics and Rural Development, 2009, vol. 6, issue 1, pages 117-124

Abstract: An interesting variant, from the point of view of the factor analysis in the economy, is represented by the Crossed Spectral Analysis. The simultaneous analysis of the oscillation of different frequencies for two or several data series can be regarded as an analytical approach, by constituent elements, of the correlation between two or several phenomena evolving in parallel in time. The objective of the present study consists in the analysis of the interdependency relations between Romania’s agri-food exports and imports focusing on the relation intensity in the synchronous but mainly in asynchronous optics (phase lag) for the different frequency components.

Keywords: spectral analysis; trade balance; agricultural products. (search for similar items in EconPapers)
JEL-codes: C4 F19 (search for similar items in EconPapers)
Date: 2009
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Persistent link: http://EconPapers.repec.org/RePEc:iag:reviea:v:6:y:2009:i:1:p:117-124

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