Wavelet spectrum analysis of business cycles of China and G7 countries

Jarko Fidrmuc, Iikka Korhonen and Jitka Poměnkov�
Authors registered in the RePEc Author Service: Jitka Poměnková

Applied Economics Letters, 2014, vol. 21, issue 18, 1309-1313

Abstract: We employ a wavelet spectrum analysis to study globalization and business cycles in China and G7 countries. The co-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. We find a significant relationship between the time-varying wavelet measure of synchronization and trade only for business-cycle frequencies. The co-movements at longer frequencies are negatively related to trade, so that the overall co-movements and trade tend not to be significantly related.

Date: 2014
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DOI: 10.1080/13504851.2014.920468

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