RETRACTED: Financial integration and international transmission of business cycles: evidence from dynamic correlations (Retracted article. See vol. 19, pg. 1649, 2012)

被引：1
|
作者：
Rosoi, Georgiana Nicoleta
机构：
[1] 103 Castle Road, Chatham
来源：
APPLIED ECONOMICS LETTERS | 2012年 / 19卷 / 08期
关键词：
business cycle; transmission; financial integration; dynamic correlation; SYNCHRONIZATION; FACTS; TRADE;
D O I：
10.1080/13504851.2011.597719
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
I estimate determinants of dynamic correlations of output comovement of Organisation for Economic Co-operation and Development (OECD) countries between 1992 and 2010. I show that trade intensity, degree of financial integration and specialization pattern have significantly different effects on comovements at different frequencies. This can bias the results using aggregate data or statistical filters. For example, financial integration is showed to have the highest positive effect for middle business frequencies, while it is insignificant for short-term frequencies.
引用
收藏
页码：735 / 738
页数：4
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