Dating Business Cycles of Emerging Markets
| Název práce v češtině: | |
|---|---|
| Název v anglickém jazyce: | Dating Business Cycles of Emerging Markets |
| Akademický rok vypsání: | 2014/2015 |
| Typ práce: | diplomová práce |
| Jazyk práce: | angličtina |
| Ústav: | Institut ekonomických studií (23-IES) |
| Vedoucí / školitel: | PhDr. Jaromír Baxa, Ph.D. |
| Řešitel: | skrytý - zadáno vedoucím/školitelem |
| Datum přihlášení: | 13.02.2015 |
| Datum zadání: | 13.02.2015 |
| Zásady pro vypracování |
| First the NBER procedure and standard filtering methods are employed on available CEE countries data. The last 20 years are taken into consideration. After applying seasonal adjustments, the business cycles are identified and the two results compared. |
| Seznam odborné literatury |
| 1. Aguiar, M. & G. Gopinath (2007): “Emerging Market Business Cycles: The Cycle
is the Trend.” Journal of Political Economy vol. 115: pp. 69–102. 2. Arleano, C. & E. Mendroza (2002): “Credit Frictions and ’Sudden Stops’ in Small Open Economies: An Equilibrium Business Cycle Framework for Emerging Market Crises.” NBER Working Paper No. w8880. 3. Correia, I. & J. C. Neves & S. Rebelo (1995): “Business Cycles in Small Open Economies.” European Economic Review 39(6): pp. 1089–1113. 4. Mendoza, E. (1991): “Real Business Cycles in a Small Open Economy.” American Economic Review 81(4): pp. 797–818. 5. Rand, J. & F. Tarp (2002): “Business Cycles in Developing Countries: Are They Different?.” World Development 30(12): pp. 2071–2088. 6. Taylor, J.B. & M. Woodford (1999): “Handbook of Macroeconomics.” Elsevier |
| Předběžná náplň práce |
| In my work I will compare methods of datation of business
cycles on the CEE countries. With respect to the evidence from emerging economies elswhere in the world I will test whether or not one can use the standard parametrisation of the filtering methods such as Hodric-Prescott and Baxter-King filters. If the results show different behavior than in developed countries, I will try to reparametrize the model to fit the developing countries. |
| Předběžná náplň práce v anglickém jazyce |
| In my work I will compare methods of datation of business
cycles on the CEE countries. With respect to the evidence from emerging economies elswhere in the world I will test whether or not one can use the standard parametrisation of the filtering methods such as Hodric-Prescott and Baxter-King filters. If the results show different behavior than in developed countries, I will try to reparametrize the model to fit the developing countries. |