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A Cross-Spectral Analysis Of Romania’S Foreign Trade In Agricultural Products

Author

Listed:
  • Enache, Calcedonia

    (Academy of Economics Studies, Bucharest, Romania)

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.

Suggested Citation

  • Enache, Calcedonia, 2009. "A Cross-Spectral Analysis Of Romania’S Foreign Trade In Agricultural Products," Agricultural Economics and Rural Development, Institute of Agricultural Economics, vol. 6(1), pages 117-124.
    • Handle: RePEc:iag:reviea:v:6:y:2009:i:1:p:117-124
    as

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    References listed on IDEAS

    as
    1. Gomez, Victor, 2001. "The Use of Butterworth Filters for Trend and Cycle Estimation in Economic Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(3), pages 365-373, July.
    2. Lawrence J. Christiano & Terry J. Fitzgerald, 2003. "The Band Pass Filter," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(2), pages 435-465, May.
    3. Durlauf, Steven N & Phillips, Peter C B, 1988. "Trends versus Random Walks in Time Series Analysis," Econometrica, Econometric Society, vol. 56(6), pages 1333-1354, November.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    spectral analysis; trade balance; agricultural products.;
    All these keywords.

    JEL classification:

    • C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
    • F19 - International Economics - - Trade - - - Other

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