IDEAS home Printed from https://ideas.repec.org/a/iag/reviea/v6y2009i1p117-124.html
   My bibliography  Save this article

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

    Download full text from publisher

    File URL: ftp://www.ipe.ro/RePEc/iag/iag_pdf/AERD0901_117-124.pdf
    Download Restriction: no

    References listed on IDEAS

    as
    1. 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.
    2. 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.
    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)

    More about this item

    Keywords

    spectral analysis; trade balance; agricultural products.;

    JEL classification:

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

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:iag:reviea:v:6:y:2009:i:1:p:117-124. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Corina Saman). General contact details of provider: http://edirc.repec.org/data/iaacaro.html .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.