Identification of the GDP dynamic discontinuity using wavelet analysis Cover Image

Identyfikacja nieciągłości dynamiki PKB za pomocą analizy falkowej
Identification of the GDP dynamic discontinuity using wavelet analysis

Author(s): Wojciech Przychodzeń
Subject(s): Economy, National Economy, Socio-Economic Research
Published by: Główny Urząd Statystyczny
Keywords: economy dynamics; economic growth; gross domestic product; GDP; econometric analysis; wavelet analysis

Summary/Abstract: A comprehensive analysis is important for economic politics. The wavelet analysis has been used to detect discontinuities in analyzed GDP dynamic, where they are non-detectable by other signal analysis tools or invisible. This made possible to distinguish discrete moments of economic dynamic changes. To the most significant change moments in Polish economy belong: fourth quarters 1990 and 1991, the turn of the years 1993–1994, the second half-year 1995, first and fourth quarters 1996, the second quarter 2004, second and fourth quarters 2008.

  • Issue Year: 56/2011
  • Issue No: 07-08
  • Page Range: 30-42
  • Page Count: 13
  • Language: Polish