Discrete Spectral Analysis. The Case of Industrial Production in Selected European Countries
Journal Title: Dynamic Econometric Models - Year 2015, Vol 15, Issue
Abstract
The aim of this paper is to show the usefulness the discrete spectral analysis in identification cyclical fluctuations. The subsampling procedure was applied to construct the asymptotically consistent test for Fourier coefficient and frequency significance. The case of monthly production in industry in European countries (thirty countries) was considered. Using proposed approach the frequencies concerning business fluctuations, seasonal fluctuations and trading-day effects fluctuations were recognized in considered data sets. The comparison with existing procedures was shown.
Authors and Affiliations
Łukasz Lenart
Keywords
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- EP ID EP197051
- DOI 10.12775/DEM.2015.002
- Views 68
- Downloads 0
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