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Discrete Spectral Analysis. The Case of Industrial Production in Selected European Countries
Dynamic Econometric Models
View Archive Info| Field | Value | |
| Title |
Discrete Spectral Analysis. The Case of Industrial Production in Selected European Countries
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| Creator |
Lenart, Łukasz; Cracow University of Economics
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| Subject |
discrete spectral analysis; almost periodic function; frequency identification; graphical test
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| Description |
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.
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| Publisher |
Nicolaus Copernicus University
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| Contributor |
—
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| Date |
2015-12-28
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion — — |
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| Format |
application/pdf
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| Identifier |
http://apcz.umk.pl/czasopisma/index.php/DEM/article/view/DEM.2015.002
10.12775/DEM.2015.002 |
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| Source |
Dynamic Econometric Models; Vol 15 (2015); 27−47
Dynamic Econometric Models; Vol 15 (2015); 27−47 2450-7067 1234-3862 |
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| Language |
eng
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| Relation |
http://apcz.umk.pl/czasopisma/index.php/DEM/article/view/DEM.2015.002/8945
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| Rights |
Copyright (c) 2016 Dynamic Econometric Models
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