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- W90025996 abstract "This methodological paper reviews different spectral techniques well suitable to the analysis of economic time series. While econometric time series analysis is generally yielded in the time domain, these techniques propose a complementary approach based on the frequency domain. Spectral decomposition and time series reconstruction provide a precise quantitative and formal description of the main oscillatory components of a series: thus, it is possible to formally identify trends, low-frequency components, business cycles, seasonalities, etc. Since recent developments in spectral techniques allow to manage even with short noisy dataset, nonstationary processes, non purely periodic components these tools could be applied on economic datasets more widely than they nowadays are." @default.
- W90025996 created "2016-06-24" @default.
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- W90025996 date "2008-01-01" @default.
- W90025996 modified "2023-09-23" @default.
- W90025996 title "Old and New Spectral Techniques for Economic Time Series" @default.
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- W90025996 doi "https://doi.org/10.2139/ssrn.1168182" @default.
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