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Harmonic analysis in economics

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Álvarez Vázquez, Nelson Julio (1986) Harmonic analysis in economics. [ Documentos de Trabajo de la Facultad de Ciencias Económicas y Empresariales; nº 03, 1986, ISSN: 2255-5471 ]

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Official URL: http://eprints.ucm.es/20635/




Abstract

This paper reconsiders the positive statement that from the point of víew of the applícatíons, deterministic processes do not seem to have very great interest and that classical Fourier methods faíl when applied to economic time series.
The basic reason is in the transformation used to attain stationarity. A trend definition is proposed and empirical evidence in frequency domain is offered.


Item Type:Working Paper or Technical Report
Uncontrolled Keywords:Analysis economics, Análisis económico
Subjects:Social sciences > Economics > Econometrics
Series Name:Documentos de Trabajo de la Facultad de Ciencias Económicas y Empresariales
Volume:1986
Number:03
ID Code:20635
Deposited On:04 Apr 2013 08:58
Last Modified:21 Apr 2015 07:59

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