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  • 标题:Discrete Spectral Analysis. The Case of Industrial Production in Selected European Countries
  • 本地全文:下载
  • 作者:Łukasz Lenart ; Łukasz Lenart
  • 期刊名称:Dynamic Econometric Models
  • 印刷版ISSN:1234-3862
  • 电子版ISSN:2450-7067
  • 出版年度:2015
  • 卷号:15
  • 页码:27-47
  • DOI:10.12775/DEM.2015.002
  • 语种:English
  • 出版社:Nicolaus Copernicus University Press
  • 摘要: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.
  • 关键词:discrete spectral analysis; almost periodic function; frequency identification; graphical test
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