Opis

• Tytuł:
  Discrete Spectral Analysis. The Case of Industrial Production in Selected European Countries
• Twórca:
  Lenart, Łukasz
• Opis:
  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.
• Dostępność obiektu:
  Dostęp otwarty
• Prawa:
  Prawa autorskie (c) 2016 Dynamic Econometric Models
• Data:
  2015.12.28
• Typ:
  info:eu-repo/semantics/article;
  info:eu-repo/semantics/publishedVersion
• Język:
  angielski
• Źródło:
  Dynamic Econometric Models; Vol. 15 (2015); 27−47;
  Dynamic Econometric Models; Tom 15 (2015); 27−47;
  2450-7067;
  1234-3862
• Format:
  application/pdf
• Wydawca:
  Nicolaus Copernicus University
• Relacja: https://apcz.umk.pl/DEM/article/view/DEM.2015.002/8945
• Temat i słowa kluczowe:
  discrete spectral analysis;
  almost periodic function;
  frequency identification;
  graphical test
• Identyfikator: https://apcz.umk.pl/DEM/article/view/DEM.2015.002
• Dostawca danych:
  Akademicka Platforma Czasopism
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