L'aritmetica del congiunturalista: misure di confronto temporale e loro relazioni
[Business cycle arithmetic: time variation measures and their relations]
AbstractThis paper tries to establish mathematical relationships between some of the most used concepts in the analysis of cyclical developments, such as the month-on-month and year-on-year percentage variations, or the annual rate of growth. Some of these relationships are already used in practice, but up to now never demonstrated in a formal way. The ultimate aim is to develop a set of precise analytical tools for the short term analysis of high frequency variables. Analytical derivations are followed by various empirical examples based on data on main Italian economic variables, both monthly (such as the consumer price index) and quarterly variables (like gross domestic product) for the most recent years, in order to illustrate the theoretical relationships and clarify their practical uselfuness.
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 7442.
Date of creation: Dec 2002
Date of revision:
Strumenti matematici : ciclo economico;
Find related papers by JEL classification:
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools
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- Rapacciuolo, Ciro, 2005.
"Inflazione per gruppi di famiglie e struttura dei consumi in Italia
[Inflation by family group and consumption structure in Italy]," MPRA Paper 7307, University Library of Munich, Germany.
- Rapacciuolo, Ciro, 2003.
"Un semplice modello univariato per la previsione a breve termine dell'inflazione italiana
[A simple model for the short term forecasting of Italian inflation]," MPRA Paper 7714, University Library of Munich, Germany.
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