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A dynamic analysis of relevant variables in the Spanish economy using decomposition data series with Daubechies wavelets

Author

Listed:
  • Concepción González-Concepción

    (University of La Laguna)

  • María Candelaria Gil-Fariña

    (University of La Laguna)

  • Celina Pestano-Gabino

    (University of La Laguna)

Abstract

We illustrate some aspects of the economic situation in Spain following the dynamic of data series of six relevant economic and financial variables: A financial index (IBEX35), a row material (Crude Oil Price in euros, COP), a foreign exchange index (EUR/USD), a bonus (Spain 10-Years, S10YB), the total state debt (Spain State Debt, SSD) and Consumer Price Index (CPI) variables (from es.investing.com, indexmundi.com, www.bde.es and www.ine.es). We analyse the decomposition of non?stationary rates monthly series in the period 2000M1-2014M12 using Daubechies wavelets db8 to visualized high frequency variance, seasonality and trend. We present several figures illustrating the decomposition in both time and frequency domains and tables containing the relevant frequency indices for the different detail series obtained.

Suggested Citation

  • Concepción González-Concepción & María Candelaria Gil-Fariña & Celina Pestano-Gabino, 2015. "A dynamic analysis of relevant variables in the Spanish economy using decomposition data series with Daubechies wavelets," Proceedings of International Academic Conferences 3104993, International Institute of Social and Economic Sciences.
    • Handle: RePEc:sek:iacpro:3104993
    as

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    File URL: https://iises.net/proceedings/20th-international-academic-conference-madrid/table-of-content/detail?cid=31&iid=038&rid=4993
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    Cited by:

    1. Concepción González-Concepción & María Candelaria Gil-Fariña & Celina Pestano-Gabino, 2018. "Wavelet power spectrum and cross-coherency of Spanish economic variables," Empirical Economics, Springer, vol. 55(2), pages 855-882, September.

    More about this item

    Keywords

    Spanish Economy; Dynamic Analysis; Wavelets;
    All these keywords.

    JEL classification:

    • C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
    • C89 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Other
    • E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)

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