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Son excesivamente suaves las series de contabilidad nacional trimestral?

Author

Listed:
  • Ernest Pons Fanals
  • Jordi Pons Novell

    (Universitat de Barcelona)

Abstract

In this paper it is analyzed if the Contabilidad Nacional Trimestral series in Spain are extremely smooth and, therefore, if they really explain about the evolution of the Spanish economy on the short term. It is shown, by use of spectral analysis, that the Spanish quarterly series have a greater variability than the ones of the other OECD countries at the lower frequencies (which are associated to the long term behavior) and a shorter variability at the upper frequencies (associated to the series noise). It is concluded that the different behavior of the Spanish quarterly series is due to the signal extraction method known as filtro de lineas aereas modificado (LAM).

Suggested Citation

  • Ernest Pons Fanals & Jordi Pons Novell, 1997. "Son excesivamente suaves las series de contabilidad nacional trimestral?," Working Papers in Economics 15, Universitat de Barcelona. Espai de Recerca en Economia.
    • Handle: RePEc:bar:bedcje:199715
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    More about this item

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles

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