Simplified Spectral Analysis and Linear Filters for Analysis of Economic Time Series
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More about this item
Keywords
Spectral Analysis; Linear Filters; Exploratory Data Analysis; Yule-Slutzky Effect; Seasonality; Trend Estimation; HP Filters;All these keywords.
JEL classification:
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
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