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

Concepción González-Concepción (), María Candelaria Gil-Fariña () and Celina Pestano-Gabino ()
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Concepción González-Concepción: University of La Laguna
María Candelaria Gil-Fariña: University of La Laguna
Celina Pestano-Gabino: University of La Laguna

No 3104993, Proceedings of International Academic Conferences from International Institute of Social and Economic Sciences

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.

Keywords: Spanish Economy; Dynamic Analysis; Wavelets (search for similar items in EconPapers)
JEL-codes: C02 C89 E30 (search for similar items in EconPapers)
Pages: 19 pages
Date: 2015-11
New Economics Papers: this item is included in nep-mac
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Published in Proceedings of the Proceedings of the 20th International Academic Conference, Madrid, Nov 2015, pages 145-163

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Persistent link: https://EconPapers.repec.org/RePEc:sek:iacpro:3104993

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