An insight into the Italian economy from an analysis based on the industrial production index in both frequency and time domains

Maria Zoia, Laura Barbieri and Luca Bagnato

Metroeconomica, 2019, vol. 70, issue 4, 688-710

Abstract: This paper aims to gain new insights into the Italian economic tendency toward recovery by investigating the Industrial Production Index series (IPI). The trend and cyclical components of the series are determined using a novel technique which hinges on optimal truncated ideal low‐pass filters. The contributions of the latent components to the IPI series are brought to the fore by a spectrum analyzer that evaluates the spectra of the said components in the bands of interest. The analysis results corroborate that the Italian economy is still subject to cyclical effects that can compromise its recovery.

Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:bla:metroe:v:70:y:2019:i:4:p:688-710

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