Harmonic analysis in economics

Nelson Julio Álvarez Vázquez
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Nelson Julio Álvarez Vázquez: Departamento de Econometría. Facultad de Ciencias Económicas y Empresariales. Campus de Somosaguas 28223 - POZUELO DE ALARCÓN (MADRID).

No 86-03, Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales from Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales

Abstract: This paper reconsiders the positive statement that from the point of víew of the applícatíons, deterministic processes do not seem to have very great interest and that classical Fourier methods faíl when applied to economic time series. The basic reason is in the transformation used to attain stationarity. A trend definition is proposed and empirical evidence in frequency domain is offered.

Keywords: Analysis in economics; Análisis económico. (search for similar items in EconPapers)
Pages: 39 pages
Date: 1986
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Persistent link: https://EconPapers.repec.org/RePEc:ucm:doctra:86-03

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