Template-type: ReDIF-Paper 1.0
Author-Name: Sella Lisa
Author-Email: lisa.sella@unito.it
Author-Workplace-Name: University of Turin
Author-Workplace-Homepage: http://www.est.unito.it/
Title: Old and New Spectral Techniques for Economic Time Series
Abstract: This methodological paper reviews different spectral techniques well suitable to the analysis of economic time series. While econometric 
time series analysis is generally yielded in the time domain, these techniques propose a complementary approach 
based on the frequency domain. Spectral decomposition and time series reconstruction provide a precise quantitative
and formal description of the main oscillatory components of a series: thus, it is possible to formally identify 
trends, lowfrequency components, business cycles, seasonalities, etc. Since recent developments in spectral 
techniques allow to manage even with short noisy dataset, nonstationary processes, non purely periodic components 
these tools could be applied on economic datasets more widely than they nowadays are. 
Length: 65 pages
Creation-Date: 2008-05
File-URL: http://www.est.unito.it/do/home.pl/Download?doc=/allegati/wp2008dip/9_wp_sella.pdf
File-Format: Application/PDF
Handle: RePEc:uto:dipeco:200809