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Title: Spectral analysis of business and consumer survey data
Author: Clavería González, Óscar
Monte Moreno, Enric
Torra Porras, Salvador
Keywords: Enquestes
Consum (Economia)
Teoria espectral (Matemàtica)
Consumption (Economics)
Spectral theory (Mathematics)
Issue Date: 2020
Publisher: Universitat de Barcelona. Facultat d'Economia i Empresa
Series/Report no: [WP E-IR20/06]
[WP E-AQR20/02]
Abstract: The main objective of this study is two-fold. First, we aim to detect the underlying existing periodicities in business and consumer survey data. With this objective, we conduct a spectral analysis of all survey indicators. Second, we aim to provide researchers with a filter especially designed for business and consumer survey data that circumvents the a priori assumptions of other filtering methods. To this end, we design a low-pass filter that allows extracting the components with periodicities similar to those that can be found in the dynamics of economic activity (...)
Note: Reproducció del document publicat a:
It is part of: IREA – Working Papers, 2020, IR20/06
AQR – Working Papers, 2020, AQR20/02
Appears in Collections:AQR (Grup d’Anàlisi Quantitativa Regional) – Working Papers
Documents de treball (Institut de Recerca en Economia Aplicada Regional i Pública (IREA))

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