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dc.contributor.authorClavería González, Óscar-
dc.contributor.authorMonte Moreno, Enric-
dc.contributor.authorTorra Porras, Salvador-
dc.description.abstractThe 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 (...)ca
dc.format.extent31 p.-
dc.publisherUniversitat de Barcelona. Facultat d'Economia i Empresaca
dc.relation.isformatofReproducció del document publicat a:
dc.relation.ispartofIREA – Working Papers, 2020, IR20/06-
dc.relation.ispartofAQR – Working Papers, 2020, AQR20/02-
dc.relation.ispartofseries[WP E-IR20/06]ca
dc.relation.ispartofseries[WP E-AQR20/02]-
dc.rightscc-by-nc-nd, (c) Clavería González, 2020-
dc.subject.classificationConsum (Economia)-
dc.subject.classificationTeoria espectral (Matemàtica)-
dc.subject.otherConsumption (Economics)-
dc.subject.otherSpectral theory (Mathematics)-
dc.titleSpectral analysis of business and consumer survey dataca
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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