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IR20-006_Claveria+Monte+Torra.pdf (6.81 MB)

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Working paper

Publication date

2020

Publication license

cc-by-nc-nd, (c) Clavería González, 2020
Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/169508

Spectral analysis of business and consumer survey data

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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 (...)

Subject

Enquestes, Consum (Economia), Teoria espectral (Matemàtica)

Subject (English)

Surveys, Consumption (Economics), Spectral theory (Mathematics)

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Documents de treball (Institut de Recerca en Economia Aplicada Regional i Pública (IREA))
AQR (Grup d’Anàlisi Quantitativa Regional) – Working Papers

Citation

CLAVERÍA GONZÁLEZ, Óscar, MONTE MORENO, Enric and TORRA PORRAS, Salvador. Spectral analysis of business and consumer survey data. IREA – Working Papers. 2020. Vol.  IR20/06. [consulted: 7 of August of 2026]. Available at: https://hdl.handle.net/2445/169508

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