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Harmonic analysis in economics

Author

Listed:
  • Nelson Julio Álvarez Vázquez

    (Departamento de Econometría. Facultad de Ciencias Económicas y Empresariales. Campus de Somosaguas 28223 - POZUELO DE ALARCÓN (MADRID).)

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.

Suggested Citation

  • Nelson Julio Álvarez Vázquez, 1986. "Harmonic analysis in economics," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales 86-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
    • Handle: RePEc:ucm:doctra:86-03
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