Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/206826 
Erscheinungsjahr: 
2003
Quellenangabe: 
[Journal:] Applied Economics Letters [ISSN:] 1466-4291 [Volume:] 10 [Issue:] 7 [Publisher:] Taylor and Francis [Place:] London [Year:] 2003 [Pages:] 417-423
Verlag: 
Taylor and Francis, London
Zusammenfassung: 
In a classic article, Granger (Econometrica 34, 1966) asserted that most economic time series measured in level have spectra that exhibit a smooth declining shape with considerable power at very low frequencies. There has been no systematic attempt to examine Granger's assertion with international data. Output level spectra are estimated for 58 countries, divided into developed, high-income developing, and low-income developing groups. The shapes of the estimated spectra are found to be strikingly similar to Granger's typical shape, particularly for the developed countries.
Schlagwörter: 
Spectral Analysis
Spectral Shape
Output Level
OECD
and Developing Countries
JEL: 
E32
O40
O57
DOI der veröffentlichten Version: 
Dokumentart: 
Article
Dokumentversion: 
Accepted Manuscript (Postprint)
Erscheint in der Sammlung:

Datei(en):
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