The Typical Spectral Shape of an Economic Variable
Clive W. J. GrangerDepartment of Economics, University of California, San Diego, La Jolla, CA#TAB#
1966en
ABI
Abstract
In recent years, a number of power spectra have been estimated from economic data and the majority have been found to be of a similar shape. A number of implications of this shape are discussed, particular attention being paid to the reality of business cycles, stability and control problems, and model building.
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Cited by 40 references