Spectral Analysis of Economic Time Series. (PSME-1)

ISBN-10: 1400875528
ISBN-13: 9781400875528
Category: Business & Economics
Pages: 318
Language: English
Published: 2015-12-08
Publisher: Princeton University Press
Authors: Clive William John Granger, Michio Hatanaka

Description

The important data of economics are in the form of time series; therefore, the statistical methods used will have to be those designed for time series data. New methods for analyzing series containing no trends have been developed by communication engineering, and much recent research has been devoted to adapting and extending these methods so that they will be suitable for use with economic series. This book presents the important results of this research and further advances the application of the recently developed Theory of Spectra to economics. In particular, Professor Hatanaka demonstrates the new technique in treating two problems-business cycle indicators, and the acceleration principle existing in department store data. Originally published in 1964. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.

Get the book

Similar books

Forecasting models – an overview with the help of R software: Time Series Prediction - Past, Present and Future
By Editor IJSMI
The spectral analysis of time series. Elsevier. 4. Granger, C. W. J., & Hatanaka, M. (2015). Spectral Analysis of Economic Time Series.(PSME-1). Princeton university press. 5. Kay, S. M., & Marple, S. L. (1981). Spectrum analysis—a ...
Artificial Intelligence and Soft Computing: 18th International Conference, ICAISC 2019, Zakopane, Poland, June 16–20, 2019, Proceedings, Part II
By Witold Pedrycz, Leszek Rutkowski, Marcin Korytkowski
Bola ̃nos, M., Dimiccoli, M., Radeva, P.: Towards storytelling from visual lifelogging: an overview. CoRR abs/1507.06120 (2015). ... Gurrin, C., Joho, H., Hopfgartner, F., Zhou, L., Albatal, R.: Overview of NTCIR-12 lifelog task.
Network Modeling, Simulation and Analysis in MATLAB: Theory and Practices
By Dac-Nhuong Le, Jyotir Moy Chatterjee, Pramod Singh Rathore
The purpose of this book is first to study MATLAB programming concepts, then the basic concepts of modeling and simulation analysis, particularly focus on digital communication simulation.
Core and Equilibria of a Large Economy. (PSME-5)
By Werner Hildenbrand
PRINCETON STUDIES IN MATHEMATICAL ECONOMICS Edited by David Gale, Harold W. Kuhn, and H. Nikaido 1. Spectral Analysis of Economic Time Series, by C. W. J. Granger and M. Hatanaka 2. The Economics of Uncertainty, by Karl Henrik Borch 3.
The Economics of Uncertainty. (PSME-2), Volume 2
By Karl Hendrik Borch
PRINCE TO N STUDIES IN MA THE MATICAL ECON O M ICS EDITED BY OSKAR MOR GENSTERN, HAR OLD W. KUHN, AND DAVID GALE 1. Spectral Analysis of Economic Time Series, by C. W. J. Granger and M. Hatanaka 2. The Economics of Uncertainty, ...
The Economist’s Craft: An Introduction to Research, Publishing, and Professional Development
By Michael S. Weisbach
... available at https://lccn.loc.gov/2021013448 British Library Cataloging- in- Publication Data is available Editorial: Peter Dougherty and Alena Chekanov Production Editorial: Ali Parrington Jacket/Cover Design: Matt Avery (Monograph ...
Shipping and Globalization in the Post-War Era: Contexts, Companies, Connections
By Nicholas J. White, Niels P. Petersson, Stig Tenold
... Former Nordic ferries also found new employment in the North American cruise trades, which emerged in the 1960s and 1970s, ... In 2018, six out of Moby Line's nine overnight car ferries originated from Northern Europe.47 Meanwhile, ...
Norwegian Shipping in the 20th Century
By Stig Tenold
This book is open access under a CC BY NC ND 4.0 license.
Theory of Cost and Production Functions
By Ronald William Shephard
A sequel to his frequently cited Cost and Production Functions (1953), this book offers a unified, comprehensive treatment of these functions which underlie the economic theory of production.
Cogs and Monsters: What Economics Is, and What It Should Be
By Diane Coyle
In Cogs and Monsters, Diane Coyle explores the enormous problems—but also opportunities—facing economics today if it is to respond effectively to these dizzying changes and help policymakers solve the world’s crises, from pandemic ...