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Struktur der österreichischen Industrieproduktion

Eine spektralanalytische Untersuchung

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Summary

Spectral methods are applied to disaggregated production indices to analyze the structure of the Austrian industrial production with special emphasis on their business cycle behavior. In the model an additive partition of each series in a trend, long term, business cycle, seasonal, and disturbance component is used. The univariate analysis investigates the relative importance of each of these components. Lead-lag relationships with respect to a reference series are calculated in the bivariate analysis. Estimation by complex demodulates enables to check the stability of the frequency characteristics over time.

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Literatur

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Authors
  1. Manfred Deistler
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  2. Stefan Schleicher
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Deistler, M., Schleicher, S. Struktur der österreichischen Industrieproduktion. Empirica 1, 72–97 (1974). https://doi.org/10.1007/BF00925148

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  • DOI: https://doi.org/10.1007/BF00925148

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