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.
Keywords
Variable (mathematics)EconomicsMathematicsEconometricsMathematical economicsMathematical analysis
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Publication Info
- Year
- 1966
- Type
- article
- Volume
- 34
- Issue
- 1
- Pages
- 150-150
- Citations
- 660
- Access
- Closed
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Cite This
Clive W. J. Granger
(1966).
The Typical Spectral Shape of an Economic Variable.
Econometrica
, 34
(1)
, 150-150.
https://doi.org/10.2307/1909859
Identifiers
- DOI
- 10.2307/1909859