La nozione di spettro stilizzato nell'analisi delle serie storiche

M. G. Zoia
This article aims to give a methodological contribution - with considerable operational implications - to economic time series analysis resting on a frequency-domain approach, which finds its roots into Granger's seminal paper (1966). The novelty of the proposal is the introduction of the notion of stylized spectrum, whose estimate reflects the main features of the power distribution of the latent series components over the frequency axis. The stylized spectrum arises transforming the observed series by...