A spectral measurement of the cyclical patterns of multivariate time series

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Authors
Cho, Dong W.
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Issue Date
1977
Type
Article
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Citation
Cho, D.W. (1977), A SPECTRAL MEASUREMENT OF THE CYCLICAL PATTERNS OF MULTIVARIATE TIME SERIES. Decision Sciences, 8: 663-676. https://doi.org/10.1111/j.1540-5915.1977.tb01111.x
Abstract

Although the diffusion and transmission of cyclical impulses are basic characteristics of economic and business activities, traditional studies of business cycles do not provide an effective measure of cyclical interaction. The purpose of this paper is to use spectral analysis to determine the cyclical patterns of multivariate economic and business time series. The proposed methodology was applied to the regional industrial diversification problem. Copyright © 1977, Wiley Blackwell. All rights reserved

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This is an open access article under the CC by license
Publisher
John Wiley & Sons
Journal
Decision Sciences
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ISSN
0011-7315
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