Spectral Techniques for Economic Time Series
Ivana Bátorová
PhD thesis advisor: Jarko Fidrmuc
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Summary: The properties of time series are typically analyzed in the time domain, although the same information may be effectively obtained from frequency domain approach, i.e. spectral analysis. These two methods are not mutually exclusive. Any stationary process has both a time domain and a frequency domain representation. For some properties the time domain approach is more suitable, for another one the frequency domain suits more. In this thesis we focus our attention on the frequency domain approach and try to introduce various tools of the spectral analysis.

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