Spectral Analysis and Distributed Lags in Geographical Studies of Local Unemployment: 1. Spectral and Cross-Spectral Analysis

1983 ◽  
Vol 15 (7) ◽  
pp. 969-985 ◽  
Author(s):  
R Dunn
Keyword(s):  
Time Series ◽  
Spectral Analysis ◽  
Theoretical Background ◽  
Theoretical Knowledge ◽  
Cross Spectrum ◽  
Distributed Lag ◽  
Distributed Lags ◽  
Distributed Lag Models

This is the first part of a two-part paper in which the related topics of spectral analysis and the identification and estimation of distributed-lag models between time series are discussed. In this paper, the theoretical background of spectral and cross-spectral analysis is discussed in some depth, since in the estimation of the spectrum and cross-spectrum a number of important decisions must be made for which no hard-and-fast rules are available, and which necessitate some theoretical knowledge. Empirical examples of the use of spectral and cross-spectral analysis are presented from a study of local unemployment in the Severnside region.

Spectral Analysis and Distributed Lags in Geographical Studies of Local Unemployment: 2. Distributed Lags

1983 ◽  
Vol 15 (8) ◽  
pp. 1043-1055 ◽  
Author(s):  
R Dunn
Keyword(s):  
Time Series ◽  
Spectral Analysis ◽  
Frequency Domain ◽  
Time Domain ◽  
Spectral Methods ◽  
Distributed Lag ◽  
Distributed Lags ◽  
Distributed Lag Models ◽  
Spectral Estimators ◽  
Empirical Material

This is the second part of a two-part paper in which the related topics of spectral analysis and the identification and estimation of distributed-lag models between time series are discussed. This paper is mainly concerned with distributed-lag models, in particular the use of spectral estimators developed by Hannan. A number of previous studies have used the phase statistics from the cross-spectrum as an indication of lead/lag relations between unemployment series, but it is shown here that this is likely to lead to incorrect conclusions. As an empirical example, lead/lag relations between local unemployment in Severnside and the national series are investigated. The correspondence between time-domain (regression) and frequency-domain (spectral) methods of estimating relations between time series is also discussed, using empirical material from both parts of the paper.

scholarly journals Effect of particulate matter less than 10μm (PM10) on mortality in Bogota, Colombia: a time-series analysis, 1998-2006

2014 ◽  
Vol 56 (4) ◽  
pp. 363 ◽  
Author(s):  
Luis Camilo Blanco-Becerra ◽  
Víctor Miranda-Soberanis ◽  
Leticia Hernández-Cadena ◽  
Albino Barraza-Villarreal ◽  
Washington Juner ◽  
...  
Keyword(s):  
Time Series ◽  
Particulate Matter ◽  
Time Series Analysis ◽  
Ecological Study ◽  
Cumulative Effect ◽  
Aerodynamic Diameter ◽  
Daily Mortality ◽  
Distributed Lag ◽  
Distributed Lag Models ◽  
Respiratory Causes

Objective. To analyze the association between daily mortality from different causes and acute exposure to particulate matter less than 10 microns in aerodynamic diameter (PM10), in Bogota, Colombia. Materials and methods. A time-series ecological study was conducted from 1998 to 2006. The association between mortality (due to different causes) and exposure was analyzed using single and distributed lag models and adjusting for potential confounders. Results. For all ages, the cumulative effect of acute mortality from all causes and respiratory causes increased 0.71% (95%CI 0.46-0.96) and 1.43% (95%CI 0.85-2.00), respectively, per 10µg/m3 increment in daily average PM10 with a lag of three days before death. Cumulative effect of mortality from cardiovascular causes was -0.03% (95%CI -0.49-0.44%) with the same lag. Conclusions. The results suggest an association between an increase in PM10 concentrations and acute mortality from all causes and respiratory causes.

Using distributed lag models to predict regional budget revenues

2020 ◽  
Vol 19 (6) ◽  
pp. 1154-1172
Author(s):  
Yu.V. Granitsa
Keyword(s):  
Unemployment Rate ◽  
Consumer Price Index ◽  
Mathematical Methods ◽  
Distributed Lag ◽  
Key Indicator ◽  
Distributed Lag Models ◽  
Regional Budget ◽  
The Impact ◽  
Financial Result

Subject. The article addresses projections of regional budget revenues, using distributed lag models. Objectives. The purpose is to review economic and statistical tools that are suitable for the analysis of relationship between the revenues of the regional budget system and regional macroeconomic predictors. Methods. The study draws on statistical, constructive, economic and mathematical methods of analysis. Results. In models with quantitative variables obtained under the Almon method, the significant predictors in the forecasting of regional budget revenues are determined mainly by the balanced financial result, the consumer price index, which characterizes inflation processes in the region, and the unemployment rate being the key indicator of the labor market. Models with quantitative variables obtained through the Koyck transformation are characterized by a wider range of predictors, the composition of which is determined by the peculiarities of economic situation in regions. The two-year forecast provides the average lag obtained during the evaluation of the models. The exception is the impact of unemployment rate, which is characterized as long-term. Conclusions. To generate forecasts of budget parameters, the results of both the Koyck method and the Almon method should be considered, though the former is more promising.

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