Spectral analysis is applied to the empirical identification of terms of trade cycles, in the secular evolution, 1870-2009, of a group of extreme-landabundant countries: Argentina, Australia, Canada, New Zealand, and Uruguay. Estimates of the power density spectrum functions produce...

The method proposed in this chapter is making use of the bispectrum transformation to estimate the level of integration of a fractionally integrated time series. Bispectrum ransformation transforms the series into a two dimensional frequency space, and thus has higher information content...