The econometric analysis of recurrent events in macroeconomics and finance /
Don Harding and Adrian Pagan.
- xiii, 215 pages : illustrations ; 23 cm.
- The Econometric and Tinbergen Institutes lectures .
- Econometric and Tinbergen Institutes lectures. .
Includes bibliographical references (pages 187-203) and index.
Overview -- Methods for describing oscillations, fluctuations, and cycles in univariate series -- Constructing reference cycles with multivariate information -- Model-based rules for describing recurrent events -- Measuring recurrent event features in univariate data -- Measuring synchronization of recurrent events in multivariate data -- Accounting for observed cycle features with a range of statistical models -- Using the recurrent event binary states to examine economic modeling issues -- Predicting turning points and recessions.
0691167087 9780691167084
2015958412
Business cycles--Econometric models. Macroeconomics--Mathematical models. Econometrics. Econometric models. Business cycles--Econometric models. Econometric models. Econometrics. Macroeconomics--Mathematical models. Cicli economici--Modelli econometrici. Economics.