Harding, Don,

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.

HB141 / .H368 2016

330.01/5195