The Econometric Analysis of Recurrent Events in Macroeconomics and Finance /

The Econometric Analysis of Recurrent Events in Macroeconomics and Finance / / Adrian Pagan, Don Harding.

The global financial crisis highlighted the impact on macroeconomic outcomes of recurrent events like business and financial cycles, highs and lows in volatility, and crashes and recessions. At the most basic level, such recurrent events can be summarized using binary indicators showing if the event...

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Bibliographic Details
Superior document:Title is part of eBook package: De Gruyter Princeton University Press Complete eBook-Package 2016
VerfasserIn:
Harding, Don,
Pagan, Adrian,
MitwirkendeR:
Dijk, Herman K. van,
Franses, Philip Hans,
Place / Publishing House:Princeton, NJ : : Princeton University Press, , [2016]
©2016
Year of Publication:2016
Language:English
Series:The Econometric and Tinbergen Institutes Lectures
Online Access:
Physical Description:1 online resource (232 p.) :; 20 line illus. 18 tables.
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Table of Contents:
  • Frontmatter
  • Contents
  • Series Editors' Introduction
  • Preface
  • Chapter 1. Overview
  • Chapter 2. Methods for Describing Oscillations, Fluctuations, and Cycles in Univariate Series
  • Chapter 3. Constructing Reference Cycles with Multivariate Information
  • Chapter 4. Model-Based Rules for Describing Recurrent Events
  • Chapter 5. Measuring Recurrent Event Features in Univariate Data
  • Chapter 6. Measuring Synchronization of Recurrent Events in Multivariate Data
  • Chapter 7. Accounting for Observed Cycle Features with a Range of Statistical Models
  • Chapter 8. Using the Recurrent Event Binary States to Examine Economic Modeling Issues
  • Chapter 9. Predicting Turning Points and Recessions
  • References
  • Index

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