The Econometric analysis of recurrent events in macroeconomics and finance /
Don Harding and Adrian Pagan.
- Princeton : Princeton University Press, [2016]
- xiii, 215p. : illustrations ; 23cm.
- 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.
This book presents the econometric methods necessary for the successful modeling of recurrent events, providing valuable insights for policymakers, empirical researchers, and theorists.
0691167087 9780691167084
2015-958412
Business cycles--Econometric models. Macroeconomics--Mathematical models. Econometrics. Econometric models. Business cycles--Econometric models. Econometric models. Econometrics. Macroeconomics--Mathematical models.