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The econometric analysis of recurren...

Harding, Don.

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The econometric analysis of recurrent events in macroeconomics and finance

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	The econometric analysis of recurrent events in macroeconomics and finance/ Don Harding, Adrian Pagan.
作者:	Harding, Don.
其他作者:	Pagan, Adrian,
出版者:	Princeton, New Jersey :Princeton University Press, : 2016.,
面頁冊數:	1 online resource (233 p.)
內容註:	The econometric analysis of recurrent events in macroeconomics and finance -- 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.
標題:	Business cycles - Econometric models. -
電子資源:	http://portal.igpublish.com/iglibrary/search/PUPB0005361.html
ISBN:	9780691167084

The econometric analysis of recurrent events in macroeconomics and finance
Harding, Don.

The econometric analysis of recurrent events in macroeconomics and finance[electronic resource] /Don Harding, Adrian Pagan. - Princeton, New Jersey :Princeton University Press,2016. - 1 online resource (233 p.) - The Econometric and Tinbergen Institutes lectures. - The Econometric and Tinbergen Institutes lectures.

Includes bibliographical references and index.

The econometric analysis of recurrent events in macroeconomics and finance -- 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.

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 will occur or not. These indicators are constructed either directly from data or indirectly through models. Because they are constructed, they have different properties than those arising in microeconometrics, and how one is to use them depends a lot on the method of construction. This work presents the econometric methods necessary for the successful modeling of recurrent events, providing valuable insights for policymakers, empirical researchers, and theorists.

ISBN: 9780691167084Subjects--Topical Terms:

650397
Business cycles
--Econometric models.

LC Class. No.: HB141

Dewey Class. No.: 330.15195

The econometric analysis of recurrent events in macroeconomics and finance
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