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The econometric analysis of recurrent events in macroeconomics and finance
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| 자료유형 | 단행본 |
|---|---|
| 서명/저자사항 | The econometric analysis of recurrent events in macroeconomics and finance/ Don Harding and Adrian Pagan. |
| 개인저자 | Harding, Don,author. Pagan, Adrian,author, |
| 발행사항 | Princeton: Princeton University Press, [2016]. |
| 형태사항 | 1 online resource (xiii, 215 pages): illustrations. |
| 총서사항 | The Econometric and Tinbergen Institutes Lectures |
| 기타형태 저록 | Print version: Harding, Don. Econometric analysis of recurrent events in macroeconomics and finance. Princeton, New Jersey : Princeton University Press, [2016] 0691167087 |
| ISBN | 1400880939 9781400880935 |
| 서지주기 | Includes bibliographical references and index. |
| 내용주기 | Cover; Title; Copyright; Contents; Series Editors' Introduction ; Preface ; 1 Overview ; 1.1 Introduction ; 1.2 Describing the Events ; 1.3 Using the Event Indicators ("States") ; 1.4 Prediction of Recurrent Events ; 1.5 Conclusion. 2 Methods for Describing Oscillations, Fluctuations, and Cycles in Univariate Series 2.1 Introduction ; 2.2 Types of Movements in Real and Financial Series ; 2.3 Prescribed Rules for Dating Business Cycles ; 2.4 Prescribed Rules for Dating Other Types of Real Cycles. 2.5 Prescribed Rules for Dating Financial Cycles 2.6 Relations between Cycles and Oscillations ; 2.7 The Nature of St and Its Modeling ; 2.8 Conclusion ; 3 Constructing Reference Cycles with Multivariate Information ; 3.1 Introduction ; 3.2 Determining the Reference Cycle via Phases. 3.3 Combining Specific Cycle Turning Points 3.4 Finding Turning Points by Series Aggregation ; 3.5 Conclusion ; 4 Model-Based Rules for Describing Recurrent Events ; 4.1 Introduction ; 4.2 Dating Cycles with Univariate Series. 4.3 Model-Based Rules for Dating Events with Multivariate Series 4.4 Conclusion ; 5 Measuring Recurrent Event Features in Univariate Data ; 5.1 Introduction ; 5.2 The Fraction of Time Spent in Expansions ; 5.3 Representing the Features of Phases ; 5.4 Amplitudes and Durations of Phases. |
| 일반주제명 | Economics --Statistical methods. BUSINESS & ECONOMICS --Economics --General. BUSINESS & ECONOMICS --Reference. Economics --Statistical methods. BUSINESS & ECONOMICS / Econometrics |
| 언어 | 영어 |
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