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Accounting for Observed Cycle Features with a Range of Statistical Models

Don Harding and Adrian Pagan

in The Econometric Analysis of Recurrent Events in Macroeconomics and Finance

Published in print:
2016
Published Online:
January 2018
ISBN:
9780691167084
eISBN:
9781400880935
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691167084.003.0007
Subject:
Economics and Finance, Econometrics

This chapter looks at observed features of the cycle in a variety of time series. It sets out these features for the United States and a number of other countries, and then asks whether these ... More


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