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The Econometric Analysis of Recurrent Events in Macroeconomics and Finance
Adrian Pagan
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Description for The Econometric Analysis of Recurrent Events in Macroeconomics and Finance
Hardback. Series: The Econometric and Tinbergen Institutes Lectures. Num Pages: 272 pages, 20 line illus. 18 tables. BIC Classification: KCH. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 216 x 140. .
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 book presents the econometric methods necessary for the successful ... Read more
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 book presents the econometric methods necessary for the successful ... Read more
Product Details
Publisher
Princeton University Press
Format
Hardback
Publication date
2016
Series
The Econometric and Tinbergen Institutes Lectures
Condition
New
Weight
426g
Number of Pages
232
Place of Publication
New Jersey, United States
ISBN
9780691167084
SKU
V9780691167084
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-1
About Adrian Pagan
Don Harding is professorial research fellow at the Centre of Policy Studies (CoPS) at Victoria University and honorary professor of economics at La Trobe University. Adrian Pagan is professor emeritus of economics at the University of Sydney and professorial fellow at the University of Melbourne. His books include Nonparametric Econometrics.
Reviews for The Econometric Analysis of Recurrent Events in Macroeconomics and Finance
The material is well structured in nine chapters and provides a good reference point to start into the topic.
-Sylvia Kaufmann, Journal of Economics and Statistics Forcefully hammers out its central message with illustrative examples and provides invaluable guidance to practitioners.
-Emre Yoldas, Journal of Economic Literature Harding and Pagan nicely introduce econometric methods for business cycle analysis ... Read more
-Sylvia Kaufmann, Journal of Economics and Statistics Forcefully hammers out its central message with illustrative examples and provides invaluable guidance to practitioners.
-Emre Yoldas, Journal of Economic Literature Harding and Pagan nicely introduce econometric methods for business cycle analysis ... Read more