The Econometric Analysis of Recurrent Events in Macroeconomics and Finance
Hardback
Main Details
| Title |
The Econometric Analysis of Recurrent Events in Macroeconomics and Finance
|
| Authors and Contributors |
By (author) Don Harding
|
|
By (author) Adrian Pagan
|
| Series | The Econometric and Tinbergen Institutes Lectures |
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| Physical Properties |
| Format:Hardback | | Pages:232 | | Dimensions(mm): Height 216,Width 140 |
|
| Category/Genre | Macroeconomics
Econometrics
Finance |
|---|
| ISBN/Barcode |
9780691167084
|
| Classifications | Dewey:330.015195 |
|---|
| Audience | | Tertiary Education (US: College) | | Professional & Vocational | |
|---|
| Illustrations |
20 line illus. 18 tables.
|
|
Publishing Details |
| Publisher |
Princeton University Press
|
| Imprint |
Princeton University Press
|
| Publication Date |
26 July 2016 |
| Publication Country |
United States
|
Description
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 construct
Author Biography
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"Forcefully hammers out its central message with illustrative examples and provides invaluable guidance to practitioners."---Emre Yoldas, Journal of Economic Literature "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
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