000			05831nam a22011175i 4500
001			209580
003			IT-RoAPU
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008			210830t20162016nju fo d z eng d
019			_a(OCoLC)984688469
020			_a9780691167084 _qprint
020			_a9781400880935 _qPDF
024	7		_a10.1515/9781400880935 _2doi
035			_a(DE-B1597)9781400880935
035			_a(DE-B1597)474613
035			_a(OCoLC)951807808
040			_aDE-B1597 _beng _cDE-B1597 _erda
050		4	_aHB172.5 _b.H3 2018
072		7	_aBUS021000 _2bisacsh
082	0	4	_a339.015195 _223
084			_aonline - DeGruyter
100	1		_aHarding, Don _eautore
245	1	4	_aThe Econometric Analysis of Recurrent Events in Macroeconomics and Finance / _cAdrian Pagan, Don Harding.
264		1	_aPrinceton, NJ : _bPrinceton University Press, _c[2016]
264		4	_c©2016
300			_a1 online resource (232 p.) : _b20 line illus. 18 tables.
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
347			_atext file _bPDF _2rda
490	0		_aThe Econometric and Tinbergen Institutes Lectures
505	0	0	_tFrontmatter -- _tContents -- _tSeries Editors' Introduction -- _tPreface -- _tChapter 1. Overview -- _tChapter 2. Methods for Describing Oscillations, Fluctuations, and Cycles in Univariate Series -- _tChapter 3. Constructing Reference Cycles with Multivariate Information -- _tChapter 4. Model-Based Rules for Describing Recurrent Events -- _tChapter 5. Measuring Recurrent Event Features in Univariate Data -- _tChapter 6. Measuring Synchronization of Recurrent Events in Multivariate Data -- _tChapter 7. Accounting for Observed Cycle Features with a Range of Statistical Models -- _tChapter 8. Using the Recurrent Event Binary States to Examine Economic Modeling Issues -- _tChapter 9. Predicting Turning Points and Recessions -- _tReferences -- _tIndex
506	0		_arestricted access _uhttp://purl.org/coar/access_right/c_16ec _fonline access with authorization _2star
520			_aThe 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 modeling of recurrent events, providing valuable insights for policymakers, empirical researchers, and theorists. It explains why it is inherently difficult to forecast the onset of a recession in a way that provides useful guidance for active stabilization policy, with the consequence that policymakers should place more emphasis on making the economy robust to recessions. The book offers a range of econometric tools and techniques that researchers can use to measure recurrent events, summarize their properties, and evaluate how effectively economic and statistical models capture them. These methods also offer insights for developing models that are consistent with observed financial and real cycles.This book is an essential resource for students, academics, and researchers at central banks and institutions such as the International Monetary Fund.
530			_aIssued also in print.
538			_aMode of access: Internet via World Wide Web.
546			_aIn English.
588	0		_aDescription based on online resource; title from PDF title page (publisher's Web site, viewed 30. Aug 2021)
650		0	_aEconometric models.
650		0	_aEconometrics.
650		0	_aEconomics _xStatistical methods.
650		0	_aEconomics; Statistical methods.
650		0	_aMacroeconomics _xMathematical models.
650		7	_aBUSINESS & ECONOMICS / Econometrics. _2bisacsh
653			_aMarkov switching models.
653			_aamplitudes.
653			_abinary states.
653			_abivariate series.
653			_abusiness cycles.
653			_acontraction.
653			_acycles financial series.
653			_acycles.
653			_adating cycles.
653			_adating.
653			_adurations.
653			_aeconomic activity.
653			_aeconomic models.
653			_aeconomic recessions.
653			_aeconomy.
653			_aevent indicators.
653			_aexpansion.
653			_afinancial cycles.
653			_afinancial shocks.
653			_afluctuation.
653			_aglobal financial crisis.
653			_alinear autoregression.
653			_amacroeconomy.
653			_amicroeconometrics.
653			_amodel-based rules.
653			_amultiple series.
653			_aoscillation.
653			_apeaks.
653			_apolicymakers.
653			_aprediction.
653			_arecession.
653			_arecurrent events.
653			_arecurrent states.
653			_aregression.
653			_astatistics.
653			_asynchronization.
653			_atime series.
653			_atime.
653			_atroughs.
653			_aunivariate series.
653			_avolatility.
700	1		_aDijk, Herman K. van _eautore
700	1		_aFranses, Philip Hans _eautore
700	1		_aPagan, Adrian _eautore
850			_aIT-RoAPU
856	4	0	_uhttps://doi.org/10.1515/9781400880935?locatt=mode:legacy
856	4	0	_uhttps://www.degruyter.com/isbn/9781400880935
856	4	2	_3Cover _uhttps://www.degruyter.com/cover/covers/9781400880935.jpg
942			_cEB
999			_c209580 _d209580