Synchronization of cycles

DOI10.1016/j.jeconom.2005.01.023zbMath1337.62367OpenAlexW2066356831MaRDI QIDQ291626

Don Harding, Adrian R. Pagan

Publication date: 10 June 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2005.01.023

zbMATH Keywords

business cyclessynchronizationturning pointsfactor modelscommon cycles

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10)

Related Items (9)

Business cycle synchronization in the EMU: core vs. periphery ⋮ Getting the ROC into Sync ⋮ Clustering Multiple Time Series with Structural Breaks ⋮ A comparison of two business cycle dating methods ⋮ Rejoinder to James Hamilton ⋮ Are European business cycles close enough to be just one? ⋮ Clustering regional business cycles ⋮ Estimating turning points using large data sets ⋮ Modelling comovements of economic time series: a selective survey

Cites Work

• A method of moments interpretation of sequential estimators
• Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters
• Automatic Lag Selection in Covariance Matrix Estimation
• Testing When a Parameter is on the Boundary of the Maintained Hypothesis
• On asymptotic tests of composite hypotheses in nonstandard conditions
• Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework
• Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation

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