Synchronization of cycles

DOI10.1016/J.JECONOM.2005.01.023MaRDI QIDQ291626zbMATH OpenOpenAlexFDO

Authors Don Harding, Adrian 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 cyclescommon cyclesfactor modelssynchronizationturning points

Mathematics Subject Classification ID

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

Recommendations

• Amplitude and phase synchronization of European business cycles: a wavelet approach
• Chapter 5 A New Framework to Analyze Business Cycle Synchronization
• Codependent cycles
• Three tests for the existence of cycles in time series
• The international synchronisation of business cycles: the role of animal spirits

Cites work

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

Cited in

(19)

• Codependent cycles
• Nivat's processes and their synchronization
• Clustering regional business cycles
• Time-symmetric cycles
• Business cycle synchronization in the EMU: core vs. periphery
• Estimating turning points using large data sets
• Some new results on industrial sector mode-locking and business cycle formation
• scientific article; zbMATH DE number 4028916 (Why is no real title available?)
• Synchronizing Moore and Spiegel
• Modelling comovements of economic time series: a selective survey
• Clustering Multiple Time Series with Structural Breaks
• Getting the ROC into Sync
• Estimation and inference for high dimensional factor model with regime switching
• A New Approach to Dating the Reference Cycle
• Modelling large dimensional datasets with Markov switching factor models
• Synchronization
• A comparison of two business cycle dating methods
• Rejoinder to James Hamilton
• Are European business cycles close enough to be just one?

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