Browsing 14 Economics by Author "Harding, Don"

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Browsing 14 Economics by Author "Harding, Don"

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  • Harding, Don; Pagan, Adrian (Palgrave Macmillan, 2008)
    We describe different ways of measuring the business cycle. Institutions such as the NBER, OECD and IMF do this by locating the turning points in series taken to represent the aggregate level of economic activity. The ...
  • Harding, Don; Pagan, Adrian (American Statistical Association, 2011)
    Macroeconometric and financial researchers often use binary data constructed in a way that creates serial dependence. We show that this dependence can be allowed for if the binary states are treated as Markov processes. ...
  • Harding, Don; Pagan, Adrian (John Wiley and Sons, 2005)
    The paper argues that it is important to realize that the concept of a cycle has rarely been precisely articulated in empirical work and that often researchers are using very different definitions of it. We propose a ...
  • Harding, Don; Pagan, Adrian (Elsevier Science Publishers B.V., 2006)
    Many interesting issues are posed by synchronization of cycles. In this paper, we define synchronization and show how the degree of synchronization can be measured. We propose heteroscedasticity and serial correlation ...