التفاصيل البيبلوغرافية
| العنوان: |
Synchronization of cycles |
| المؤلفون: |
Harding, D, Pagan, AR |
| بيانات النشر: |
Elsevier Science Publishers B.V. |
| سنة النشر: |
2006 |
| المجموعة: |
University of Technology Sydney: OPUS - Open Publications of UTS Scholars |
| مصطلحات موضوعية: |
Econometrics |
| الوصف: |
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 robust tests of the hypotheses that cycles are either unsynchronized or perfectly synchronized. Tests of synchronization are performed using data on industrial production, on monthly stock indices and on series that are used to construct the reference cycle for the United States. An algorithm is developed to extract a common cycle. It is used to extract the reference cycle for the United States and common cycles in stock prices and European industrial production |
| نوع الوثيقة: |
article in journal/newspaper |
| وصف الملف: |
application/pdf |
| اللغة: |
unknown |
| تدمد: |
0304-4076 |
| العلاقة: |
Journal of Econometrics; Journal of Econometrics, 2006, 132 (1), pp. 59 - 79; http://hdl.handle.net/10453/15708Test |
| الإتاحة: |
http://hdl.handle.net/10453/15708Test |
| رقم الانضمام: |
edsbas.8F547F06 |
| قاعدة البيانات: |
BASE |
