Econometric Analysis of Recurrent Events in Macroeconomics and Finance
The 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 success…
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Produktdetails
- ISBN: 978-1-4008-8093-5
- EAN: 9781400880935
- Produktnummer: 20330454
- Verlag: Princeton University Press
- Sprache: Englisch
- Erscheinungsjahr: 2016
- Seitenangabe: 232 S.
- Plattform: PDF
- Masse: 0 KB
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Don Harding & Adrian Pagan
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