A comparison of two business cycle dating methods

By R. Harding, A. Pagan. 2003

293 citations recorded by the source corpus.

Subfields: Discrete Mathematics and Combinatorics, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/d83b07d6532025ac4b316f7d233c6f8058c9cbfb

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In Discrete Mathematics and Combinatorics

In Economics and Econometrics

In Finance

Citations in the corpus

Nonlinearity and the permanent effects of recessions (2002, unknown): “This technique for evaluating time-series models of aggregate output has been used in several recent studies, including Hess and Iwata (1997a), Galvão (2000) and Harding and Pagan (2002a).”
Reconsidering the evidence: are Eurozone business cycles converging? (2004, methodology): “Here we focus on the nonparametric measure proposed by Harding & Pagan (2000, 2001, 2002b).”
Do european business cycles look like one (2008, methodology): “For this attempt, we adapt the stationary bootstrap method proposed by Politis and Romano (1994) to the analysis of the business cycle characteristics that are described in Harding and Pagan (2002a).”
Recessions, recoveries and regional resilience: evidence on Italy (2015, methodology): “(Harding and Pagan, 2002) on the basis of our dataset and according to the official analyses”
Testing for duration dependence in economic cycles (2004, unknown): “First, if there is a twoquarter minimum to the phase restriction, then it can be shown that the states must obey the following model—see Harding and Pagan (2003): St = c0 + c1St−1 + c2St−2 + c3St−1St−2 + disturbance, (7) and so the duration dependence test would involve trying to add on St−1d t−1to…”
A Comparison of the Real-Time Performance of Business Cycle Dating Methods (2005, background): “3 Harding and Pagan (2003) also provide some comparison of univariate versions of the dating rules considered here.”
Financial Development in Latin America and the Caribbean : The Road Ahead [El desarrollo financiero en América Latina y el Caribe : el camino por delante] (2011, background): “See, for example, Alexander, Eun, and Janakiramanan (1987); Domowitz, Glen, and Madhavan (1998); and Hargis (2000). 2.”
Tourism demand for Italy and the business cycle (2010, methodology): “Finally, the cyclical component is defined as in the trigonometric specification explained in Harvey and Jaeger (1993) and adopted by Kim and Moosa (2005) and Greenidge (2001):”