A suggested framework for classifying the modes of cycle research
Harding, Don & Pagan, Adrian N. (2005) A suggested framework for classifying the modes of cycle research. Journal of Applied Econometrics, 20(2), pp. 151-159.
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 two-fold classification based upon what series one is measuring a cycle in and how one would recognize a cycle in such a series. The paper illustrates how one can then categorize existing research based upon how it answers these questions. It also shows that the existence and properties of a cycle differ greatly depending upon which of the categories the researcher is using.
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|Item Type:||Journal Article|
|Additional Information:||For more information, please refer to the journal's website (see hypertext link) or contact the author.|
|Divisions:||Current > QUT Faculties and Divisions > QUT Business School
Current > Schools > School of Economics & Finance
|Copyright Owner:||Copyright 2005 John Wiley and Sons|
|Deposited On:||30 Oct 2007 00:00|
|Last Modified:||29 Feb 2012 13:19|
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