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.

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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.

Impact and interest:

25 citations in Scopus
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23 citations in Web of Science®

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ID Code: 10474
Item Type: Journal Article
Refereed: Yes
Additional Information: For more information, please refer to the journal's website (see hypertext link) or contact the author.
DOI: 10.1002/jae.838
ISSN: 0883-7252
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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