Business cycle measurement

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dc.contributor.author Harding, D
dc.contributor.author Pagan, AR
dc.contributor.editor Durlauf, SN
dc.contributor.editor Blume, LE
dc.date.accessioned 2012-02-02T11:14:02Z
dc.date.issued 2008-01
dc.identifier.citation The New Palgrave Dictionary of Economics online, 2008, 2nd, pp. 1 - 13
dc.identifier.isbn 978-0-333-78676-5
dc.identifier.other B3 en_US
dc.identifier.uri http://hdl.handle.net/10453/16825
dc.description.abstract We describe different ways of measuring the business cycle. Institutions such as the NBER, OECD and IMF do this by locating the turning points in series taken to represent the aggregate level of economic activity. The turning points are determined according to rules that either come from a parametric model or are nonparametric. Once located, information can be extracted on cycle characteristics. We also distinguish between cases where single and multiple series are used to represent the level of activity.
dc.publisher Palgrave Macmillan
dc.relation.hasversion Accepted manuscript version
dc.subject Burns, A., business cycle, business cycle measurement, censoring operations, coincident indices, crossing points, data filters, fluctuations vs cycles, growth cycles, Markov switching (MS) processes, Mitchell, W., periodic cycles, random variables, reference cycle, spectral analysis, turning points
dc.subject Burns, A.; business cycle; business cycle measurement; censoring operations; coincident indices; crossing points; data filters; fluctuations vs cycles; growth cycles; Markov switching (MS) processes; Mitchell, W.; periodic cycles; random variables; reference cycle; spectral analysis; turning points
dc.title Business cycle measurement
dc.type Chapter
dc.parent The New Palgrave Dictionary of Economics online
dc.journal.number en_US
dc.publocation Online en_US
dc.publocation Online
dc.identifier.startpage 1 en_US
dc.identifier.endpage 13 en_US
dc.cauo.name BUS.Faculty of Business en_US
dc.conference Verified OK en_US
dc.for 1402 Applied Economics
dc.personcode 0000030695 en_US
dc.personcode 100844 en_US
dc.percentage 100 en_US
dc.classification.name Applied Economics en_US
dc.classification.type FOR-08 en_US
dc.edition 2nd en_US
dc.edition 2nd
dc.custom en_US
dc.date.activity en_US
dc.location.activity en_US
dc.description.keywords Burns, A.; business cycle; business cycle measurement; censoring operations; coincident indices; crossing points; data filters; fluctuations vs cycles; growth cycles; Markov switching (MS) processes; Mitchell, W.; periodic cycles; random variables; reference cycle; spectral analysis; turning points en_US
dc.description.keywords Burns, A.
dc.description.keywords business cycle
dc.description.keywords business cycle measurement
dc.description.keywords censoring operations
dc.description.keywords coincident indices
dc.description.keywords crossing points
dc.description.keywords data filters
dc.description.keywords fluctuations vs cycles
dc.description.keywords growth cycles
dc.description.keywords Markov switching (MS) processes
dc.description.keywords Mitchell, W.
dc.description.keywords periodic cycles
dc.description.keywords random variables
dc.description.keywords reference cycle
dc.description.keywords spectral analysis
dc.description.keywords turning points
dc.staffid 100844 en_US
pubs.embargo.period Not known
pubs.organisational-group /University of Technology Sydney
pubs.organisational-group /University of Technology Sydney/Faculty of Business


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