The Econometric Analysis of Recurrent Events in Macroeconomics and Finance (The Econometric and Tinbergen Institutes Lectures) - Hardcover

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Don Harding is professorial research fellow at the Centre of Policy Studies (CoPS) at Victoria University and honorary professor of economics at La Trobe University. Adrian Pagan is professor emeritus of economics at the University of Sydney and professorial fellow at the University of Melbourne. His books include Nonparametric Econometrics.

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"This book provides an exhaustive and original treatment of the econometrics of recurrent events, including business and financial cycles, which will prove useful for students and researchers in private and public institutions."--Massimiliano Marcellino, Bocconi University

"This book is a bible for practitioners and a gold mine of ideas for academics. Harding and Pagan offer a wealth of useful insights into these frontier methods."--Fabio Canova, BI Norwegian Business School and Florence School of Banking and Finance

"Over the past two decades, Harding and Pagan have pushed the frontiers of business cycle research. They have now produced an outstanding book on the analysis of recurrent events, including business and financial cycles. They present a disciplined framework to study such events, provide multiple applications, and explain how to present findings in a format digestible to a general audience. Their book will certainly become an invaluable reference for students of macroeconomics and finance."--M. Ayhan Kose, World Bank

"This is an important book by two leaders in empirical business cycle analysis."--Francis X. Diebold, University of Pennsylvania

"Harding and Pagan nicely introduce econometric methods for business cycle analysis with binary variables. Both are international leaders in the field and have published extensively in top journals for many years; this book will be a useful reference on the topic."--Laurent Ferrara, head of the International Macroeconomics Division, Bank of France