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Investigating the Concordance and Transmission of International Business Cycles

Title
Investigating the Concordance and Transmission of International Business Cycles
Funding
ARC | Linkage Projects
Contract (GA) number
LP0669280
Start Date
2006/01/01
End Date
2009/12/31
Open Access mandate
no
Organizations
-
More information
http://purl.org/au-research/grants/arc/LP0669280

 

  • AN ECONOMETRIC ANALYSIS OF SOME MODELS FOR CONSTRUCTED BINARY TIME SERIES

    Macroeconometric and financial researchers often use secondary or constructed binary random variables that differ in terms of their statistical properties from the primary random variables used in micro-econometric studies. One important difference between primary and secondary binary variables is that, while the former are, in many instances, independently distributed (i.d.), the latter are rarely i.d. We show how popular rules for constructing the binary states interact with the stochastic ...
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