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A suggested framework for classifying the modes of cycle research

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  • Adrian Pagan

    (Centre for Applied Macroeconomic Research (CAMA), Australian National University, Australia)

  • Don Harding

    (Department of Economics, The University of Melbourne, Australia)

Abstract

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. Copyright © 2005 John Wiley & Sons, Ltd.

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File URL: http://hdl.handle.net/10.1002/jae.838
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Bibliographic Info

Article provided by John Wiley & Sons, Ltd. in its journal Journal of Applied Econometrics.

Volume (Year): 20 (2005)
Issue (Month): 2 ()
Pages: 151-159

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Handle: RePEc:jae:japmet:v:20:y:2005:i:2:p:151-159

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  1. Harding, Don & Pagan, Adrian, 2003. "A comparison of two business cycle dating methods," Journal of Economic Dynamics and Control, Elsevier, vol. 27(9), pages 1681-1690, July.
  2. Forni, Mario, et al, 2001. "Coincident and Leading Indicators for the Euro Area," Economic Journal, Royal Economic Society, vol. 111(471), pages C62-85, May.
  3. Morley, James C., 2002. "A state-space approach to calculating the Beveridge-Nelson decomposition," Economics Letters, Elsevier, vol. 75(1), pages 123-127, March.
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