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Andrew C. Harvey

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Personal Details

First Name: Andrew
Middle Name: C.
Last Name: Harvey
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RePEc Short-ID: pha279

Email: [This author has chosen not to make the email address public]
Homepage: http://www.econ.cam.ac.uk/faculty/harvey/
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Affiliation

Faculty of Economics
University of Cambridge
Location: Cambridge, United Kingdom
Homepage: http://www.econ.cam.ac.uk/
Email:
Phone:
Fax:
Postal: Austin Robinson Building, Sidgwick Avenue, Cambridge CB3 9DD
Handle: RePEc:edi:fecamuk (more details at EDIRC)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Andrew Harvey in Wikipedia (German)

Works

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Working papers

  1. M. Caivano & A. Harvey, 2013. "Two EGARCH models and one fat tail," Cambridge Working Papers in Economics 1326, Faculty of Economics, University of Cambridge.
  2. M. Caivano & A. Harvey, 2013. "Time series models with an EGB2 conditional distribution," Cambridge Working Papers in Economics 1325, Faculty of Economics, University of Cambridge.
  3. Harvey, A. & Sucarrat, G., 2012. "EGARCH models with fat tails, skewness and leverage," Cambridge Working Papers in Economics 1236, Faculty of Economics, University of Cambridge.
  4. Harvey, A. & Luati, A., 2012. "Filtering with heavy tails," Cambridge Working Papers in Economics 1255, Faculty of Economics, University of Cambridge.
  5. Andres, P. & Harvey, A., 2012. "The Dyanamic Location/Scale Model: with applications to intra-day financial data," Cambridge Working Papers in Economics 1240, Faculty of Economics, University of Cambridge.
  6. Harvey, A., 2010. "Exponential Conditional Volatility Models," Cambridge Working Papers in Economics 1040, Faculty of Economics, University of Cambridge.
  7. Busetti, F. & Harvey, A., 2008. "When is a copula constant? A test for changing relationships," Cambridge Working Papers in Economics 0841, Faculty of Economics, University of Cambridge.
  8. Harvey, A., 2008. "Dynamic distributions and changing copulas," Cambridge Working Papers in Economics 0839, Faculty of Economics, University of Cambridge.
  9. Harvey, A., 2008. "Modeling the Phillips curve with unobserved components," Cambridge Working Papers in Economics 0805, Faculty of Economics, University of Cambridge.
  10. Harvey, A. & Chakravarty, T., 2008. "Beta-t-(E)GARCH," Cambridge Working Papers in Economics 0840, Faculty of Economics, University of Cambridge.
  11. Busettti, F. & Harvey, A., 2007. "Tests of time-invariance," Cambridge Working Papers in Economics 0701, Faculty of Economics, University of Cambridge.
  12. Fabio Busetti & Andrew Harvey, 2007. "Testing for trend," Temi di discussione (Economic working papers) 614, Bank of Italy, Economic Research and International Relations Area.
  13. DeRossi, G. & Harvey, A., 2007. "Quantiles, Expectiles and Splines," Cambridge Working Papers in Economics 0702, Faculty of Economics, University of Cambridge.
  14. Fabio Busetti & Silvia Fabiani & Andrew Harvey, 2006. "Convergences of prices and rates of inflation," Temi di discussione (Economic working papers) 575, Bank of Italy, Economic Research and International Relations Area.
  15. Busetti, Fabio & Forni, Lorenzo & Harvey, Andrew & Venditti, Fabrizio, 2006. "Inflation convergence and divergence within the European Monetary Union," Working Paper Series 0574, European Central Bank.
  16. DeRossi, G. & Harvey, A., 2006. "Time-Varying Quantiles," Cambridge Working Papers in Economics 0649, Faculty of Economics, University of Cambridge.
  17. Harvey, A.C. & Trimbur, T.M. & van Dijk, H.K., 2005. "Trends and cycles in economic time series: A Bayesian approach," Econometric Institute Research Papers EI 2005-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  18. Carvalho, Vasco M & Harvey, Andrew, 2004. "Convergence and Cycles in the Euro Zone," CEPR Discussion Papers 4726, C.E.P.R. Discussion Papers.
  19. Harvey, A.C. & Trimbur, T.M. & van Dijk, H.K., 2004. "Bayes estimates of the cyclical component in twentieth centruy US gross domestic product," Econometric Institute Research Papers EI 2004-45, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  20. Andrew Harvey, 2004. "Trend estimation, signal-noise ratios and the frequency of observations," Econometric Society 2004 Australasian Meetings 343, Econometric Society.
  21. Herman K. van Dijk & Andrew Harvey & Thomas Trimbur, 2004. "Cyclical components in economic time series: A Bayesian approach," Econometric Society 2004 Australasian Meetings 105, Econometric Society.
  22. Harvey, A. & Bates, D., 2003. "Multivariate Unit Root Tests and Testing for Convergence," Cambridge Working Papers in Economics 0301, Faculty of Economics, University of Cambridge.
  23. Vasco M.Carvalho & Andrew C.Harvey, 2002. "Growth, Cycles and Convergence in US Regional Time Series," Cambridge Working Papers in Economics 0221, Faculty of Economics, University of Cambridge.
  24. Andrew Harvey, 2002. "Trends, Cycles and Convergence," Working Papers Central Bank of Chile 155, Central Bank of Chile.
  25. Busettti, F. & Harvey, A., 2002. "Testing for Drift in a Time Series," Cambridge Working Papers in Economics 0237, Faculty of Economics, University of Cambridge.
  26. Harvey, A.C. & Trimbur, T.M. & van Dijk, H.K., 2002. "Cyclical components in economic time series," Econometric Institute Research Papers EI 2002-20, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  27. Harvey, A. & Vasco Carvalho, 2002. "Models for Converging Economies," Cambridge Working Papers in Economics 0216, Faculty of Economics, University of Cambridge.
  28. Harvey, A.C. & Trimbur, T.M., 2001. "General Model-based Filters for Extracting Cycles and Trends in Economic Time Series," Cambridge Working Papers in Economics 0113, Faculty of Economics, University of Cambridge.
  29. A. C. Harvey & Siem Jan Koopman, 2000. "Computing Observation Weights for Signal Extraction and Filtering," Econometric Society World Congress 2000 Contributed Papers 0888, Econometric Society.
  30. Jared Bernstein & Andrew Harvey, 2000. "Measurement and Testing of Inequality from Time Series of Deciles with an Application to U.S. Wages," Econometric Society World Congress 2000 Contributed Papers 0861, Econometric Society.
  31. Nyblom, Jukka & Harvey, Andrew, 1999. "Tests of Common Stochastic Trends," Cambridge Working Papers in Economics 9902, Faculty of Economics, University of Cambridge.
  32. Harvey, A.C. & Koopman, S.J.M., 1999. "Signal Extraction and the Formulation of Unobserved Components Models," Discussion Paper 1999-44, Tilburg University, Center for Economic Research.
  33. Fabio Busetti & Andrew Harvey, 1998. "Testing for the presence of a random walk in series with structural breaks," LSE Research Online Documents on Economics 6870, London School of Economics and Political Science, LSE Library.
  34. Fabio Busetti & Andrew C Harvey, 1998. "Testing for the Presence of a Random Walk in Series with Structural Breaks - (Now published in Journal of Time Series Analysis, 22 (2001), pp.127-150.)," STICERD - Econometrics Paper Series /1998/365, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  35. Andrew C Harvey & Siem Jan Koopman & J Penzer, 1997. "Messy Time Series: A Unified Approach - (Now published in 'Advances in Econometrics', 13 (1998)pp.103-143.)," STICERD - Econometrics Paper Series /1997/327, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  36. Ghysels, E. & Harvey, A. & Renault, E., 1996. "Stochastic Volatility," Cahiers de recherche 9613, Universite de Montreal, Departement de sciences economiques.
  37. Andrew C Harvey & Mariane Streibel, 1996. "Testing for a Slowly Changing Level with Special Reference to Stochastic Volatility - (Now published in 'Journal of Econometrics', 87 (1998), pp.167-189.)," STICERD - Econometrics Paper Series /1996/306, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  38. Andrew C Harvey & Siem Jan Koopman, 1996. "Multivariate Structural Time Series Models - (Now published in 'System Dynamics in Economic and Financial Models', CHeij, H Schumacher, B Hanzon and C Praagman (eds.) John Wiley & Sons, Chichester (19," STICERD - Econometrics Paper Series /1996/307, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  39. Andrew C Harvey & Siem Jan Koopman & Marco Riani, 1995. "The Modelling and Seasonal Adjustment of Weekly Observations - (Now published in 'Journal of Business and Economic Statistics', 15 (1997), pp.354-368.)," STICERD - Econometrics Paper Series /1995/284, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  40. Andrew C Harvey & Andrew Scott, 1994. "Seasonality in Dynamic Regression Models," CEP Discussion Papers dp0184, Centre for Economic Performance, LSE.
  41. Andrew C Harvey & Andrew Scott, 1993. "Seasonality in Dynamic Regression Models (Now published in Economic Journal 104 (1994), pp.1324-1345.)," STICERD - Econometrics Paper Series /1993/266, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  42. Andrew C Harvey & N.G. Shephard, 1993. "Estimation and Testing of Stochastic Variance Models," STICERD - Econometrics Paper Series /1993/268, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  43. Andrew C Harvey & Albert Jaeger, 1991. "Detrending, Stylized Facts and The Business Cycle (Now published in Journal of Applied Econometrics, vol.8 (1993), pp.231-247.)," STICERD - Econometrics Paper Series /1991/230, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    RePEc:ese:iserwp:2000-22 is not listed on IDEAS

Articles

  1. Harvey, Andrew & Sucarrat, Genaro, 2014. "EGARCH models with fat tails, skewness and leverage," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 320-338.
  2. Fabio Busetti & Andrew Harvey, 2011. "When is a Copula Constant? A Test for Changing Relationships," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 9(1), pages 106-131, Winter.
  3. Andrew Harvey, 2011. "Modelling the Phillips curve with unobserved components," Applied Financial Economics, Taylor & Francis Journals, vol. 21(1-2), pages 7-17.
  4. Harvey, Andrew, 2010. "Tracking a changing copula," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 485-500, June.
  5. Fabio Busetti & Andrew Harvey, 2010. "Tests of strict stationarity based on quantile indicators," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(6), pages 435-450, November.
  6. Andrew Harvey, 2010. "The local quadratic trend model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 94-108.
  7. De Rossi, Giuliano & Harvey, Andrew, 2009. "Quantiles, expectiles and splines," Journal of Econometrics, Elsevier, vol. 152(2), pages 179-185, October.
  8. Harvey, Andrew C. & Delle Monache, Davide, 2009. "Computing the mean square error of unobserved components extracted by misspecified time series models," Journal of Economic Dynamics and Control, Elsevier, vol. 33(2), pages 283-295, February.
  9. Busetti, Fabio & Harvey, Andrew, 2008. "Testing For Trend," Econometric Theory, Cambridge University Press, vol. 24(01), pages 72-87, February.
  10. Fabio Busetti & Lorenzo Forni & Andrew Harvey & Fabrizio Venditti, 2007. "Inflation Convergence and Divergence within the European Monetary Union," International Journal of Central Banking, International Journal of Central Banking, vol. 3(2), pages 95-121, June.
  11. Carvalho, Vasco & Harvey, Andrew & Trimbur, Thomas, 2007. "A Note on Common Cycles, Common Trends, and Convergence," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 12-20, January.
  12. Harvey, Andrew C. & Trimbur, Thomas M. & Van Dijk, Herman K., 2007. "Trends and cycles in economic time series: A Bayesian approach," Journal of Econometrics, Elsevier, vol. 140(2), pages 618-649, October.
  13. Fabio Busetti & Silvia Fabiani & Andrew Harvey, 2006. "Convergence of Prices and Rates of Inflation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 863-877, December.
  14. Carvalho, Vasco M. & Harvey, Andrew C., 2005. "Growth, cycles and convergence in US regional time series," International Journal of Forecasting, Elsevier, vol. 21(4), pages 667-686.
  15. Andrew C. Harvey & Vasco M. Carvalho, 2005. "Convergence in the trends and cycles of Euro-zone income," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 275-289.
  16. Andrew C. Harvey & Thomas M. Trimbur, 2003. "General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series," The Review of Economics and Statistics, MIT Press, vol. 85(2), pages 244-255, May.
  17. Fabio Busetti & Andrew Harvey, 2003. "Further Comments On Stationarity Tests In Series With Structural Breaks At Unknown Points," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(2), pages 137-140, 03.
  18. Andrew Harvey & Jared Bernstein, 2003. "Measurement and Testing of Inequality from Time Series of Deciles with an Application to U.S. Wages," The Review of Economics and Statistics, MIT Press, vol. 85(1), pages 141-152, February.
  19. Koopman, Siem Jan & Harvey, Andrew, 2003. "Computing observation weights for signal extraction and filtering," Journal of Economic Dynamics and Control, Elsevier, vol. 27(7), pages 1317-1333, May.
  20. Busetti, Fabio & Harvey, Andrew, 2003. "Seasonality Tests," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(3), pages 420-36, July.
  21. Harvey, Andrew, 2001. "Testing in Unobserved Components Models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(1), pages 1-19, January.
  22. Jukka Nyblom & Andrew Harvey, 2001. "Testing against smooth stochastic trends," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 415-429.
  23. Nyblom, Jukka & Harvey, Andrew, 2000. "Tests Of Common Stochastic Trends," Econometric Theory, Cambridge University Press, vol. 16(02), pages 176-199, April.
  24. Andrew Harvey & Chia-Hui Chung, 2000. "Estimating the underlying change in unemployment in the UK," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 163(3), pages 303-309.
  25. Proietti, Tommaso & Harvey, Andrew, 2000. "A Beveridge-Nelson smoother," Economics Letters, Elsevier, vol. 67(2), pages 139-146, May.
  26. Andrew Harvey & Siem Jan Koopman, 2000. "Signal extraction and the formulation of unobserved components models," Econometrics Journal, Royal Economic Society, vol. 3(1), pages 84-107.
  27. Harvey, Andrew & Streibel, Mariane, 1998. "Testing for a slowly changing level with special reference to stochastic volatility," Journal of Econometrics, Elsevier, vol. 87(1), pages 167-189, August.
  28. Harvey, Andrew & Koopman, Siem Jan & Riani, Marco, 1997. "The Modeling and Seasonal Adjustment of Weekly Observations," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(3), pages 354-68, July.
  29. Harvey, Andrew, 1997. "Trends, Cycles and Autoregressions," Economic Journal, Royal Economic Society, vol. 107(440), pages 192-201, January.
  30. Harvey, Andrew C & Shephard, Neil, 1996. "Estimation of an Asymmetric Stochastic Volatility Model for Asset Returns," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(4), pages 429-34, October.
  31. Harvey, Andrew & Toulson, Sabine, 1994. "Review of '4thought'," International Journal of Forecasting, Elsevier, vol. 10(1), pages 35-41, June.
  32. Harvey, Andrew C & Ruiz, Esther, 1994. "Bayesian Analysis of Stochastic Volatility Models: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(4), pages 402-03, October.
  33. Harvey, Andrew & Scott, Andrew, 1994. "Seasonality in Dynamic Regression Models," Economic Journal, Royal Economic Society, vol. 104(427), pages 1324-45, November.
  34. Harvey, Andrew & Ruiz, Esther & Shephard, Neil, 1994. "Multivariate Stochastic Variance Models," Review of Economic Studies, Wiley Blackwell, vol. 61(2), pages 247-64, April.
  35. Harvey, A C & Jaeger, A, 1993. "Detrending, Stylized Facts and the Business Cycle," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(3), pages 231-47, July-Sept.
  36. Streibel, Mariane & Harvey, Andrew, 1993. "Estimation of simultaneous equation models with stochastic trend components," Journal of Economic Dynamics and Control, Elsevier, vol. 17(1-2), pages 263-287.
  37. Harvey, Andrew C & Koopman, Siem Jan, 1992. "Diagnostic Checking of Unobserved-Components Time Series Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(4), pages 377-89, October.
  38. Harvey, Andrew & Ruiz, Esther & Sentana, Enrique, 1992. "Unobserved component time series models with Arch disturbances," Journal of Econometrics, Elsevier, vol. 52(1-2), pages 129-157.
  39. Fernandez, F Javier & Harvey, Andrew C, 1990. "Seemingly Unrelated Time Series Equations and a Test for Homogeneity," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(1), pages 71-81, January.
  40. Harvey, Andrew & Snyder, Ralph D., 1990. "Structural time series models in inventory control," International Journal of Forecasting, Elsevier, vol. 6(2), pages 187-198, July.
  41. Harvey, Andrew C & Fernandes, C, 1989. "Time Series Models for Count or Qualitative Observations: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(4), pages 422, October.
  42. Harvey, Andrew C & Fernandes, C, 1989. "Time Series Models for Count or Qualitative Observations," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(4), pages 407-17, October.
  43. Harvey, A. C. & Stock, James H., 1989. "Estimating integrated higher-order continuous time autoregressions with an application to money-income causality," Journal of Econometrics, Elsevier, vol. 42(3), pages 319-336, November.
  44. Harvey, A. C. & Stock, James H., 1988. "Continuous time autoregressive models with common stochastic trends," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 365-384.
  45. F.Javier FERNANDEZ MACHO & Andrew C. HARVEY & James H. STOCK, 1987. "Forecasting and Interpolation Using Vector Autoregressions with Common Trends," Annales d'Economie et de Statistique, ENSAE, issue 6-7, pages 279-287.
  46. Harvey, A C, et al, 1986. "Stochastic Trends in Dynamic Regression Models: An Application to the Employment-Output Equations," Economic Journal, Royal Economic Society, vol. 96(384), pages 975-85, December.
  47. A. C. Harvey, 1986. "Analysis and Generalisation of a Multivariate Exponential Smoothing Model," Management Science, INFORMS, vol. 32(3), pages 374-380, March.
  48. Harvey, A. C., 1986. "The effects of seat belt legislation on British road casualities: A case study in structural modelling : A.C. Harvey and J. Durbing, Journal of the Royal Statistical Society, Series A 149 (1986) (in p," International Journal of Forecasting, Elsevier, vol. 2(4), pages 496-497.
  49. Harvey, A. C. & Stock, James H., 1985. "The Estimation of Higher-Order Continuous Time Autoregressive Models," Econometric Theory, Cambridge University Press, vol. 1(01), pages 97-117, April.
  50. Harvey, A C, 1985. "Trends and Cycles in Macroeconomic Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 3(3), pages 216-27, June.
  51. Phillips, G. D. A. & Harvey, A. C., 1984. "A note on estimating and testing exogenous variable coefficient estimators in simultaneous equation models," Economics Letters, Elsevier, vol. 15(3-4), pages 301-307.
  52. Harvey, A C & Todd, P H J, 1983. "Forecasting Economic Time Series with Structural and Box-Jenkins Models: A Case Study," Journal of Business & Economic Statistics, American Statistical Association, vol. 1(4), pages 299-307, October.
  53. Harvey, A C & Todd, P H J, 1983. "Forecasting Economic Time Series with Structural and Box-Jenkins Models: A Case Study: Response," Journal of Business & Economic Statistics, American Statistical Association, vol. 1(4), pages 313-15, October.
  54. Harvey, Andrew C & Phillips, Garry D A, 1982. "Testing for Contemporaneous Correlation of Disturbances in Systems of Regression Equations," Bulletin of Economic Research, Wiley Blackwell, vol. 34(2), pages 79-91, November.
  55. Harvey, A. C. & Phillips, G. D. A., 1981. "Testing for heteroscedasticity in simultaneous equation models," Journal of Econometrics, Elsevier, vol. 15(3), pages 311-340, April.
  56. Harvey, A. C. & Phillips, G. D. A., 1981. "Testing for serial correlation in simultaneous equation models : Some further results," Journal of Econometrics, Elsevier, vol. 17(1), pages 99-105, September.
  57. Harvey, A C & Phillips, G D A, 1980. "Testing for Serial Correlation in Simultaneous Equation Models," Econometrica, Econometric Society, vol. 48(3), pages 747-59, April.
  58. Harvey, A C, 1980. "On Comparing Regression Models in Levels and First Differences," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 21(3), pages 707-20, October.
  59. Harvey, Andrew C, 1978. "Linear Regression in the Frequency Domain," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 19(2), pages 507-12, June.
  60. Harvey, Andrew C. & Collier, Patrick, 1977. "Testing for functional misspecification in regression analysis," Journal of Econometrics, Elsevier, vol. 6(1), pages 103-119, July.
  61. Harvey, A C, 1976. "Estimating Regression Models with Multiplicative Heteroscedasticity," Econometrica, Econometric Society, vol. 44(3), pages 461-65, May.
  62. Harvey, A C, 1976. "A Note on the Efficiency of Kelejian's Method of Estimating Cobb-Douglas Type Functions with Multiplicative and Additive Errors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 17(2), pages 506-09, June.
  63. Harvey, A. C. & Phillips, G. D. A., 1974. "A comparison of the power of some tests for heteroskedasticity in the general linear model," Journal of Econometrics, Elsevier, vol. 2(4), pages 307-316, December.

Chapters

  1. Harvey, Andrew, 2006. "Forecasting with Unobserved Components Time Series Models," Handbook of Economic Forecasting, Elsevier.
  2. Andrew C. Harvey, 2002. "Trends, Cycles, and Convergence," Central Banking, Analysis, and Economic Policies Book Series, in: Norman Loayza & Raimundo Soto & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series Editor) (ed.), Economic Growth: Sources, Trends, and Cycles, edition 1, volume 6, chapter 8, pages 221-250 Central Bank of Chile.
  3. A. C. Harvey, 1977. "Discriminations Between CES and VES Production Functions," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 6, number 4, pages 463-471 National Bureau of Economic Research, Inc.

Books

  1. Harvey,Andrew C., 2013. "Dynamic Models for Volatility and Heavy Tails," Cambridge Books, Cambridge University Press, number 9781107034723, April.
  2. Harvey,Andrew & Koopman,Siem Jan & Shephard,Neil (ed.), 2012. "State Space and Unobserved Component Models," Cambridge Books, Cambridge University Press, number 9781107407435, April.
  3. Harvey, Andrew & Proietti, Tommaso (ed.), 2005. "Readings in Unobserved Components Models," OUP Catalogue, Oxford University Press, number 9780199278695, September.
  4. Harvey,Andrew & Koopman,Siem Jan & Shephard,Neil (ed.), 2004. "State Space and Unobserved Component Models," Cambridge Books, Cambridge University Press, number 9780521835954, April.
  5. Andrew C. Harvey, 1990. "The Econometric Analysis of Time Series, 2nd Edition," MIT Press Books, The MIT Press, edition 2, volume 1, number 026208189x, December.
  6. Harvey,Andrew C., 1990. "Forecasting, Structural Time Series Models and the Kalman Filter," Cambridge Books, Cambridge University Press, number 9780521321969, April.

NEP Fields

30 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (4) 2006-05-27 2007-03-10 2007-03-10 2008-06-13
  2. NEP-DEV: Development (1) 2002-06-13
  3. NEP-DGE: Dynamic General Equilibrium (1) 2001-07-30
  4. NEP-ECM: Econometrics (23) 1999-07-28 2001-07-30 2002-06-13 2002-12-11 2003-01-05 2006-05-27 2006-07-28 2007-03-10 2007-03-10 2007-03-10 2007-05-19 2007-05-19 2008-06-13 2008-10-28 2008-10-28 2008-10-28 2010-09-11 2010-10-16 2012-09-03 2012-10-06 2013-01-07 2013-07-28 2013-08-05. Author is listed
  5. NEP-EEC: European Economics (1) 2006-01-24
  6. NEP-ETS: Econometric Time Series (22) 1999-07-28 2001-07-30 2002-12-09 2003-01-05 2003-01-12 2006-07-28 2007-03-10 2007-03-10 2007-03-10 2007-05-19 2007-05-19 2008-06-13 2008-10-28 2008-10-28 2010-09-11 2010-10-16 2012-09-03 2013-01-07 2013-07-28 2013-08-05 2014-01-24 2014-04-05. Author is listed
  7. NEP-FOR: Forecasting (2) 2006-07-28 2007-05-19
  8. NEP-LAM: Central & South America (1) 2002-06-13
  9. NEP-MAC: Macroeconomics (2) 2006-01-24 2008-06-13
  10. NEP-MON: Monetary Economics (2) 2006-01-24 2006-05-27
  11. NEP-ORE: Operations Research (1) 2008-10-28
  12. NEP-RMG: Risk Management (3) 2002-12-09 2003-01-05 2006-07-28
  13. NEP-SEA: South East Asia (1) 2008-10-28

Statistics

This author is among the top 5% authors according to these criteria:
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  14. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
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  19. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
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  21. h-index
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  28. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  29. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
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  32. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
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  34. Closeness measure in co-authorship network
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  36. Breadth of citations across fields
  37. Wu-Index
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