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A Note On The Paper By H.J. Bierens: “Complex Unit Roots And Business Cycles: Are They Real?”


  • Díaz-Emparanza, Ignacio


This note discusses the concept of aliasing and its use in the paper by H.J. Bierens (2001, Econometric Theory 17, 962–983), in the framework of a second-order autoregression with complex unit roots. The condition on the range of the angular frequency φ is extended to φ ∈ (0,2π) − {π}.Financial support from UPV-EHU research project 9/UPV-00038.321-13503/2001, Basque Government project PI9970 and Ministerio de ciencia y tecnología BEC2003-02028 is gratefully acknowledged.

Suggested Citation

  • Díaz-Emparanza, Ignacio, 2004. "A Note On The Paper By H.J. Bierens: “Complex Unit Roots And Business Cycles: Are They Real?”," Econometric Theory, Cambridge University Press, vol. 20(3), pages 636-637, June.
  • Handle: RePEc:cup:etheor:v:20:y:2004:i:03:p:636-637_20

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    Cited by:

    1. Haitham A. Al-Zoubi, 2017. "Cyclical and Persistent Carry Trade Returns and Forward Premia," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 7(04), pages 1-33, December.
    2. Al-Zoubi, Haitham A., 2008. "The long swings in the spot exchange rates and the complex unit roots hypothesis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(3), pages 236-244, July.

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