Skip navigation
Skip navigation

Synchronization of Cycles

Harding, Don; Pagan, Adrian


Many interesting issues are posed by synchronization of cycles. In this paper, we define synchronization and show how the degree of synchronization can be measured. We propose heteroscedasticity and serial correlation robust tests of the hypotheses that cycles are either unsynchronized or perfectly synchronized. Tests of synchronization are performed using data on industrial production, on monthly stock indices and on series that are used to construct the reference cycle for the United States....[Show more]

CollectionsANU Research Publications
Date published: 2006
Type: Journal article
Source: Journal of Econometrics
DOI: 10.1016/j.jeconom.2005.01.023


File Description SizeFormat Image
01_Harding_Synchronization_of_Cycle_2006.pdf255.68 kBAdobe PDF    Request a copy

Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  19 May 2020/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator