Andrew Harvey
Biographic Data
| ID | 3654264 |
|---|---|
| NAME | Andrew Harvey |
| GIVEN NAMES | Andrew |
| FAMILY NAME | Harvey |
| SIGNATURE | HARVEY A |
| AFFILIATIONS | London School of Economics and Political Science |
| ORCID | 0000-0003-3659-4704 |
| VERIFIED | Yes |
| TOTAL WORKS | 42 |
| TOTAL CITATIONS | 33 |
| AUTHOR COUNT | 41 |
| EDITOR COUNT | 1 |
| FIRST PUBLICATION YEAR | 1976 |
| LATEST PUBLICATION YEAR | 2026 |
| H-INDEX | 4 |
Is the contrasting correlation between the consonantality of conative animal calls and the vocalicity of interjections accidental or motivated? The case of Gorwaa
This article studies the potential motivation (or, on the contrary, accidentality) of the consonantal nature of conative animal calls (CACs) as contrasted with the vocalic nature of interjections. The authors examine this issue by drawing on data from Gorwaa and locating them within a broader typological context. The evidence presented suggests that Gorwaa CACs exhibit a markedly consonantal character, manifested through a set of more specific ph…
Communities Need to Lead”
The disparate outcomes experienced by children, young people, and families within Australia’s social, educational, and health, services are widely reported, with data reflecting that similar populations experience consistently poorer outcomes. As disparities occur across traditional service boundaries, beyond what individual provider or sector can address, it is critical to understand and intervene at the service systems-level, ie., the interacti…
Instability of interactives
This article studies the morpho-phonetic instability of interactives through the example of Gorwaa interjections. The analysis of 91 constructions demonstrates that, in Gorwaa, interjections are highly unstable: the number of idiolectal interjections is much larger than that of shared interjections, and the interjections of both sets form clusters – spaces composed of constructions connected through the family resemblance of a formal and function…
Raising post‐secondary education participation of young people transitioning from care
Out‐of‐home care is associated with a range of negative social outcomes for the young people who experience it. The most promising path to improved life chances for care‐experienced young people is arguably through education, especially post‐secondary education. Currently, no national data are collected on the post‐secondary education participation of care‐experienced young people. However, the evidence that exists suggests their participation ra…
Enhancing equitable inclusion for the Pasifika diaspora in mainstream Australia, using Pasifika methodologies within higher education and community settings
Purpose This paper identifies the value of Indigenous processes in developing a reciprocal working relationship between a Pasifika grass roots community organisation, Pasifika Church and an Australian university. The focus is on the capacity of Indigenous methodologies to authentically attain equity, diversity and inclusion, during the development of stakeholder partnerships, particularly when there are power and resource imbalances between parti…
Preverbal clitic clusters in the Tanzanian Rift Valley revisited
This paper examines preverbal clitic clusters in the Tanzanian Rift Valley, an area of high linguistic diversity with representatives of the Bantu, Cushitic, and Nilotic families, as well as Sandawe (possibly a distant member of the Khoi-Kwadi family), and the language isolate Hadza. An earlier work (Kießling, Roland, Maarten Mous & Derek Nurse. 2008. The Tanzanian Rift Valley area. In Bernd Heine & Derek Nurse (eds.), A linguistic geography of A…
Grambank reveals the importance of genealogical constraints on linguistic diversity and highlights the impact of language loss
While global patterns of human genetic diversity are increasingly well characterized, the diversity of human languages remains less systematically described. Here we outline the Grambank database. With over 400,000 data points and 2,400 languages, Grambank is the largest comparative grammatical database available. The comprehensiveness of Grambank allows us to quantify the relative effects of genealogical inheritance and geographic proximity on t…
Integrated person-centred systems of care for complex needs - Moving forward towards person-centred integrated care
The International Journal of Integrated Care (IJIC) is an online, open-access, peer-reviewed scientific journal that publishes original articles in the field of integrated care on a continuous basis.IJIC has an Impact Factor of 5.120 (2020 JCR, received in June 2021)The IJIC 20th Anniversary Issue was published in 2021
Cointegration and control
Control groups can provide counterfactual evidence for assessing the impact of an event or policy change on a target variable. We argue that fitting a multivariate time series model offers potential gains over a direct comparison between the target and a weighted average of controls. More importantly, it highlights the assumptions underlying methods such as difference in differences and synthetic control, suggesting ways to test these assumptions…
Passports out of poverty
Student Equity in Australian Higher Education
Student Equity in Australian Higher Education
Dr Who? Equity and diversity among university postgraduate and higher degree cohorts
Lack of equitable access at the higher levels of university is detrimental to individuals and more broadly to economic productivity and social cohesion. This paper considers the nature and extent of under-representation in postgraduate and higher degree study and proposes responses at both the institutional and policy levels. Particular focus is given to low socio-economic and regional students within the Australian context. Major causes of postg…
The Utopian Diaspora
This chapter argues that the experiment of the Australians’ diaspora in Paraguay forms an important but neglected chapter in Australian history. Only two books, an occasional play, and no significant films have represented the ‘New Australia’ experiment, a paucity of coverage which is the result of both a deliberate forgetting and an underinvestment in national cultural institutions. The contrast with the Welsh government’s continuing support of …
A Note on Common Cycles, Common Trends, and Convergence
This article compares and contrasts structural time series models and the common features methodology. The way in which trends are handled is highlighted by describing a recent structural time series model that allows convergence to a common growth path. Postsample data are used to test its forecasting performance for income per head in U.S. regions. A test for common cycles is proposed, its asymptotic distribution is given, and small-sample prop…
Immortal signs
A Clash of Systems
In the Winter 2004-05 issue of Parameters, Philip Seib makes a laudable effort to establish the imperative for journalists, policymakers, and the American public to undertake a more sophisticated analysis of how the world works. (1) This is critical because the analytical framework adopted by the media and policymakers has a direct effect on how they approach news coverage and frame discussions regarding the threat posed by radical Islamist extre…
Seasonality Tests
This article modifies and extends the test against nonstationary stochastic seasonality proposed by Canova and Hansen. A simplified form of the test statistic in which the nonparametric correction for serial correlation is based on estimates of the spectrum at the seasonal frequencies is considered and shown to have the same asymptotic distribution as the original formulation. Under the null hypothesis, the distribution of the seasonality test st…
General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series
A class of model-based filters for extracting trends and cycles in economic time series is presented. These lowpass and bandpass filters are derived in a mutually consistent manner as the joint solution to a signal extraction problem in an unobserved-components model. The resulting trends and cycles are computed in finite samples using the Kalman filter and associated smoother. The filters form a class which is a generalization of the class of Bu…
Measurement and Testing of Inequality from Time Series of Deciles with an Application to U.S. Wages
This article uses unobserved-components time series models to capture the underlying trends in the quarterly deciles of U.S. hourly wages. Tests of stability and divergence are developed as a means of assessing changes in inequality. The decrease in the wage gender gap is examined, and the impact of changes in the minimum wage is assessed
The Modeling and Seasonal Adjustment of Weekly Observations
Several important economic time series are recorded on a particular day every week. Seasonal adjustment of such series is difficult because the number of weeks varies between 52 and 53 and the position of the recording day changes from year to year. In addition certain festivals, most notably Easter, take place at different times according to the year. This article presents a solution to problems of this kind by setting up a structural time serie…
Trends, Cycles and Autoregressions
Journal Article Trends, Cycles and Autoregressions Get access Andrew Harvey Andrew Harvey University of Cambridge Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 107, Issue 440, 1 January 1997, Pages 192–201, https://doi.org/10.1111/1468-0297.00152 Published: 01 January 1997
Estimation of an Asymmetric Stochastic Volatility Model for Asset Returns
A stochastic volatility model may be estimated by a quasi-maximum likelihood procedure by transforming to a linear state-space form. The method is extended to handle correlation between the two disturbances in the model and applied to data on stock returns
Stamp 5.0 Structural Time Series Analyser, Modeller and Predictor
Part 1: installation procedure for STAMP. Part 2 Tutorials on structural time series modelling: getting started on simple univariate modelling tutorial on components tutorial on interventions and explanatory variables tutorial on multivariate models applications in macroeconomics and finance. Part 3 STAMP tutorials: the basic skills tutorial on graphics tutorial on data input and output tutorial on data transformation and description tutorial on …
Stage of Lifecycle and Time Spent in Activities
Leisure recreation patterns of people have been investigated using a variety of methodologies.3,5,6,7,8. Historically age has been used as a predictor of participation. It has been postulated that age may be closely related to stage of a person's lifecycle. The purpose of this investigation was to determine if stage of lifecycle affects a person's activity patterns using the General Social Survey time budget data.11 This study indicates that acti…
Passports out of poverty
Analysis of Economic Time Series. A Synthesis
Journal Article Analysis of Economic Time Series Get access Analysis of Economic Time Series. A Synthesis. By Marc Nerlove, David M. Grether and Jose L. Carvalho. (New York: Academic Press, 1979. Pp. xi + 468 + graphs. £25-65.) Andrew C. Harvey Andrew C. Harvey London School of Economics Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 90, Issue 359, 1 September 1980, Pages 681–682, https://doi…
Dr Who? Equity and diversity among university postgraduate and higher degree cohorts
Lack of equitable access at the higher levels of university is detrimental to individuals and more broadly to economic productivity and social cohesion. This paper considers the nature and extent of under-representation in postgraduate and higher degree study and proposes responses at both the institutional and policy levels. Particular focus is given to low socio-economic and regional students within the Australian context. Major causes of postg…
Seasonality in Dynamic Regression Models
Journal Article Seasonality in Dynamic Regression Models Get access Andrew Harvey, Andrew Harvey London School of Economics Search for other works by this author on: Oxford Academic Google Scholar Andrew Scott Andrew Scott All Souls College, Oxford and Centre for Economic Performance, London School of Economics Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 104, Issue 427, 1 November 1994, Pa…
Trends, Cycles and Autoregressions
Journal Article Trends, Cycles and Autoregressions Get access Andrew Harvey Andrew Harvey University of Cambridge Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 107, Issue 440, 1 January 1997, Pages 192–201, https://doi.org/10.1111/1468-0297.00152 Published: 01 January 1997
Stage of Lifecycle and Time Spent in Activities
Leisure recreation patterns of people have been investigated using a variety of methodologies.3,5,6,7,8. Historically age has been used as a predictor of participation. It has been postulated that age may be closely related to stage of a person's lifecycle. The purpose of this investigation was to determine if stage of lifecycle affects a person's activity patterns using the General Social Survey time budget data.11 This study indicates that acti…
Raising post‐secondary education participation of young people transitioning from care
Out‐of‐home care is associated with a range of negative social outcomes for the young people who experience it. The most promising path to improved life chances for care‐experienced young people is arguably through education, especially post‐secondary education. Currently, no national data are collected on the post‐secondary education participation of care‐experienced young people. However, the evidence that exists suggests their participation ra…
Estimating Regression Models with Multiplicative Heteroscedasticity
Analysis of Economic Time Series. A Synthesis
Journal Article Analysis of Economic Time Series Get access Analysis of Economic Time Series. A Synthesis. By Marc Nerlove, David M. Grether and Jose L. Carvalho. (New York: Academic Press, 1979. Pp. xi + 468 + graphs. £25-65.) Andrew C. Harvey Andrew C. Harvey London School of Economics Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 90, Issue 359, 1 September 1980, Pages 681–682, https://doi…
The Algebra of Econometrics
Forecasting Economic Time Series With Structural and Box-Jenkins Models
The basic structural model is a univariate time series model consisting of a slowly changing trend component, a slowly changing seasonal component, and a random irregular component. It is part of a class of models that have a number of advantages over the seasonal ARIMA models adopted by Box and Jenkins (1976). This article reports the results of an exercise in which the basic structural model was estimated for six U.K. macroeconomic time series …
Econometric Analysis by Control Methods . Gregory C. Chow
Time Series Models
The Econometric Analysis of Time Series
This new edition of A.C. Harvey's clearly written, upper-level text has been revised and several sections have been completely rewritten. There is new material on a number of topics, including unit roots, ARCH, and cointegration.The Econometric Analysis of Time Series focuses on the statistical aspects of model building, with an emphasis on providing an understanding of the main ideas and concepts in econometrics rather than presenting a series o…
Trends and Cycles in Macroeconomic Time Series
Two structural time series models for annual observations are constructed in terms of trend, cycle, and irregular components. The models are then estimated via the Kalman filter using data on five U.S. macroeconomic time series. The results provide some interesting insights into the dynamic structure of the series, particularly with respect to cyclical behavior. At the same time, they illustrate the development of a model selection strategy for s…
Stochastic Trends in Dynamic Regression Models
Journal Article Stochastic Trends in Dynamic Regression Models: An Application to the Employment-Output Equation Get access A. C. Harvey, A. C. Harvey London School of Economics and National Institute of Economic and Social Research Search for other works by this author on: Oxford Academic Google Scholar S. G. B. Henry, S. G. B. Henry London School of Economics and National Institute of Economic and Social Research Search for other works by this …
Time Series Models for Count or Qualitative Observations
Time series sometimes consist of count data in which the number of events occurring in a given time interval is recorded. Such data are necessarily nonnegative integers, and an assumption of a Poisson or negative binomial distribution is often appropriate. This article sets ups a model in which the level of the process generating the observations changes over time. A recursion analogous to the Kalman filter is used to construct the likelihood fun…
Forecasting, Structural Time Series Models and the Kalman Filter
In this book, Andrew Harvey sets out to provide a unified and comprehensive theory of structural time series models. Unlike the traditional ARIMA models, structural time series models consist explicitly of unobserved components, such as trends and seasonals, which have a direct interpretation. As a result the model selection methodology associated with structural models is much closer to econometric methodology. The link with econometrics is made…
Seemingly Unrelated Time Series Equations and a Test for Homogeneity
A multivariate structural time series model made up of unobserved components such as trends and seasonals is formulated. A homogeneous system, in which any linear combination of the observations follows the same time series process, is shown to correspond to a multivariate structural model in which the covariance matrices of the disturbances are proportional. A homogeneous model is considerably easier to estimate than the more general model and a…
Forecasting, Structural Time Series Models and the Kalman Filter
Diagnostic Checking of Unobserved-Components Time Series Models
Diagnostic checking of the specification of time series models is normally carried out using the innovations—that is, the one-step-ahead prediction errors. In an unobserved-components model, other sets of residuals are available. These auxiliary residuals are estimators of the disturbances associated with the unobserved components. They can often yield information that is less apparent from the innovations, but they suffer from the disadvantage t…
Detrending, stylized facts and the business cycle
The stylized facts of macroeconomic time series can be presented by fitting structural time series models. Within this framework, we analyse the consequences of the widely used detrending technique popularised by Hodrick and Prescott (1980). It is shown that mechanical detrending based on the Hodrick–Prescott filter can lead investigators to report spurious cyclical behaviour, and this point is illustrated with empirical examples. Structural time…
[Bayesian Analysis of Stochastic Volatility Models]
Seasonality in Dynamic Regression Models
Journal Article Seasonality in Dynamic Regression Models Get access Andrew Harvey, Andrew Harvey London School of Economics Search for other works by this author on: Oxford Academic Google Scholar Andrew Scott Andrew Scott All Souls College, Oxford and Centre for Economic Performance, London School of Economics Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 104, Issue 427, 1 November 1994, Pa…
Stage of Lifecycle and Time Spent in Activities
Leisure recreation patterns of people have been investigated using a variety of methodologies.3,5,6,7,8. Historically age has been used as a predictor of participation. It has been postulated that age may be closely related to stage of a person's lifecycle. The purpose of this investigation was to determine if stage of lifecycle affects a person's activity patterns using the General Social Survey time budget data.11 This study indicates that acti…
Estimation of an Asymmetric Stochastic Volatility Model for Asset Returns
A stochastic volatility model may be estimated by a quasi-maximum likelihood procedure by transforming to a linear state-space form. The method is extended to handle correlation between the two disturbances in the model and applied to data on stock returns
Stamp 5.0 Structural Time Series Analyser, Modeller and Predictor
Part 1: installation procedure for STAMP. Part 2 Tutorials on structural time series modelling: getting started on simple univariate modelling tutorial on components tutorial on interventions and explanatory variables tutorial on multivariate models applications in macroeconomics and finance. Part 3 STAMP tutorials: the basic skills tutorial on graphics tutorial on data input and output tutorial on data transformation and description tutorial on …
The Modeling and Seasonal Adjustment of Weekly Observations
Several important economic time series are recorded on a particular day every week. Seasonal adjustment of such series is difficult because the number of weeks varies between 52 and 53 and the position of the recording day changes from year to year. In addition certain festivals, most notably Easter, take place at different times according to the year. This article presents a solution to problems of this kind by setting up a structural time serie…
Trends, Cycles and Autoregressions
Journal Article Trends, Cycles and Autoregressions Get access Andrew Harvey Andrew Harvey University of Cambridge Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 107, Issue 440, 1 January 1997, Pages 192–201, https://doi.org/10.1111/1468-0297.00152 Published: 01 January 1997
Seasonality Tests
This article modifies and extends the test against nonstationary stochastic seasonality proposed by Canova and Hansen. A simplified form of the test statistic in which the nonparametric correction for serial correlation is based on estimates of the spectrum at the seasonal frequencies is considered and shown to have the same asymptotic distribution as the original formulation. Under the null hypothesis, the distribution of the seasonality test st…
General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series
A class of model-based filters for extracting trends and cycles in economic time series is presented. These lowpass and bandpass filters are derived in a mutually consistent manner as the joint solution to a signal extraction problem in an unobserved-components model. The resulting trends and cycles are computed in finite samples using the Kalman filter and associated smoother. The filters form a class which is a generalization of the class of Bu…
Measurement and Testing of Inequality from Time Series of Deciles with an Application to U.S. Wages
This article uses unobserved-components time series models to capture the underlying trends in the quarterly deciles of U.S. hourly wages. Tests of stability and divergence are developed as a means of assessing changes in inequality. The decrease in the wage gender gap is examined, and the impact of changes in the minimum wage is assessed
Econometrics (22 works) · Economics (22 works) · Mathematics (20 works) · Computer Science (18 works) · Statistics (17 works) · Sociology (10 works) · Political science (9 works) · Time series (9 works) · Monetary Policy and Economic Impact (8 works) · Forecasting Techniques and Applications (7 works)