A C Harvey

Biographic Data

ID5729652
NAMEA C Harvey
GIVEN NAMESA C
FAMILY NAMEHarvey
SIGNATUREHARVEY A C
VERIFIEDNo
TOTAL WORKS16
TOTAL CITATIONS5
AUTHOR COUNT16
EDITOR COUNT0
FIRST PUBLICATION YEAR1976
LATEST PUBLICATION YEAR1993
H-INDEX1

  • Detrending, stylized facts and the business cycle

    Open AccessAndrew Harvey, A C Harvey et al.ARTICLEJournal of Applied Econometrics1993

    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…

  • [Time Series Models for Count or Qualitative Observations]

    A C Harvey, C FernandesARTICLEJournal of Business and Economic…1989

  • Time Series Models for Count or Qualitative Observations

    Andrew Harvey, A C Harvey et al.ARTICLEJournal of Business and Economic…1989

    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…

  • Advanced Econometrics

    A C Harvey, Takeshi AmemiyaARTICLEEconomica1987

  • Stochastic Trends in Dynamic Regression Models

    Andrew Harvey, A C Harvey et al.ARTICLEThe Economic Journal1986

    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 …

  • Trends and Cycles in Macroeconomic Time Series

    Andrew Harvey, A C HarveyARTICLEJournal of Business and Economic…1985

    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…

  • An Introduction to National Income Accounting

    Arthur Harvey, A C Harvey et al.ARTICLEEconomica1985

  • Econometrics

    A C Harvey, Gregory C ChowARTICLEEconomica1985

  • Forecasting Economic Time Series With Structural and Box-Jenkins Models

    Andrew Harvey, A C Harvey et al.ARTICLEJournal of Business and Economic…1983

    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 …

  • [Forecasting Economic Time Series with Structural and Box-Jenkins Models

    A C Harvey, P H J ToddARTICLEJournal of Business and Economic…1983

    A. C. Harvey, P. H. J. Todd, [Forecasting Economic Time Series with Structural and Box-Jenkins Models: A Case Study]: Response, Journal of Business & Economic Statistics, Vol. 1, No. 4 (Oct., 1983), pp. 313-315

  • Time Series Models

    A R Tremayne, Andrew Harvey et al.ARTICLEEconomica1983

  • The Econometric Analysis of Time Series

    Grayham E Mizon, A C HarveyARTICLEThe Economic Journal1983Cited by: 5

    Journal Article The Econometric Analysis of Time Series Get access The Econometric Analysis of Time Series. By A. C. Harvey. (Oxford: Philip Allan, 1981. Pp. xi + 384. £17.50.) Grayham E. Mizon Grayham E. Mizon University of Southampton Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 93, Issue 369, 1 March 1983, Pages 254–257, https://doi.org/10.2307/2232203 Published: 01 March 1983

  • The econometric analysis of time series

    A C HarveyBOOKThe econometric analysis of time…1982

  • The Algebra of Econometrics

    Andrew Harvey, A C Harvey et al.ARTICLEEconomica1981

  • Comparison of Box-Jenkins and Bonn Monetary Model Prediction Performance

    A C Harvey, M N BhattacharyyaARTICLEEconomica1981

  • Estimating Regression Models with Multiplicative Heteroscedasticity

    Andrew Harvey, A C HarveyARTICLEEconometrica1976