Rene Segers
Biographic Data
| ID | 8920559 |
|---|---|
| NAME | Rene Segers |
| GIVEN NAMES | Rene |
| FAMILY NAME | Segers |
| SIGNATURE | SEGERS R |
| AFFILIATIONS | Erasmus University Rotterdam |
| ORCID | 0000-0002-6332-7268 |
| VERIFIED | Yes |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 3 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2009 |
| LATEST PUBLICATION YEAR | 2022 |
| H-INDEX | 0 |
Non-resonating cycles in a dynamic model for investment behavior
Schumpeter (1939) conjectured that there exist many, or perhaps even an indefinite number of subcycles in an economy, but that in the long run only a few subcycles remain stable and persist, whereas others become unstable and cease. In this paper, we build upon this idea, hypothesizing that, for subcycles to persist in a multiple cycle structure, their cyclical lengths should not be close multiples. We formalize our theory using a mathematical mo…
Disentangling the enigma of multi-structured economic cycles - A new appearance of the golden ratio
We study whether there is an interrelationship between the lengths of economic cycles. Such an interrelationship would be helpful to signal future economic downturns, thus to alleviate economic and societal distress. To detect the lengths of economic cycles, we introduce an improved method, where Fourier analysis is coupled with GARCH regression, mixed distribution estimation, and harmonic regression. We apply our methodology to detect cycles in …
Do Leading Indicators Lead Peaks More Than Troughs
We develop a novel Markov switching vector autoregressive model to investigate the possibility that leading indicators have different lead times at business cycle peaks and at troughs. In this model, coincident and leading indicators share a common Markov state process, but their cycles are nonsynchronous, with the nonsynchronicity varying across regimes. An application shows that on average the Conference Board’s Composite Leading Index leads th…
No prominent works on this page.
Do Leading Indicators Lead Peaks More Than Troughs
We develop a novel Markov switching vector autoregressive model to investigate the possibility that leading indicators have different lead times at business cycle peaks and at troughs. In this model, coincident and leading indicators share a common Markov state process, but their cycles are nonsynchronous, with the nonsynchronicity varying across regimes. An application shows that on average the Conference Board’s Composite Leading Index leads th…
Disentangling the enigma of multi-structured economic cycles - A new appearance of the golden ratio
We study whether there is an interrelationship between the lengths of economic cycles. Such an interrelationship would be helpful to signal future economic downturns, thus to alleviate economic and societal distress. To detect the lengths of economic cycles, we introduce an improved method, where Fourier analysis is coupled with GARCH regression, mixed distribution estimation, and harmonic regression. We apply our methodology to detect cycles in …
Non-resonating cycles in a dynamic model for investment behavior
Schumpeter (1939) conjectured that there exist many, or perhaps even an indefinite number of subcycles in an economy, but that in the long run only a few subcycles remain stable and persist, whereas others become unstable and cease. In this paper, we build upon this idea, hypothesizing that, for subcycles to persist in a multiple cycle structure, their cyclical lengths should not be close multiples. We formalize our theory using a mathematical mo…
Business cycle (3 works) · Complex Systems and Time Series Analysis (3 works) · Econometrics (3 works) · Economics (3 works) · Mathematics (3 works) · Computer Science (2 works) · Macroeconomics (2 works) · Market Dynamics and Volatility (2 works) · Statistics (2 works) · Advanced Thermodynamics and Statistical Mechanics (1 work)