Econometric theory, as presented in textbooks and the econometric literature generally, is a somewhat disparate collection of findings. Its essential nature is to be a set of demonstrated results that increase over time, each logically based on a specific set of axioms or assumptions, yet at...

Overview -- Methods for describing oscillations, fluctuations, and cycles in univariate series -- Constructing reference cycles with multivariate information -- Model-based rules for describing recurrent events -- Measuring recurrent event features in univariate data -- Measuring synchronization...

The last twenty years have witnessed tremendous advances in the mathematical, statistical, and computational tools available to applied macroeconomists. This rapidly evolving field has redefined how researchers test models and validate theories. Yet until now there has been no textbook that...