A NOTE ON THE PAPER BY H.J. BIERENS: “COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL?”

Ignacio Díaz-Emparanza

Econometric Theory, 2004, vol. 20, issue 3, 636-637

Abstract: This note discusses the concept of aliasing and its use in the paper by H.J. Bierens (2001, Econometric Theory 17, 962–983), in the framework of a second-order autoregression with complex unit roots. The condition on the range of the angular frequency φ is extended to φ ∈ (0,2π) − {π}.Financial support from UPV-EHU research project 9/UPV-00038.321-13503/2001, Basque Government project PI9970 and Ministerio de ciencia y tecnología BEC2003-02028 is gratefully acknowledged.

Date: 2004
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