Nonlinear time series analysis of business cycles

• Κύριος συγγραφέας: Dijk, Dick van
• Άλλοι συγγραφείς: Milas, Costas, Rothman, Philip
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Boston : Elsevier, c2006.
• Έκδοση: 1st ed.
• Σειρά: Contributions to economic analysis ; v. 276.
• Θέματα: Business cycles > Econometric models.; Econometric models.; Nonlinear systems.; Business & Economics > Economics > Microeconomics.; Business & Economics > Economics > General.; Business strategy.; Business mathematics & systems.

The business cycle has long been the focus of empirical economic research. Until recently statistical analysis of macroeconomic fluctuations was dominated by linear time series methods. Over the past 15 years, however, economists have increasingly applied tractable parametric nonlinear time series m...