Nonlinear time series analysis of business cycles
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...
| Κύριος συγγραφέας: | |
|---|---|
| Άλλοι συγγραφείς: | , |
| Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
Boston :
Elsevier,
c2006.
|
| Έκδοση: | 1st ed. |
| Σειρά: | Contributions to economic analysis ;
v. 276. |
| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- Dating business cycle turning points / Marcelle Chauvet, James D. Hamilton
- A new framework to analyze business cycle synchronization / Jeffrey A. Modisett, Judge David J. Dreyer
- Non-linearity and instability in the Euro area / Massimiliano Marcellino
- Nonlinear modelling of autoregressive structural breaks in some US macroeconomic series / George Kapetanios, Elias Tzavalis
- Trend-cycle decomposition models with smooth-transition parameters : evidence from U.S. economic time series / Siem Jan Koopman, Soon Yip Wong, David E. Wildasin
- Modeling inflation and money demand using a fourier-series approximation / Ralf Becker, Stan Hurn
- Random walk smooth transition autoregressive models / Heather M. Anderson, Chin Nam Low
- Nonlinearity and structural change in interest rate reaction functions for the US, UK and Germany / Mehtap Kesriyeli, Denise R. Osborn
- State asymmetries in the effects of monetary policy shocks on output : some new evidence for the Euro-Area / Juan J. Dolado, Ramon Maria-Dolores
- Non-linear dynamics in output, real exchange rates and real money balances : Norway, 1830-2003 / Q.Farooq Akram, Øyvind Eitrheim, Lucio Sarno
- A predictive comparison of some simple long- and short memory models of daily U.S. stock returns, with emphasis on business cycle effects / Geetesh Bhardwaj, Norman R. Swanson
- Nonlinear modeling of the changing lag structure in U.S. housing construction / Christian M. Dahl, Tamer Kulaksizoglu
- Combining predictors and combining information in modelling : forecasting US recession probabilities and output growth / Michael P. Clements, Ana Beatriz Galvao
- The importance of nonlinearity in reproducing business cycle features / James Morley, Jeremy Piger
- The vector floor and ceiling model / Gary Koop, Simon Potter.
