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Nonlinear Time Series Analysis of Business Cycles.
A quantitative approach to economic problems of practical importance.
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Burlington :
Emerald Group Publishing Limited,
2006.
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| Colección: | Contributions to economic analysis Nonlinear time series analysis of business cycles
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Introduction; Contents; List of Contributors; Dating Business Cycle Turning Points; Combining Predictors & Combining Information in Modelling: Forecasting US Recession Probabilities and Output Growth; The Importance of Nonlinearity in Reproducing Business Cycle Features; The Vector Floor and Ceiling Model; A New Framework to Analyze Business Cycle Synchronization; Non-linearity and Instability in the Euro Area; Nonlinear Modelling of Autoregressive Structural Breaks in Some US Macroeconomic Series.
- Trend-Cycle Decomposition Models with Smooth-Transition Parameters: Evidence from U.S. Economic Time SeriesModeling Inflation and Money Demand Using a Fourier-Series Approximation; Random Walk Smooth Transition Autoregressive Models; Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany; State Asymmetries in the Effects of Monetary Policy Shocks on Output: Some New Evidence for the Euro-Area; Non-linear Dynamics in Output, Real Exchange Rates and Real Money Balances: Norway, 1830-2003.
- A Predictive Comparison of Some Simple Long- and Short Memory Models of Daily U.S. Stock Returns, with Emphasis on Business Cycle EffectsNonlinear Modeling of the Changing Lag Structure in U.S. Housing Construction; Subject Index.