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About 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 models to business cycle data; most prominent in this set of models are the classes of Threshold AutoRegressive (TAR) models, Markov-Switching AutoRegressive (MSAR) models, and Smooth Transition AutoRegressive (STAR) models.
Detailed Information
| Author: | Milas C., Rothman P., Van Dijk D. |
|---|---|
| Publication Year: | 2006 |
| ISBN: | 9780080460154 |
| Pages: | 461 |
| Language: | English |
| File Size: | 3.858 |
| Format: | |
| Price: | FREE |
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