Nonlinear Time Series Analysis Of Business Cycles

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Business & Economics - Mathematical Economics
Nonlinear Time Series Analysis Of...

Nonlinear Time Series Analysis Of Business Cycles

Name: Nonlinear Time Series Analysis Of Business Cycles
ISBN: 9780444518385

Milas C., Rothman P., Van Dijk D.

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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.

Kategorije:

Business & Economics - Mathematical Economics

Godina:

2006

Izdavač:

Emerald Publishing Limited

Jezik:

english

Strane:

435

ISBN 10:

0080460151