The Resource Nonlinear time series analysis of business cycles, edited by C. Milas, P.A. Rothman, Dick van Dijk ; Series edited by David E. Wildman

Nonlinear time series analysis of business cycles, edited by C. Milas, P.A. Rothman, Dick van Dijk ; Series edited by David E. Wildman

Label
Nonlinear time series analysis of business cycles
Title
Nonlinear time series analysis of business cycles
Statement of responsibility
edited by C. Milas, P.A. Rothman, Dick van Dijk ; Series edited by David E. Wildman
Contributor
Subject
Language
eng
Summary
Do out-of-sample (point, interval, density, and turning point) forecasts obtained with nonlinear time series models dominate those generated with linear models? How should business cycles be dated and measured? What is the response of output and employment to oil-price and monetary shocks? This title addresses these questions.
Member of
Cataloging source
W2U
Index
no index present
Literary form
non fiction
Nature of contents
dictionaries
Summary expansion
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. In doing so, several important questions have been addressed in the literature, including: Do out-of-sample (point, interval, density, and turning point) forecasts obtained with nonlinear time series models dominate those generated with linear models? How should business cycles be dated and measured? What is the response of output and employment to oil-price and monetary shocks? How does monetary policy respond to asymmetries over the business cycle? Are business cycles due more to permanent or to transitory negative shocks? And, is the business cycle asymmetric, and does it matter? "Contributions to Economic Analysis" was established in 1952. The series purpose is to stimulate the international exchange of scientific information. The series includes books from all areas of macroeconomics and microeconomics
Label
Nonlinear time series analysis of business cycles, edited by C. Milas, P.A. Rothman, Dick van Dijk ; Series edited by David E. Wildman
Publication
http://library.link/vocab/branchCode
  • net
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
mixed
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Control code
ocn827751064
Dimensions
unknown
Extent
1 online resource (460 pages)
Form of item
online
Isbn
9781849508339
Media category
computer
Media MARC source
rdamedia
Media type code
c
http://library.link/vocab/recordID
.b35057592
Specific material designation
remote
System control number
  • (OCoLC)827751064
  • emerald184950833X

Library Locations

    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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