Nonlinear time series analysis of business cycles / [editors] Costas Milas, Philip Rothman, Dick van Dijk.

Other author Milas, Costas.
Other author Rothman, Philip.
Other author Van Dijk, D.
Format Book
Edition1st ed.
Publication InfoAmsterdam ; Boston : Elsevier, 2006.
Descriptionxxiv, 435 pages : illustrations ; 24 cm.
Supplemental ContentPublisher description
Supplemental ContentTable of contents
Subjects
Business cycles--Econometric models.
Econometric models.
Nonlinear systems.

SeriesContributions to economic analysis ; 276, 0573-8555 ;
Contributions to economic analysis 276. ^A33091
Contents Dating business cycle turning points / Marcelle Chauvet and James D. Hamilton -- Combining predictors & combining information in modelling : forecasting U.S. recession probabilities and output growth / Michael P. Clements and Ana Beatriz Galvão -- The importance of nonlinearity in reproducing business cycle features / James Morley and Jeremy Piger -- The vector floor and ceiling model / Gary Koop and Simon Potter -- A new framework to analyze business cycle synchronization / Maximo Camacho and Gabriel Perez-Quiros -- Non-linearity and instability in the Euro area / Massimiliano Marcellino -- Nonlinear modelling of autoregressive structural breaks in some US macroeconomic series / George Kapetanios and Elias Tzavalis -- Trend-cycle decomposition models with smooth-transition parameters : evidence from U.S. economic time series / Siem Jan Koopman, Kai Ming Lee and Soon Yip Wong -- Modeling inflation and money demand using a Fourier-series approximation / Ralf Becker, Walter Enders and Stan Hurn -- Random walk smooth transition autoregressive models / Heather M. Anderson and Chin Nam Low -- Nonlinearity and structural change in interest rate reaction functions for the US, UK and Germany / Mehtap Kesriyeli, Denise R. Osborn and Marianne Sensier -- State asymmetries in the effects of monetary-policy shocks on output : some new evidence for the Euro-area / Juan J. Dolado and Ramón María-Dolores -- Non-linear dynamics in output, real exchange rates and real money balances : Norway, 1830-2003 / Q. Farooq Akram, Øyvind Eitrheim and 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 and Norman R. Swanson -- Nonlinear modeling of the changing lag structure in U.S. housing construction / Christian M. Dahl and Tamer Kulaksızoğlu.
Bibliography noteIncludes bibliographical references and index.
LCCN 2005056288
ISBN044451838X
ISBN9780444518385

Availability

Library Location Call Number Status Item Actions
Joyner General Stacks HB3711 .N664 2006 ✔ Available Place Hold