Can non-linear time series models generate US business cycle asymmetric shape?

2002 ◽  
Vol 77 (2) ◽  
pp. 187-194 ◽  
Author(s):  
Ana Beatriz C. Galvão
2008 ◽  
Vol 203 (1) ◽  
pp. 224-232 ◽  
Author(s):  
Paresh Date ◽  
Luka Jalen ◽  
Rogemar Mamon

1986 ◽  
Vol 23 (A) ◽  
pp. 241-255 ◽  
Author(s):  
Tohru Ozaki

Stochastic dynamical system models for non-linear random vibrations are considered and their discrete-time version, non-linear time series models are introduced using the local Gaussian modelling method. Some computational problems and implications of the present method in non-linear time series analysis are discussed.


2019 ◽  
Vol 575 ◽  
pp. 1200-1213 ◽  
Author(s):  
Farshad Fathian ◽  
Saeid Mehdizadeh ◽  
Ali Kozekalani Sales ◽  
Mir Jafar Sadegh Safari

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