Nonlinear Time Series Analysis of Business Cycles - Contributions to Economic Analysis
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Published By Elsevier

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Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Chapter 14 A Predictive Comparison of Some Simple Long- and Short Memory Models of Daily U.S. Stock Returns, with Emphasis on Business Cycle Effects

Nonlinear Time Series Analysis of Business Cycles - Contributions to Economic Analysis ◽

10.1016/s0573-8555(05)76014-4 ◽

2006 ◽

pp. 379-405 ◽

Cited By ~ 2

Author(s):

Geetesh Bhardwaj ◽

Norman R. Swanson

Keyword(s):

Business Cycle ◽

Stock Returns ◽

Memory Models ◽

Short Memory

Chapter 4 The Vector Floor and Ceiling Model

Nonlinear Time Series Analysis of Business Cycles - Contributions to Economic Analysis ◽

10.1016/s0573-8555(05)76004-1 ◽

2006 ◽

pp. 97-131 ◽

Cited By ~ 4

Author(s):

Gary Koop ◽

Simon Potter

Chapter 15 Nonlinear Modeling of the Changing Lag Structure in U.S. Housing Construction

Nonlinear Time Series Analysis of Business Cycles - Contributions to Economic Analysis ◽

10.1016/s0573-8555(05)76015-6 ◽

2006 ◽

pp. 407-429

Author(s):

Christian M. Dahl ◽

Tamer Kulaksιzoğlu

Keyword(s):

Nonlinear Modeling ◽

Housing Construction ◽

Lag Structure

Chapter 8 Trend-Cycle Decomposition Models with Smooth-Transition Parameters: Evidence from U.S. Economic Time Series

Nonlinear Time Series Analysis of Business Cycles - Contributions to Economic Analysis ◽

10.1016/s0573-8555(05)76008-9 ◽

2006 ◽

pp. 199-219 ◽

Cited By ~ 2

Author(s):

Siem Jan Koopman ◽

Kai Ming Lee ◽

Soon Yip Wong

Keyword(s):

Time Series ◽

Smooth Transition ◽

Economic Time Series ◽

Cycle Decomposition ◽

Decomposition Models ◽

Economic Time

Introduction

Nonlinear Time Series Analysis of Business Cycles - Contributions to Economic Analysis ◽

10.1016/s0573-8555(05)76017-x ◽

2006 ◽

pp. ix-xiv

Chapter 11 Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany

Nonlinear Time Series Analysis of Business Cycles - Contributions to Economic Analysis ◽

10.1016/s0573-8555(05)76011-9 ◽

2006 ◽

pp. 283-310 ◽

Cited By ~ 3

Author(s):

Mehtap Kesriyeli ◽

Denise R. Osborn ◽

Marianne Sensier

Keyword(s):

Structural Change ◽

Interest Rate ◽

Reaction Functions ◽

The Us

Chapter 7 Nonlinear Modelling of Autoregressive Structural Breaks in Some US Macroeconomic Series

Nonlinear Time Series Analysis of Business Cycles - Contributions to Economic Analysis ◽

10.1016/s0573-8555(05)76007-7 ◽

2006 ◽

pp. 175-198 ◽

Cited By ~ 2

Author(s):

George Kapetanios ◽

Elias Tzavalis

Keyword(s):

Structural Breaks ◽

Nonlinear Modelling

Subject Index

Nonlinear Time Series Analysis of Business Cycles - Contributions to Economic Analysis ◽

10.1016/s0573-8555(05)76018-1 ◽

2006 ◽

pp. 431-435 ◽

Cited By ~ 1

Nonlinear Time Series Analysis of Business Cycles - Contributions to Economic Analysis ◽

10.1016/s0573-8555(05)76016-8 ◽

2006 ◽

pp. xv-xxi

Chapter 6 Non-linearity and Instability in the Euro Area

Nonlinear Time Series Analysis of Business Cycles - Contributions to Economic Analysis ◽

10.1016/s0573-8555(05)76006-5 ◽

2006 ◽

pp. 151-174

Author(s):

Massimiliano Marcellino

Keyword(s):

Euro Area

Nonlinear Time Series Analysis of Business Cycles - Contributions to Economic Analysis
Latest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Elsevier

Chapter 14 A Predictive Comparison of Some Simple Long- and Short Memory Models of Daily U.S. Stock Returns, with Emphasis on Business Cycle Effects

Chapter 4 The Vector Floor and Ceiling Model

Chapter 15 Nonlinear Modeling of the Changing Lag Structure in U.S. Housing Construction

Chapter 8 Trend-Cycle Decomposition Models with Smooth-Transition Parameters: Evidence from U.S. Economic Time Series

Introduction

Chapter 11 Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany

Chapter 7 Nonlinear Modelling of Autoregressive Structural Breaks in Some US Macroeconomic Series

Subject Index

Contents

Chapter 6 Non-linearity and Instability in the Euro Area

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Nonlinear Time Series Analysis of Business Cycles - Contributions to Economic AnalysisLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Elsevier

Chapter 14 A Predictive Comparison of Some Simple Long- and Short Memory Models of Daily U.S. Stock Returns, with Emphasis on Business Cycle Effects

Chapter 4 The Vector Floor and Ceiling Model

Chapter 15 Nonlinear Modeling of the Changing Lag Structure in U.S. Housing Construction

Chapter 8 Trend-Cycle Decomposition Models with Smooth-Transition Parameters: Evidence from U.S. Economic Time Series

Introduction

Chapter 11 Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany

Chapter 7 Nonlinear Modelling of Autoregressive Structural Breaks in Some US Macroeconomic Series

Subject Index

Contents

Chapter 6 Non-linearity and Instability in the Euro Area

Nonlinear Time Series Analysis of Business Cycles - Contributions to Economic Analysis
Latest Publications