Nonlinear time series analysis of business cycles

• Main Author: Dijk, Dick van
• Other Authors: Milas, Costas, Rothman, Philip
• Format: Electronic eBook
• Language: English
• Published: Boston : Elsevier, c2006.
• Edition: 1st ed.
• Series: Contributions to economic analysis ; v. 276.
• Subjects: Business cycles > Econometric models.; Econometric models.; Nonlinear systems.; elektronické knihy; electronic books
• ISBN: 9780444518385; 044451838X; 9781849508339
• ISSN: 0573-8555 ;
• DOI: 10.1016/S0573-8555(2006)276
• Physical Description: 1 online resource (xxiv, 435 p.).

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 m...