Pages that link to "Item:Q5294099"
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The following pages link to Nonlinear Time Series Analysis of Business Cycles (Q5294099):
Displayed 14 items.
- Chapter 1 Dating Business Cycle Turning Points (Q5294100) (← links)
- Chapter 2 Combining Predictors & Combining Information in Modelling: Forecasting US Recession Probabilities and Output Growth (Q5294101) (← links)
- Chapter 3 The Importance of Nonlinearity in Reproducing Business Cycle Features (Q5294102) (← links)
- Chapter 4 The Vector Floor and Ceiling Model (Q5294103) (← links)
- Chapter 5 A New Framework to Analyze Business Cycle Synchronization (Q5294104) (← links)
- Chapter 6 Non-linearity and Instability in the Euro Area (Q5294106) (← links)
- Chapter 7 Nonlinear Modelling of Autoregressive Structural Breaks in Some US Macroeconomic Series (Q5294107) (← links)
- Chapter 8 Trend-Cycle Decomposition Models with Smooth-Transition Parameters: Evidence from U.S. Economic Time Series (Q5294108) (← links)
- Chapter 9 Modeling Inflation and Money Demand Using a Fourier-Series Approximation (Q5294109) (← links)
- Chapter 10 Random Walk Smooth Transition Autoregressive Models (Q5294110) (← links)
- Chapter 11 Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany (Q5294112) (← links)
- Chapter 12 State Asymmetries in the Effects of Monetary Policy Shocks on Output: Some New Evidence for the Euro-Area (Q5294114) (← links)
- 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 (Q5294115) (← links)
- Chapter 15 Nonlinear Modeling of the Changing Lag Structure in U.S. Housing Construction (Q5294117) (← links)