Chapter 3 The Importance of Nonlinearity in Reproducing Business Cycle Features

DOI10.1016/S0573-8555(05)76003-XMaRDI QIDQ5294102zbMATH OpenOpenAlexFDO

Authors Jeremy Piger, James Morley

Publication date 23 July 2007

Published in Nonlinear Time Series Analysis of Business Cycles (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0573-8555(05)76003-x

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84)

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• Reproducing business cycle features: are nonlinear dynamics a proxy for multivariate information?

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