Dynamic threshold modelling and the US business cycle

DOI10.1111/RSSC.12008MaRDI QIDQ6638965zbMATH OpenFDO

Authors Miguel De Carvalho, Feridun Turkman, António Rua

Publication date 14 November 2024

Published in Journal of the Royal Statistical Society. Series C. Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/RSSC.12008

zbMATH Keywords

Box-Jenkins methodextreme value econometricsnon-stationary processpeaks over thresholdstatistics of extremesunemployment dataUS business cycle

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

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