Overview of nonlinear macroeconometric empirical models

MaRDI QIDQ2783442zbMATH OpenFDO

Authors Clive W. J. Granger

Publication date 16 April 2002

Published in Macroeconomic Dynamics (Search for Journal in Brave)

zbMATH Keywords

aggregationerror correction modelmultivariate modelsnonlinear modelsvector autoregressive model

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cited in

(8)

• A bivariate threshold time series model for analyzing Australian interest rates
• Stability results for nonlinear error correction models
• Refinements on macroeconomic modeling: the role of non-separability and heterogeneous labor supply
• Sir Clive Granger's contributions to nonlinear time series and econometrics
• Credit Market Imperfections and Business Cycle Dynamics: A Nonlinear Approach
• Diagnostic checking for the adequacy of nonlinear time series models
• Chaotic time series analysis in economics: balance and perspectives
• Estimation of heuristic switching in behavioral macroeconomic models

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