Characterizing Asymmetries in Business Cycles Using Smooth-Transition Structural Time-Series Models

DOI10.2202/1558-3708.1045MaRDI QIDQ3368231zbMATH OpenOpenAlexFDO

Authors Tommaso Proietti

Publication date 27 January 2006

Published in Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.559.3128

zbMATH Keywords

asymmetrybusiness cyclesnonlinearityLM test

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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