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

DOI10.2202/1558-3708.1045zbMath1078.91571OpenAlexW2080284087MaRDI QIDQ3368231

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)

Related Items (2)

Forecasting the US unemployment rate ⋮ Bootstrap order selection for SETAR models

This page was built for publication: Characterizing Asymmetries in Business Cycles Using Smooth-Transition Structural Time-Series Models