Exploring US business cycles with bivariate loops using penalized spline regression

DOI10.1007/S10614-011-9262-2MaRDI QIDQ429548zbMATH OpenOpenAlexFDO

Authors Timo Teuber, Peter Flaschel, Göran Kauermann

Publication date 19 June 2012

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10614-011-9262-2

zbMATH Keywords

business cyclebivariate nonparametric regressiondistributive cyclepenalized spline regression

Mathematics Subject Classification ID

General nonlinear regression (62J02) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

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Cites work

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Uses Software

• gamair
• SemiPar
• JMulTi

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