Reproducing business cycle features: are nonlinear dynamics a proxy for multivariate information?

DOI10.1515/SNDE-2012-0036MaRDI QIDQ5881706zbMATH OpenOpenAlexFDO

Authors Jeremy Piger, James Morley

Publication date 13 March 2023

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

Full work available at URL https://doi.org/10.1515/snde-2012-0036

zbMATH Keywords

bounceback modelbusiness cycle asymmetriesbusiness cycle featuresnonlinearity

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84)

Recommendations

• Chapter 3 The Importance of Nonlinearity in Reproducing Business Cycle Features
• Can nonlinear time series models generate US business cycle asymmetric shape?
• Statistical nonlinearities in the business cycle: a challenge for the canonical RBC model
• Nonstationarities and Markov switching models
• Identifying Nonlinear Components by Random Fields in the US GNP Growth. Implications for the Shape of the Business Cycle

Cited in

(5)

• Statistical nonlinearities in the business cycle: a challenge for the canonical RBC model
• Can nonlinear time series models generate US business cycle asymmetric shape?
• Asymmetric dynamics between uncertainty and unemployment flows in the United States
• Identifying Nonlinear Components by Random Fields in the US GNP Growth. Implications for the Shape of the Business Cycle
• Chapter 3 The Importance of Nonlinearity in Reproducing Business Cycle Features

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