Nonlinear Time Series Analysis of Business Cycles: Volume 276
Publication Date:
Book Series:
CEAEditors:
- C. Milas
- P.A. Rothman
- Dick van Dijk
- David E. Wildasin
Chapters:
- Dedication
- INTRODUCTION TO THE SERIES
- Introduction
- List of Contributors
- Dating Business Cycle Turning Points
- Combining Predictors and Combining Information in Modelling: Forecasting US Recession Probabilities and Output Growth
- The Importance of Nonlinearity in Reproducing Business Cycle Features
- The Vector Floor and Ceiling Model
- A New Framework to Analyze Business Cycle Synchronization
- Non-linearity and Instability in the Euro Area
- Nonlinear Modelling of Autoregressive Structural Breaks in Some US Macroeconomic Series
- Trend-Cycle Decomposition Models with Smooth-Transition Parameters: Evidence from U.S. Economic Time Series
- Modeling Inflation and Money Demand Using a Fourier-Series Approximation
- Random Walk Smooth Transition Autoregressive Models
- Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany
- State Asymmetries in the Effects of Monetary Policy Shocks on Output: Some New Evidence for the Euro-Area
- Non-linear Dynamics in Output, Real Exchange Rates and Real Money Balances: Norway, 1830-2003
- A Predictive Comparison of Some Simple Long- and Short Memory Models of Daily U.S. Stock Returns, with Emphasis on Business Cycle Effects
- Nonlinear Modeling of the Changing Lag Structure in U.S. Housing Construction
- Subject Index