Nonlinear Time Series Analysis of Business Cycles: Volume 276

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Table of contents

(20 chapters)

Dedication

Pages v-v

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Citation: Milas, C., Rothman, P.A. and van Dijk, D. (2006), "Dedication", Milas, C., Rothman, P.A., van Dijk, D. and Wildasin, D.E. (Ed.) Nonlinear Time Series Analysis of Business Cycles (Contributions to Economic Analysis, Vol. 276), Emerald Group Publishing Limited, Leeds, pp. v-v. https://doi.org/10.1016/S0573-8555(05)76016-2

INTRODUCTION TO THE SERIES

Pages vii-vii

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Citation: (2006), "INTRODUCTION TO THE SERIES", Milas, C., Rothman, P.A., van Dijk, D. and Wildasin, D.E. (Ed.) Nonlinear Time Series Analysis of Business Cycles (Contributions to Economic Analysis, Vol. 276), Emerald Group Publishing Limited, Leeds, pp. vii-vii. https://doi.org/10.1016/S0573-8555(05)76016-3

Introduction

Pages ix-xiv

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List of Contributors

Pages xxiii-xxiv

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Citation: (2006), "List of Contributors", Milas, C., Rothman, P.A., van Dijk, D. and Wildasin, D.E. (Ed.) Nonlinear Time Series Analysis of Business Cycles (Contributions to Economic Analysis, Vol. 276), Emerald Group Publishing Limited, Leeds, pp. xxiii-xxiv. https://doi.org/10.1016/S0573-8555(05)76016-5

Dating Business Cycle Turning Points

Pages 1-54

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Citation: Chauvet, M. and Hamilton, J.D. (2006), "Dating Business Cycle Turning Points", Milas, C., Rothman, P.A., van Dijk, D. and Wildasin, D.E. (Ed.) Nonlinear Time Series Analysis of Business Cycles (Contributions to Economic Analysis, Vol. 276), Emerald Group Publishing Limited, Leeds, pp. 1-54. https://doi.org/10.1016/S0573-8555(05)76001-6

Combining Predictors and Combining Information in Modelling: Forecasting US Recession Probabilities and Output Growth

Pages 55-73

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Citation: Clements, M.P. and Galvao, A.B. (2006), "Combining Predictors and Combining Information in Modelling: Forecasting US Recession Probabilities and Output Growth", Milas, C., Rothman, P.A., van Dijk, D. and Wildasin, D.E. (Ed.) Nonlinear Time Series Analysis of Business Cycles (Contributions to Economic Analysis, Vol. 276), Emerald Group Publishing Limited, Leeds, pp. 55-73. https://doi.org/10.1016/S0573-8555(05)76002-8

The Importance of Nonlinearity in Reproducing Business Cycle Features

Pages 75-95

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Citation: Morley, J. and Piger, J. (2006), "The Importance of Nonlinearity in Reproducing Business Cycle Features", Milas, C., Rothman, P.A., van Dijk, D. and Wildasin, D.E. (Ed.) Nonlinear Time Series Analysis of Business Cycles (Contributions to Economic Analysis, Vol. 276), Emerald Group Publishing Limited, Leeds, pp. 75-95. https://doi.org/10.1016/S0573-8555(05)76003-X

The Vector Floor and Ceiling Model

Pages 97-131

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Citation: Koop, G. and Potter, S. (2006), "The Vector Floor and Ceiling Model", Milas, C., Rothman, P.A., van Dijk, D. and Wildasin, D.E. (Ed.) Nonlinear Time Series Analysis of Business Cycles (Contributions to Economic Analysis, Vol. 276), Emerald Group Publishing Limited, Leeds, pp. 97-131. https://doi.org/10.1016/S0573-8555(05)76004-1

A New Framework to Analyze Business Cycle Synchronization

Pages 133-149

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Citation: Modisett, J.A. and Dreyer, J.D.J. (2006), "A New Framework to Analyze Business Cycle Synchronization", Milas, C., Rothman, P.A., van Dijk, D. and Wildasin, D.E. (Ed.) Nonlinear Time Series Analysis of Business Cycles (Contributions to Economic Analysis, Vol. 276), Emerald Group Publishing Limited, Leeds, pp. 133-149. https://doi.org/10.1016/S0573-8555(05)76005-3

Non-linearity and Instability in the Euro Area

Pages 151-174

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Citation: Marcellino, M. (2006), "Non-linearity and Instability in the Euro Area", Milas, C., Rothman, P.A., van Dijk, D. and Wildasin, D.E. (Ed.) Nonlinear Time Series Analysis of Business Cycles (Contributions to Economic Analysis, Vol. 276), Emerald Group Publishing Limited, Leeds, pp. 151-174. https://doi.org/10.1016/S0573-8555(05)76006-5

Nonlinear Modelling of Autoregressive Structural Breaks in Some US Macroeconomic Series

Pages 175-198

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Citation: Kapetanios, G. and Tzavalis, E. (2006), "Nonlinear Modelling of Autoregressive Structural Breaks in Some US Macroeconomic Series", Milas, C., Rothman, P.A., van Dijk, D. and Wildasin, D.E. (Ed.) Nonlinear Time Series Analysis of Business Cycles (Contributions to Economic Analysis, Vol. 276), Emerald Group Publishing Limited, Leeds, pp. 175-198. https://doi.org/10.1016/S0573-8555(05)76007-7

Trend-Cycle Decomposition Models with Smooth-Transition Parameters: Evidence from U.S. Economic Time Series

Pages 199-219

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Citation: Jan Koopman, S., Ming Lee, K. and Yip Wong, S. (2006), "Trend-Cycle Decomposition Models with Smooth-Transition Parameters: Evidence from U.S. Economic Time Series", Milas, C., Rothman, P.A., van Dijk, D. and Wildasin, D.E. (Ed.) Nonlinear Time Series Analysis of Business Cycles (Contributions to Economic Analysis, Vol. 276), Emerald Group Publishing Limited, Leeds, pp. 199-219. https://doi.org/10.1016/S0573-8555(05)76008-9

Modeling Inflation and Money Demand Using a Fourier-Series Approximation

Pages 221-246

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Citation: Becker, R., Enders, W. and Hurn, S. (2006), "Modeling Inflation and Money Demand Using a Fourier-Series Approximation", Milas, C., Rothman, P.A., van Dijk, D. and Wildasin, D.E. (Ed.) Nonlinear Time Series Analysis of Business Cycles (Contributions to Economic Analysis, Vol. 276), Emerald Group Publishing Limited, Leeds, pp. 221-246. https://doi.org/10.1016/S0573-8555(05)76009-0

Random Walk Smooth Transition Autoregressive Models

Pages 247-281

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Citation: Anderson, H.M. and Nam Low, C. (2006), "Random Walk Smooth Transition Autoregressive Models", Milas, C., Rothman, P.A., van Dijk, D. and Wildasin, D.E. (Ed.) Nonlinear Time Series Analysis of Business Cycles (Contributions to Economic Analysis, Vol. 276), Emerald Group Publishing Limited, Leeds, pp. 247-281. https://doi.org/10.1016/S0573-8555(05)76010-7

Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany

Pages 283-310

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Citation: Kesriyeli, M., Osborn, D.R. and Sensier, M. (2006), "Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany", Milas, C., Rothman, P.A., van Dijk, D. and Wildasin, D.E. (Ed.) Nonlinear Time Series Analysis of Business Cycles (Contributions to Economic Analysis, Vol. 276), Emerald Group Publishing Limited, Leeds, pp. 283-310. https://doi.org/10.1016/S0573-8555(05)76011-9

State Asymmetries in the Effects of Monetary Policy Shocks on Output: Some New Evidence for the Euro-Area

Pages 311-331

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Citation: Dolado, J.J. and Maria-Dolores, R. (2006), "State Asymmetries in the Effects of Monetary Policy Shocks on Output: Some New Evidence for the Euro-Area", Milas, C., Rothman, P.A., van Dijk, D. and Wildasin, D.E. (Ed.) Nonlinear Time Series Analysis of Business Cycles (Contributions to Economic Analysis, Vol. 276), Emerald Group Publishing Limited, Leeds, pp. 311-331. https://doi.org/10.1016/S0573-8555(05)76012-0

Non-linear Dynamics in Output, Real Exchange Rates and Real Money Balances: Norway, 1830-2003

Pages 333-377

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Citation: Akram, Q.F., Eitrheim, Ø. and Sarno, L. (2006), "Non-linear Dynamics in Output, Real Exchange Rates and Real Money Balances: Norway, 1830-2003", Milas, C., Rothman, P.A., van Dijk, D. and Wildasin, D.E. (Ed.) Nonlinear Time Series Analysis of Business Cycles (Contributions to Economic Analysis, Vol. 276), Emerald Group Publishing Limited, Leeds, pp. 333-377. https://doi.org/10.1016/S0573-8555(05)76013-2

A Predictive Comparison of Some Simple Long- and Short Memory Models of Daily U.S. Stock Returns, with Emphasis on Business Cycle Effects

Pages 379-406

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Citation: Bhardwaj, G. and Swanson, N.R. (2006), "A Predictive Comparison of Some Simple Long- and Short Memory Models of Daily U.S. Stock Returns, with Emphasis on Business Cycle Effects", Milas, C., Rothman, P.A., van Dijk, D. and Wildasin, D.E. (Ed.) Nonlinear Time Series Analysis of Business Cycles (Contributions to Economic Analysis, Vol. 276), Emerald Group Publishing Limited, Leeds, pp. 379-406. https://doi.org/10.1016/S0573-8555(05)76014-4

Nonlinear Modeling of the Changing Lag Structure in U.S. Housing Construction

Pages 407-430

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Citation: Dahl, C.M. and Kulaksizoglu, T. (2006), "Nonlinear Modeling of the Changing Lag Structure in U.S. Housing Construction", Milas, C., Rothman, P.A., van Dijk, D. and Wildasin, D.E. (Ed.) Nonlinear Time Series Analysis of Business Cycles (Contributions to Economic Analysis, Vol. 276), Emerald Group Publishing Limited, Leeds, pp. 407-430. https://doi.org/10.1016/S0573-8555(05)76015-6

Subject Index

Pages 431-435

Content available

DOI

10.1016/S0573-8555(2006)276

Publication date

Book series

Contributions to Economic Analysis

Editors

Series copyright holder

Emerald Publishing Limited

ISBN

978-0-44451-838-5

eISBN

978-1-84950-833-9

Book series ISSN

0573-8555