Can nonlinear time series models generate US business cycle asymmetric shape?

DOI10.1016/S0165-1765(02)00124-6zbMath1027.91514OpenAlexW2055228675MaRDI QIDQ1852903

Ana Beatriz C. Galvão

Publication date: 21 January 2003

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(02)00124-6

zbMATH Keywords

Business cyclesAsymmetriesNonlinear time series models

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Related Items (1)

A unified approach to nonlinearity, structural change, and outliers

Cites Work

• Unnamed Item
• A floor and ceiling model of US output
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• STATISTICAL ANALYSIS OF ECONOMIC TIME SERIES VIA MARKOV SWITCHING MODELS
• Modeling Multiple Regimes in the Business Cycle
• A comparison of the forecast performance of Markov‐switching and threshold autoregressive models of US GNP

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