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

DOI10.1515/SNDE-2012-0036zbMath1506.62524OpenAlexW3124198621MaRDI QIDQ5881706

Unnamed Author, Jeremy Piger, James C. Morley

Publication date: 13 March 2023

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

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

zbMATH Keywords

nonlinearitybounceback modelbusiness cycle asymmetriesbusiness cycle features

Mathematics Subject Classification ID

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

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Asymmetric dynamics between uncertainty and unemployment flows in the United States

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