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Strikholm, B.

( B. Strikholm)

model change series cycle tv-star pattern parameter business cycle tv-star model business seasonality transition production function autoregressive difference parameter constancy result constancy linearity output testing time series table quarter hypothesis variation production series country figure component output series coefficient coef ﬁcients g 7 countries time-varying statistic autoregressive parameters tv-ar example modelling 4 yt −1 section japan ﬁcient 4 yt −d effect france nonlinear business cycle fluctuations structure inventory transition functions reason autoregressive structure p-value tv-ar model germany fluctuation intercept nonlinearity value society ﬂ uctuations evidence restriction uctuation δ ∗ dt business cycles journal society 2003 sources hypotheses variable growth cause canada level ﬁ rst differences intercepts ar 0.19

2 Most Recent Publications

The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series (Article) Dijk, D.J.C. van Strikholm, B. Terasvirta, T.	2003-01-01
The effects of institutional and technological change and business cycle fluctiations on seasonal patterns in quarterly industrial production series (Research Paper) Dijk, D.J.C. van Strikholm, B. Terasvirta, T.	2001-03-30

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