Bruin, P. de

model series time series franse value cycle function business unemployment nonlinear nonlinearity transition result table nsa data agreement seastar sa data business cycle chronologies evidence country parameter university seastar model recession business cycle star model bruin number transformation section kappa linearity adjustment study column observation transition functions statistic bruin / variation star models panel italy paper institute france business cycle variation method box –cox parameter chronologie canada adjustment methods analysis change regime error seasonality figure rotterdam germany unemployment data cohen philip hans franses 0.000 linearity test approach · · · kappa coef ficient kappa coe cient zt −d box –cox transformations modeling level economy ÿ ndings 0.10 0.08 data concern zt −m