Nonlinear Time Series Analysis of Business Cycles (Contributions to Economic Analysis 276)

• Milas, C.
• Rothman, P.
• Dijk, D.J.C. van

January 2006
Book

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• Business cycles
• Time-series analysis

• model
• business
• cycle
• time series
• nonlinear
• recession
• output
• business cycle nonlinearity
• series
• policy shocks
• policy
• change
• university
• parameter
• paper
• nonlinearity
• markov-switching
• effect
• result
• country