Nonlinear Time Series Analysis of Business Cycles: Contributions to Economic Analysis, cartea 276
Editat de Costas Milas, Dick van Dijk, Philip Rothmanen Limba Engleză Hardback – 7 feb 2006
1. Do out-of-sample (point, interval, density, and turning point) forecasts obtained with nonlinear time series models dominate those generated with linear models?
2. How should business cycles be dated and measured?
3. What is the response of output and employment to oil-price and monetary shocks?
4. How does monetary policy respond to asymmetries over the business cycle?
5. Are business cycles due more to permanent or to transitory negative shocks?
6. Is the business cycle asymmetric, and does it matter?
Accordingly, we have compiled and edited a book for the Elsevier economics program comprising 15 original papers on these and related themes.
*Contributions to Economic Analysis was established in 1952
*The series purpose is to stimulate the international exchange of scientific information
*The series includes books from all areas of macroeconomics and microeconomics
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Specificații
ISBN-13: 9780444518385
ISBN-10: 044451838X
Pagini: 435
Dimensiuni: 157 x 227 x 23 mm
Greutate: 0.82 kg
Editura: Emerald Group Publishing Limited
Seria Contributions to Economic Analysis
ISBN-10: 044451838X
Pagini: 435
Dimensiuni: 157 x 227 x 23 mm
Greutate: 0.82 kg
Editura: Emerald Group Publishing Limited
Seria Contributions to Economic Analysis
Public țintă
Economists: Academics, Professionals and StudentsCuprins
Contents: Introduction. 1. Dating business cycle turning points (M. Chauvet, J.D. Hamilton). 2. Combining predictors &combining information in modelling: forecasting U.S. recession probabilities and output growth (M.P. Clements, A.B.C. Galvo). 3. The importance of nonlinearity in reproducing business cycle features (J. Morley, J. Piger). 4. The vector floor and ceiling model (G. Koop, S.M. Potter). 5. A new framework to analyze business cycle synchronization (M. Camacho, G. Perez-Quiros). 6. Non-linearity and instability in the EURO area (M. Marcellino). 7. Nonlinear modelling of autoregressive structural breaks in some US macroeconomic series (G. Kapetanios, E. Tzavalis). 8. Trend-cycle decomposition models with smooth - Transition parameters: Evidence from US economic time series (S.J. Koopman, K.M. Lee, S.Y. Wong). 9. Modeling inflation and money demand using a fourier-series approximation (R. Becker, W. Enders, S. Hurn). 10. Random walk smooth transition autoregressive models (H. Anderson, C.N. Low). 11. Nonlinearity and structural change in interest rate reaction functions for the U.S., U.K. and Germany (M. Kesriyeli, D. Osborn, M. Sensier). 12. State asymmetries in the effects of monetary-policy shocks on output: Some new evidence for the EURO-area (J.J. Dolado, R.M. Dolores). 13. Non-linear dynamics in output, real exchange rates and real money balances: Norway, 1830-2003 (Q.F. Akram, Ø. Eitrheim, L. Sarno). 14. A predictive comparison of some simple long memory and short memory models of daily U.S. stock returns, with emphasis on business cycle effects (G. Bhardwaj, N.R. Swanson). 15. Nonlinear modeling of the changing lag structure in US housing construction (C.M. Dahl, T. Kulaksizoglu).