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Nonlinear time series analysis of business cycles / [editors], Costas Milas, Philip Rothman, Dick van Dijk
(Contributions to economic analysis ; 276)

データ種別	図書
出版情報	Amsterdam ; Boston : Elsevier , 2006
本文言語	英語
大きさ	xxiv, 435 p. : ill. ; 24 cm

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配架場所	請求記号	巻　次	ISBN	資料番号	資料状態	利用注記	コメント	予約・取寄	申込書	仮想書架
書庫5階	HB:3711:N664:2006		044451838X	004734778				予約・取寄		仮想書架	予約・取寄		仮想書架

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内容注記	Dating business cycle turning points / Marcelle Chauvet and James D. Hamilton Combining predictors & combining information in modelling : forecasting U.S. recession probabilities and output growth / Michael P. Clements and Ana Beatriz Galvão The importance of nonlinearity in reproducing business cycle features / James Morley and Jeremy Piger The vector floor and ceiling model / Gary Koop and Simon Potter A new framework to analyze business cycle synchronization / Maximo Camacho and Gabriel Perez-Quiros Non-linearity and instability in the Euro area / Massimiliano Marcellino Nonlinear modelling of autoregressive structural breaks in some US macroeconomic series / George Kapetanios and Elias Tzavalis Trend-cycle decomposition models with smooth-transition parameters : evidence from U.S. economic time series / Siem Jan Koopman, Kai Ming Lee and Soon Yip Wong Modeling inflation and money demand using a Fourier-series approximation / Ralf Becker, Walter Enders and Stan Hurn Random walk smooth transition autoregressive models / Heather M. Anderson and Chin Nam Low Nonlinearity and structural change in interest rate reaction functions for the US, UK and Germany / Mehtap Kesriyeli, Denise R. Osborn and Marianne Sensier State asymmetries in the effects of monetary-policy shocks on output : some new evidence for the Euro-area / Juan J. Dolado and Ramón María-Dolores Non-linear dynamics in output, real exchange rates and real money balances : Norway, 1830-2003 / Q. Farooq Akram, Øyvind Eitrheim and Lucio Sarno A predictive comparison of some simple long- and short memory models of daily U.S. stock returns, with emphasis on business cycle effects / Geetesh Bhardwaj and Norman R. Swanson Nonlinear modeling of the changing lag structure in U.S. housing construction / Christian M. Dahl and Tamer Kulaksızoğlu
一般注記	Includes bibliographical references and index
著者標目	Milas, Costas Rothman, Philip Dijk, Dick van
件　名	LCSH:Business cycles -- Econometric models 全ての件名で検索 LCSH:Econometric models LCSH:Nonlinear systems
分　類	LCC:HB3711 DC22:338.5/420151955
巻冊次	ISBN:044451838X ; XISBN:9780444518385
ISBN	044451838X

目次／あらすじ