Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries
Year of publication: |
2002-12
|
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Authors: | Anderson, Heather M. ; Athanasopoulos, George ; Vahid, Farshid |
Institutions: | Department of Econometrics and Business Statistics, Monash Business School |
Subject: | Business Cycles | Leading Indicators | Model Evaluation | Nonlinear Models | Yield Spreads |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 20/02 38 pages |
Classification: | C22 - Time-Series Models ; C23 - Models with Panel Data ; E17 - Forecasting and Simulation ; E37 - Forecasting and Simulation |
Source: |
-
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models.
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