On business cycle fluctuations in USA macroeconomic time series
Year of publication: |
February 2016
|
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Authors: | Kiani, Khurshid M. |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 53.2016, p. 179-186
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Subject: | Asymmetries | Nonlinearities | Neural networks | Jackknife out-of-sample forecasts | Stable distributions | Conditional heteroskedasticity | Long memory | Business cycle fluctuations | Monetary policy | Theorie | Theory | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis | USA | United States | Neuronale Netze | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Geldpolitik | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | VAR-Modell | VAR model |
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