The effect of nonlinearity between credit conditions and economic activity on density forecasts
Michal Franta
| Year of publication: |
March 2016
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|---|---|
| Authors: | Franta, Michal |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 35.2016, 2, p. 147-166
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| Subject: | density forecasting | nonlinearity | threshold autoregressive model | Prognoseverfahren | Forecasting model | Nichtlineare Regression | Nonlinear regression | Statistische Verteilung | Statistical distribution | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2372 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011580246