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Business cycle
threshold autoregression
49
Autokorrelation
22
Autocorrelation
21
Zeitreihenanalyse
17
Threshold autoregression
16
Time series analysis
16
Estimation
13
Schätzung
13
Threshold Autoregression
12
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11
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10
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6
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6
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bounce-back effects
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business cycles
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inventory investment
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structural breaks
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Efficient market hypothesis
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Threshold Autoregression (TAR) model
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asymmetries
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exchange rate
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1
On the behavior of Okun's law across business cycles
Donayre, Luiggi
- In:
Economic modelling
112
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013349122
Saved in:
2
Cyclicality and term structure of value‐at‐risk within a
threshold
autoregression
setup
Bec, Frédérique
;
Gollier, Christian
-
2014
Persistent link: https://www.econbiz.de/10010415730
Saved in:
3
The way out of recessions : a forecasting analysis for some Euro area countries
Bec, Frédérique
;
Bouabdallah, Othman
;
Ferrara, Laurent
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 539-549
Persistent link: https://www.econbiz.de/10010513623
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