’ beliefs, in order to explore non-linearities and possible chaotic behaviour. The theoretical model contains an intrinsic non-linearity … that gives rise to a jerk differential equation, which is in principle capable of generating chaos. The model is …

In this paper we put forward a new time series model, which describes nonlinearity and seasonality simultaneously. We …-transition nonlinearity and for time-varying seasonality. We find that the model fits the data well for 14 of the 18 series. We also consider …

nonlinearity across economic variables. The model is a multivariate censored latent effects autoregression. The key feature of this … model is that nonlinearity appears as separate innovation-like variables. Common nonlinearity can then be easily defined as … not the other way around, and also that there is no common nonlinearity across the unemployment variables. …

nonlinear relationship between debt and growth is very sensitive to modelling choices. We also show that when nonlinearity is …

. In addition, business cycle nonlinearity is a prominent feature of many such series too. A forecaster can nowadays … we examine the forecasting performance of various models for seasonality and nonlinearity using quarterly industrial …