Similar Search Results

Another look at Swedish business cycles, 1861-1988

Skalin, Joakim; Teräsvirta, Timo - In: Journal of applied econometrics 14 (1999) 4, pp. 359-378

Persistent link: https://www.econbiz.de/10001411563

The Net Barter terms of trade : a smooth transition approach

Persson, Anna; Teräsvirta, Timo - 1999

Persistent link: https://www.econbiz.de/10001421855

Smooth transition autoregressive models : a survey of recent developments

Dijk, Dick van; Teräsvirta, Timo; Franses, Philip Hans - 2000

Persistent link: https://www.econbiz.de/10001486254

The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series

Dijk, Dick van; Strikholm, Birgit; Teräsvirta, Timo - In: The econometrics journal 6 (2003) 1, pp. 79-98

Persistent link: https://www.econbiz.de/10001781043

Univariate nonlinear time series models

Teräsvirta, Timo (contributor) - 2005 - [Elektronische Ressource]

In this paper developments in the analysis of univariate nonlinear time series are considered. First a number of commonly used nonlinear models are presented. The next section is devoted to methods of testing linearity, which is an important part of nonlinear model building. Techniques of...

Persistent link: https://www.econbiz.de/10002679532

Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series : a re-examination

Teräsvirta, Timo (contributor); Dijk, Dick van (contributor) - 2004 - [Elektronische Ressource], Rev. November 9, 2004

In this paper we examine the forecast accuracy of linear autoregressive, smooth transition autoregressive (STAR), and … class. The point forecast results indicate that the STAR model generally outperforms linear autoregressive models. It also … importance. The results for neural network models are mixed in the sense that at long forecast horizons, an NN model obtained …

Persistent link: https://www.econbiz.de/10002127012

Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series : a reexamination

Teräsvirta, Timo (contributor); Dijk, Dick van (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002220582

The net barter terms of trade : a smooth transition approach

Persson, Anna; Teräsvirta, Timo - In: International journal of finance & economics : IJFE 8 (2003) 1, pp. 81-97

Persistent link: https://www.econbiz.de/10001806084

Determing the number of regimes in a threshold autoregressive model using smooth transition autoregressions

Strikholm, Birgit (contributor); … - 2005 - [Elektronische Ressource], Rev. February 11, 2005

In this paper we propose a method for determining the number of regimes in threshold autoregressive models using smooth transition autoregression as a tool. As the smooth transition model is just an approximation to the threshold autoregressive one, no asymptotic properties are claimed for the...

Persistent link: https://www.econbiz.de/10002535492

The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series

Dijk, Dick van (contributor); Strikholm, Birgit (contributor) - 2001 - [Elektronische Ressource], Received: February 2003, Rev. June 1, 2004

Changes in the seasonal patterns of macroeconomic time series may be due to the effects of business cycle fluctuations or to technological and institutional change or both. We examine the relative importance of these two sources of change in seasonality for quarterly industrial production series...

Persistent link: https://www.econbiz.de/10001600051