nonlinear dynamics are explicitly incorporated. We highlight the role of investment demand in driving economic fluctuations … incorporate the idea that financial conditions are both important sources of instability and possible nonlinear propagators of … Autoregression model for the US economy. The results support the characterization of nonlinear dynamics in the transmission of shocks …

need to use nonlinear models to describe business cycle dynamic behaviour. Their approach is model (estimation)-free, based … frequently useful. Contrarily to common knowledge, nonlinear business cycle variation does not seem to be a universal … nonlinear dynamics for some further countries is obtained indirectly, through unit root tests, but this can hardly be invoked to …

nonlinear model predictive control (NMPC). Empirically we use a multi-regime cointegrated VAR (MRCIVAR) to study the impact of …

nonlinear structural and reduced-form models, and judgmental forecasts of output growth. Our emphasis is on using solely the … particular, it is much harder to forecast output growth during recessions than during expansions. Simple linear and nonlinear … most models do poorly in forecasting output growth during recessions. The autoregressive model based on the nonlinear …

series with the asymmetric band pass Christiano-Fitzgerald filter using the upper bands of the Kuznets and the Juglar cycles …