Department of Economics and Business Economics

Nonlinear models in macroeconometrics

Publication: ResearchWorking paper

Documents

  • rp17_32

    Final published version, 471 KB, PDF-document

This article contains a short review of nonlinear models that are applied to modelling macroeconomic time series. Brief descriptions of relevant models, both univariate, dynamic single-equation, and vector autoregressive ones are presented. Their application is illuminated by a number of selected examples.
Original languageEnglish
Place of PublicationAarhus
PublisherInstitut for Økonomi, Aarhus Universitet
Number of pages26
StatePublished - 2 Oct 2017
SeriesCREATES Research Papers
Number2017-32

See relations at Aarhus University Citationformats

Download statistics

No data available

ID: 117811245