Department of Economics and Business Economics

Nonlinear models in macroeconometrics

Research output: Working paper

Standard

Nonlinear models in macroeconometrics. / Terasvirta, Timo.

Aarhus : Institut for Økonomi, Aarhus Universitet, 2017.

Research output: Working paper

Harvard

Terasvirta, T 2017 'Nonlinear models in macroeconometrics' Institut for Økonomi, Aarhus Universitet, Aarhus.

APA

Terasvirta, T. (2017). Nonlinear models in macroeconometrics. Aarhus: Institut for Økonomi, Aarhus Universitet. CREATES Research Papers, No. 2017-32

CBE

Terasvirta T. 2017. Nonlinear models in macroeconometrics. Aarhus: Institut for Økonomi, Aarhus Universitet.

MLA

Terasvirta, Timo Nonlinear models in macroeconometrics. Aarhus: Institut for Økonomi, Aarhus Universitet. (CREATES Research Papers; Journal number 2017-32). 2017., 26 p.

Vancouver

Terasvirta T. Nonlinear models in macroeconometrics. Aarhus: Institut for Økonomi, Aarhus Universitet. 2017 Oct 2.

Author

Terasvirta, Timo. / Nonlinear models in macroeconometrics. Aarhus : Institut for Økonomi, Aarhus Universitet, 2017. (CREATES Research Papers; No. 2017-32).

Bibtex

@techreport{5602f5e8330649aaa4f0ef22e2112a57,
title = "Nonlinear models in macroeconometrics",
abstract = "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.",
keywords = "Markov-switching model, nonlinear time series, random coefficient model, smooth transition model, threshold autoregressive model, vector autoregressive model",
author = "Timo Terasvirta",
year = "2017",
month = "10",
day = "2",
language = "English",
publisher = "Institut for \{O}konomi, Aarhus Universitet",
type = "WorkingPaper",
institution = "Institut for \{O}konomi, Aarhus Universitet",

}

RIS

TY - UNPB

T1 - Nonlinear models in macroeconometrics

AU - Terasvirta,Timo

PY - 2017/10/2

Y1 - 2017/10/2

N2 - 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.

AB - 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.

KW - Markov-switching model, nonlinear time series, random coefficient model, smooth transition model, threshold autoregressive model, vector autoregressive model

M3 - Working paper

BT - Nonlinear models in macroeconometrics

PB - Institut for Økonomi, Aarhus Universitet

CY - Aarhus

ER -