Nonlinear models in macroeconometrics

Publikation: Working paperForskning

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  • rp17_32

    Forlagets udgivne version, 472 KB, PDF-dokument

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.
OriginalsprogEngelsk
UdgivelsesstedAarhus
UdgiverInstitut for Økonomi, Aarhus Universitet
Antal sider26
StatusUdgivet - 2 okt. 2017
SerietitelCREATES Research Papers
Nummer2017-32

    Forskningsområder

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

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