Department of Economics and Business Economics

Nonlinear models in macroeconometrics

Research output: Working paperResearch


  • rp17_32

    Final published version, 472 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
Publication statusPublished - 2 Oct 2017
SeriesCREATES Research Papers

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