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Modelling nonlinearity in U.S. Gross national product 1889?1987 · Study

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ArticleModelling nonlinearity in U.S. Gross national product 1889?1987

Timo Ter�svirta1995

Article1995

Modelling nonlinearity in U.S. Gross national product 1889?1987

Timo Ter�svirta

37 citations·0/0 files stored·Empirical Economics

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Monetary Policy and Economic Impact Economic Growth and Productivity Forecasting Techniques and Applications

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References

2019American Economic Review 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 1995Journal of the American Statistical Association 1996Impulse response analysis in nonlinear multivariate models 1982Trends and random walks in macroeconmic time series 1988Trends and random walks in macroeconomic time series 2010Scandinavian Journal of Statistics 1989Testing for the Constancy of Parameters Over Time

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2011El Niño, La Niña, and world coffee price dynamics 2004Flexible regression models and relative forecast performance 2000Volatility of real GDP: some evidence from the United States, the United Kingdom and Japan 1997Nonlinearities and regime shifts in financial time series 2006Absorption of shocks in nonlinear autoregressive models 2008Economic activity and recession probabilities: information content and predictive power of the term spread in Italy

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Year1995

Typearticle

Published1995-12-01

VenueEmpirical Economics

ISSN-L0377-7332

Languageen

Citations37

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1007/bf01206058

openalex_workW1533024535

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1998Modelling Business Cycle Nonlinearity in Conditional Mean and Conditional Variance: Some International and Sectoral Evidence

2009Impulse–response functions in Markov-switching structural vector autoregressions: A step further