Nonlinear Time Series Analysis of Business Cycles, Volume 276 (Contributions to Economic Analysis)

ISBN 10: 044451838X / ISBN 13: 9780444518385
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Nonlinear Time Series Analysis of Business Cycles, Volume 276 (Contributions to Economic Analysis). N° de ref. de la librería

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Sinopsis: The business cycle has long been the focus of empirical economic research. Until recently statistical analysis of macroeconomic fluctuations was dominated by linear time series methods. Over the past 15 years, however, economists have increasingly applied tractable parametric nonlinear time series models to business cycle data; most prominent in this set of models are the classes of Threshold AutoRegressive (TAR) models, Markov-Switching AutoRegressive (MSAR) models, and Smooth Transition AutoRegressive (STAR) models. In doing so, several important questions have been addressed in the literature, including: Do out-of-sample (point, interval, density, and turning point) forecasts obtained with nonlinear time series models dominate those generated with linear models? How should business cycles be dated and measured? What is the response of output and employment to oil-price and monetary shocks? How does monetary policy respond to asymmetries over the business cycle? Are business cycles due more to permanent or to transitory negative shocks? And, is the business cycle asymmetric, and does it matter? "Contributions to Economic Analysis" was established in 1952. The series purpose is to stimulate the international exchange of scientific information. The series includes books from all areas of macroeconomics and microeconomics.

Descripción del libro: A quantitative approach to economic problems of practical importance

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Milas, Costas, Rothman Philip & Van Dijk Dick.
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Descripción Elsevier Science Publishing Co Inc.,U.S., 2006. Hard Cover. Estado de conservación: Near Fine. First Edition. As new, unread copy which is showing a slight crease lengthways to first few pages. Text block immaculate. One only. Next post UK dispatch. Size: 8vo. Nº de ref. de la librería 021766

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Descripción Emerald Group Publishing Limited, 2006. Estado de conservación: very good. Gently used. Expect delivery in 20 days. Nº de ref. de la librería 9780444518385-3

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C. MILAS, P. ROTHMAN, D. VAN DIJ
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Descripción EMERALD, 2006. Hardback. Estado de conservación: NEW. 9780444518385 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Nº de ref. de la librería HTANDREE01114505

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Descripción Emerald Group Publishing Limited, 2016. Paperback. Estado de conservación: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Nº de ref. de la librería ria9780444518385_lsuk

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Descripción Emerald Group Publishing Limited, 2006. HRD. Estado de conservación: New. New Book. Delivered from our US warehouse in 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND.Established seller since 2000. Nº de ref. de la librería IP-9780444518385

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Descripción Emerald Group Publishing Limited, 2006. HRD. Estado de conservación: New. New Book.Shipped from US within 10 to 14 business days.THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Nº de ref. de la librería IP-9780444518385

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Editorial: Emerald Group Publishing
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Descripción Emerald Group Publishing. Hardcover. Estado de conservación: New. Hardcover. 460 pages. Dimensions: 8.9in. x 6.1in. x 0.9in.The business cycle has long been the focus of empirical economic research. Until recently statistical analysis of macroeconomic fluctuations was dominated by linear time series methods. Over the past 15 years, however, economists have increasingly applied tractable parametric nonlinear time series models to business cycle data; most prominent in this set of models are the classes of Threshold AutoRegressive (TAR) models, Markov-Switching AutoRegressive (MSAR) models, and Smooth Transition AutoRegressive (STAR) models. In doing so, several important questions have been addressed in the literature, including: Do out-of-sample (point, interval, density, and turning point) forecasts obtained with nonlinear time series models dominate those generated with linear models How should business cycles be dated and measured What is the response of output and employment to oil-price and monetary shocks How does monetary policy respond to asymmetries over the business cycle Are business cycles due more to permanent or to transitory negative shocks And, is the business cycle asymmetric, and does it matter Contributions to Economic Analysis was established in 1952. The series purpose is to stimulate the international exchange of scientific information. The series includes books from all areas of macroeconomics and microeconomics. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN. Hardcover. Nº de ref. de la librería 9780444518385

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Editorial: Emerald Group Publishing Limited, United Kingdom (2006)
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Descripción Emerald Group Publishing Limited, United Kingdom, 2006. Hardback. Estado de conservación: New. 226 x 155 mm. Language: English . Brand New Book ***** Print on Demand *****. The business cycle has long been the focus of empirical economic research. Until recently statistical analysis of macroeconomic fluctuations was dominated by linear time series methods. Over the past 15 years, however, economists have increasingly applied tractable parametric nonlinear time series models to business cycle data; most prominent in this set of models are the classes of Threshold AutoRegressive (TAR) models, Markov-Switching AutoRegressive (MSAR) models, and Smooth Transition AutoRegressive (STAR) models. In doing so, several important questions have been addressed in the literature, including: Do out-of-sample (point, interval, density, and turning point) forecasts obtained with nonlinear time series models dominate those generated with linear models? How should business cycles be dated and measured? What is the response of output and employment to oil-price and monetary shocks? How does monetary policy respond to asymmetries over the business cycle? Are business cycles due more to permanent or to transitory negative shocks? And, is the business cycle asymmetric, and does it matter? Contributions to Economic Analysis was established in 1952. The series purpose is to stimulate the international exchange of scientific information. The series includes books from all areas of macroeconomics and microeconomics. Nº de ref. de la librería APC9780444518385

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Editorial: Emerald Group Publishing Limited, United Kingdom (2006)
ISBN 10: 044451838X ISBN 13: 9780444518385
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Descripción Emerald Group Publishing Limited, United Kingdom, 2006. Hardback. Estado de conservación: New. 226 x 155 mm. Language: English . Brand New Book ***** Print on Demand *****.The business cycle has long been the focus of empirical economic research. Until recently statistical analysis of macroeconomic fluctuations was dominated by linear time series methods. Over the past 15 years, however, economists have increasingly applied tractable parametric nonlinear time series models to business cycle data; most prominent in this set of models are the classes of Threshold AutoRegressive (TAR) models, Markov-Switching AutoRegressive (MSAR) models, and Smooth Transition AutoRegressive (STAR) models. In doing so, several important questions have been addressed in the literature, including: Do out-of-sample (point, interval, density, and turning point) forecasts obtained with nonlinear time series models dominate those generated with linear models? How should business cycles be dated and measured? What is the response of output and employment to oil-price and monetary shocks? How does monetary policy respond to asymmetries over the business cycle? Are business cycles due more to permanent or to transitory negative shocks? And, is the business cycle asymmetric, and does it matter? Contributions to Economic Analysis was established in 1952. The series purpose is to stimulate the international exchange of scientific information. The series includes books from all areas of macroeconomics and microeconomics. Nº de ref. de la librería APC9780444518385

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Costas Milas (Editor), Dick Van Dijk (Editor), Philip Rothman (Editor)
Editorial: Emerald Group Publishing Limited (2006)
ISBN 10: 044451838X ISBN 13: 9780444518385
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Descripción Emerald Group Publishing Limited, 2006. Hardcover. Estado de conservación: New. 1. Nº de ref. de la librería DADAX044451838X

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