Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting

@inproceedings{Engel2003SomeMF,
  title={Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting},
  author={Jutta Engel and David Haugh},
  year={2003}
}
1 Setting the Scene . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 2 Measuring the Cycle . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 2.1 The Average Cycle . . . . . . . . . . . . . . . . . . . . . . . . . . 3 2.2 The Diversity of Cycles . . . . . . . . . . . . . . . . . . . . . . . . 6 2.3 The Transition Between Phases . . . . . . . . . . . . . . . . . . . 7 3 Accounting for the Cycle with Statistical Models . . . . . . . . . . . . . 9 3.1 The Value of Linear Models… CONTINUE READING
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