A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP
Year of publication: |
1998
|
---|---|
Authors: | CLEMENTS, MICHAEL P. ; KROLZIG, HANS-MARTIN |
Published in: |
Econometrics Journal. - Royal Economic Society - RES. - Vol. 1.1998, ConferenceIssue, p. 47-47
|
Publisher: |
Royal Economic Society - RES |
Subject: | Business cycles | Monte Carlo simulation | Nonlinear time series | Prediction | Regime shifts |
-
Forecasting with difference-stationary and trend-stationary models
CLEMENTS, MICHAEL P., (2001)
-
Stock market liquidity and economic cycles : a non-linear approach
Switzer, Lorne N., (2016)
-
A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market
Krolzig, Hans-Martin, (2000)
- More ...
-
Clements, Michael P., (1997)
-
Business cycle asymmetries : characterization and testing based on Markov-Switching autoregressions
Clements, Michael P., (2003)
-
Clements, Michael P., (2004)
- More ...