Nonlinear time series analysis of business cycles

Dating business cycle turning points / Marcelle Chauvet, James D. Hamilton -- A new framework to analyze business cycle synchronization / Jeffrey A. Modisett, Judge David J. Dreyer -- Non-linearity and instability in the Euro area / Massimiliano Marcellino -- Nonlinear modelling of autoregressive structural breaks in some US macroeconomic series / George Kapetanios, Elias Tzavalis -- Trend-cycle decomposition models with smooth-transition parameters : evidence from U.S. economic time series / Siem Jan Koopman, Soon Yip Wong, David E. Wildasin -- Modeling inflation and money demand using a fourier-series approximation / Ralf Becker, Stan Hurn -- Random walk smooth transition autoregressive models / Heather M. Anderson, Chin Nam Low -- Nonlinearity and structural change in interest rate reaction functions for the US, UK and Germany / Mehtap Kesriyeli, Denise R. Osborn -- State asymmetries in the effects of monetary policy shocks on output : some new evidence for the Euro-Area / Juan J. Dolado, Ramon Maria-Dolores -- Non-linear dynamics in output, real exchange rates and real money balances : Norway, 1830-2003 / Q.Farooq Akram, (p)Øyvind Eitrheim, Lucio Sarno -- A predictive comparison of some simple long- and short memory models of daily U.S. stock returns, with emphasis on business cycle effects / Geetesh Bhardwaj, Norman R. Swanson -- Nonlinear modeling of the changing lag structure in U.S. housing construction / Christian M. Dahl, Tamer Kulaksizoglu -- Combining predictors and combining information in modelling : forecasting US recession probabilities and output growth / Michael P. Clements, Ana Beatriz Galvao -- The importance of nonlinearity in reproducing business cycle features / James Morley, Jeremy Piger -- The vector floor and ceiling model / Gary Koop, Simon Potter