Can Non-Linear Time Series Models Generate US Business Cycle Asymmetric Shape?

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Can Non-Linear Time Series Models Generate US Business Cycle Asymmetric Shape?

GALVAO, Ana Beatriz C.
Title: Can Non-Linear Time Series Models Generate US Business Cycle Asymmetric Shape?
Author: GALVAO, Ana Beatriz C.
Subject: business cycles; non-linear time series models; asymmetries
Date: 2002
Publisher: Elsevier Science Sa
Citation: Economics Letters, 2002, 77, 2, 187-194
URI: http://hdl.handle.net/1814/16473
ISSN: 0165-1765

Abstract:

Fifteen univariate non-linear time series models of US output are evaluated by their ability to reproduce the asymmetric shape of the US business cycle. Two models account for the growth being faster after a trough and slower before a peak.

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