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Browsing ECO Articles by Subject "non-linear time series models"
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Title:Can Non-Linear Time Series Models Generate US Business Cycle Asymmetric Shape?
Author(s):GALVAO, Ana Beatriz C.Date:2002Type of Publication:ArticleAbstract: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 ...