Date: 2002
Type: Article

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

Economics Letters, 2002, 77, 2, 187-194  
 
GALVAO, Ana Beatriz C., Can Non-Linear Time Series Models Generate US Business Cycle Asymmetric Shape?, Economics Letters, 2002, 77, 2, 187-194   - https://hdl.handle.net/1814/16473

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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.
 
Cadmus permanent link: https://hdl.handle.net/1814/16473
ISSN: 0165-1765
Publisher: Elsevier
Keyword(s): business cycles non-linear time series models asymmetries

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