Non-linear Time Series Analysis and the Business Cycle
Wohlrabe, Klaus
The business cycle is a complex phenomenon which attracts both scientific and public interest. But what are the defining characteristics of the business cycle? Is the business cycle asymmetric or non-linear? What can be said about the occurrence of turning points over time? This book gives an overview over the most popular non-linear time series models and their main characteristics and possible application to business cycle time series. The b...