A Nonlinear Approach to U.S. GNP
作者： Simon M. Potter
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摘要: A univariate nonlinear model is estimated for US GNP that on many criteria outperforms standard linear models. The of the threshold autoregressive type and contains evidence asymmetric effects shocks over business cycle. In particular suggests post-1945 economy significantly more stable than pre-1945 economy. Copyright 1995 by John Wiley & Sons, Ltd.(This abstract was borrowed from another version this item.)
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