Nonlinear time series analysis of business cycles (Record no. 891)
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| control field | bslw06443769 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | UtOrBLW |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20161010130647.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION | |
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| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr un||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 101115s2006 mau ob 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
| LC control number | 2005056288 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Cancelled/invalid ISBN | 9780444518385 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Cancelled/invalid ISBN | 044451838X |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781849508339 (electronic bk.) : |
| Terms of availability | £77.95 ; |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | UtOrBLW |
| Transcribing agency | UtOrBLW |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HB3711 |
| Item number | .N664 2006 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | KJC |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | KJQ |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | BUS044000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | BUS069000 |
| Source | bisacsh |
| 080 ## - UNIVERSAL DECIMAL CLASSIFICATION NUMBER | |
| Universal Decimal Classification number | 330.33:303.725.33 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 338.5/420151955 |
| Edition number | 22 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Dijk, Dick van. |
| 245 10 - TITLE STATEMENT | |
| Title | Nonlinear time series analysis of business cycles |
| Medium | [electronic resource] / |
| Statement of responsibility, etc | editors Costas Milas, Philip Rothman, Dick van Dijk. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 1st ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | Boston : |
| Name of publisher, distributor, etc | Elsevier, |
| Date of publication, distribution, etc | c2006. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource (xxiv, 435 p.). |
| 490 1# - SERIES STATEMENT | |
| Series statement | Contributions to economic analysis, |
| International Standard Serial Number | 0573-8555 ; |
| Volume number/sequential designation | v. 276 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Dating business cycle turning points / Marcelle Chauvet, James D. Hamilton -- A new framework to analyze business cycle synchronization / Jeffrey A. Modisett, Judge David J. Dreyer -- Non-linearity and instability in the Euro area / Massimiliano Marcellino -- Nonlinear modelling of autoregressive structural breaks in some US macroeconomic series / George Kapetanios, Elias Tzavalis -- Trend-cycle decomposition models with smooth-transition parameters : evidence from U.S. economic time series / Siem Jan Koopman, Soon Yip Wong, David E. Wildasin -- Modeling inflation and money demand using a fourier-series approximation / Ralf Becker, Stan Hurn -- Random walk smooth transition autoregressive models / Heather M. Anderson, Chin Nam Low -- Nonlinearity and structural change in interest rate reaction functions for the US, UK and Germany / Mehtap Kesriyeli, Denise R. Osborn -- State asymmetries in the effects of monetary policy shocks on output : some new evidence for the Euro-Area / Juan J. Dolado, Ramon Maria-Dolores -- Non-linear dynamics in output, real exchange rates and real money balances : Norway, 1830-2003 / Q.Farooq Akram, Øyvind Eitrheim, Lucio Sarno -- A predictive comparison of some simple long- and short memory models of daily U.S. stock returns, with emphasis on business cycle effects / Geetesh Bhardwaj, Norman R. Swanson -- Nonlinear modeling of the changing lag structure in U.S. housing construction / Christian M. Dahl, Tamer Kulaksizoglu -- Combining predictors and combining information in modelling : forecasting US recession probabilities and output growth / Michael P. Clements, Ana Beatriz Galvao -- The importance of nonlinearity in reproducing business cycle features / James Morley, Jeremy Piger -- The vector floor and ceiling model / Gary Koop, Simon Potter. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | The business cycle has long been the focus of empirical economic research. Until recently statistical analysis of macroeconomic fluctuations was dominated by linear time series methods. Over the past 15 years, however, economists have increasingly applied tractable parametric nonlinear time series models to business cycle data; most prominent in this set of models are the classes of Threshold AutoRegressive (TAR) models, Markov-Switching AutoRegressive (MSAR) models, and Smooth Transition AutoRegressive (STAR) models. In doing so, several important questions have been addressed in the literature, including: Do out-of-sample (point, interval, density, and turning point) forecasts obtained with nonlinear time series models dominate those generated with linear models? How should business cycles be dated and measured? What is the response of output and employment to oil-price and monetary shocks? How does monetary policy respond to asymmetries over the business cycle? Are business cycles due more to permanent or to transitory negative shocks? And, is the business cycle asymmetric, and does it matter? Contributions to Economic Analysis was established in 1952. The series purpose is to stimulate the international exchange of scientific information. The series includes books from all areas of macroeconomics and microeconomics. |
| 588 ## - | |
| -- | Description based on print version record. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Business cycles |
| General subdivision | Econometric models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Econometric models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Nonlinear systems. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Business & Economics |
| General subdivision | Economics |
| -- | Microeconomics. |
| Source of heading or term | bisacsh |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Business & Economics |
| General subdivision | Economics |
| -- | General. |
| Source of heading or term | bisacsh |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Business strategy. |
| Source of heading or term | bicssc |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Business mathematics & systems. |
| Source of heading or term | bicssc |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Milas, Costas. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Rothman, Philip. |
| 776 1# - ADDITIONAL PHYSICAL FORM ENTRY | |
| International Standard Book Number | 9780444518385 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Contributions to economic analysis ; |
| Volume number/sequential designation | v. 276. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://www.emeraldinsight.com/0573-8555/276 |
| 913 ## - | |
| -- | BMEbacklist |
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