Additional information is available for the following registered author(s):

• Heather M. Anderson
• Clive W. J. Granger
• Timo Teräsvirta

Download Info

To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

Publisher Info

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
This chapter was published in: Clive W. Granger & Timo Terasvirta & Heather M. Anderson Business Cycles, Indicators and Forecasting, , pages 311-326, 1993.

This item is provided by National Bureau of Economic Research, Inc in its series NBER Chapters with number 7196.

Handle: RePEc:nbr:nberch:7196

Contact details of provider:
Postal: National Bureau of Economic Research, 1050 Massachusetts Avenue Cambridge, MA 02138, U.S.A.
Phone: 617-868-3900
Email:
Web page: http://www.nber.org
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: ().

Related research

This chapter was published in the following book, which is listed on IDEAS:
James H. Stock & Mark W. Watson, 1993. "Business Cycles, Indicators and Forecasting," NBER Books, National Bureau of Economic Research, Inc, number stoc93-1.
Keywords:

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. James Hamilton, 1999. "A Parametric Approach to Flexible Nonlinear Inference," University of California at San Diego, Economics Working Paper Series 1999-03, Department of Economics, UC San Diego. [Downloadable!]
   Other versions:
   • James D. Hamilton, 1999. "A Parametric Approach to Flexible Nonlinear Inference," University of California at San Diego, Economics Working Paper Series 99-03, Department of Economics, UC San Diego. [Downloadable!]
   • Hamilton, James D, 2001. "A Parametric Approach to Flexible Nonlinear Inference," Econometrica, Econometric Society, vol. 69(3), pages 537-73, May.
2. Maximo Camacho & Gabriel Perez-Quiros, 2002. "This is what the leading indicators lead," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(1), pages 61-80. [Downloadable!]
   Other versions:
   • Maximo Camacho & Gabriel Perez-Quiros, 2000. "This Is What The Leading Indicators Lead," Computing in Economics and Finance 2000 132, Society for Computational Economics. [Downloadable!]
3. Luis Eduardo Arango & Andrés González, 1998. "Some Evidence Of Smooth Transition Nonlinearity In Colombian Inflation," BORRADORES DE ECONOMIA 003515, BANCO DE LA REPÚBLICA. [Downloadable!]
   Other versions:
   • Luis Eduardo Arango & Andrés González, . "Some Evidence of Smooth Transition Nonlinearity in Colombian Inflation," Borradores de Economia 105, Banco de la Republica de Colombia. [Downloadable!]
   • Arango, Luis E & Gonzalez, Andres, 2001. "Some Evidence of Smooth Transition Non-linearity in Colombian Inflation," Applied Economics, Taylor and Francis Journals, vol. 33(2), pages 155-62, February. [Downloadable!] (restricted)
4. Luis Eduardo Arango T., 1998. "Some Univariate Time Series Properties Of Output," BORRADORES DE ECONOMIA 003516, BANCO DE LA REPÚBLICA. [Downloadable!]
5. Luis Eduardo Arango, . "Some Univariate Time Series Properties of Output," Borradores de Economia 100, Banco de la Republica de Colombia. [Downloadable!]
6. Clive W.J. Granger & Yongil Jeon, 1997. "Measuring Lag Structure in Forecasting Models - the Introduction of Time Distance," University of California at San Diego, Economics Working Paper Series 97-24, Department of Economics, UC San Diego. [Downloadable!]
7. James H. Stock & Mark W. Watson, 1998. "A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series," NBER Working Papers 6607, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
8. Blake LeBaron, 1994. "Chaos and Nonlinear Forecastability in Economics and Finance," Finance 9411001, EconWPA. [Downloadable!]
9. Luis Eduardo Arango & Luis Fernando Melo, . "Expansions and Contractions in Some Latin American Countries: A view Throught Non-Linear Models," Borradores de Economia 186, Banco de la Republica de Colombia. [Downloadable!]
   Other versions:
   • Luis Eduardo Arango & Luis Fernando Melo, 2001. "Expansions and Contractions in Some Latin American Countries: A View Throught Non- Linear Models," BORRADORES DE ECONOMIA 002691, BANCO DE LA REPÚBLICA. [Downloadable!]
10. Maximo Camacho & Gabriel Perez-Quiros, 2000. "This is what the US leading indicators lead," Working Paper Series 27, European Central Bank. [Downloadable!]

Did you know? Cannot find something on IDEAS? Encourage the publisher to index it! Instructions.

This page was last updated on 2009-12-3.