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Exploiting Non-Linearities in GDP Growth for Forecasting and Anticipating Regime Changes

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  • David N. DeJong
  • Hariharan Dharmarajan
  • Roman Liesenfeld
  • Jean-Francois Richard

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  • David N. DeJong & Hariharan Dharmarajan & Roman Liesenfeld & Jean-Francois Richard, 2008. "Exploiting Non-Linearities in GDP Growth for Forecasting and Anticipating Regime Changes," Working Paper 367, Department of Economics, University of Pittsburgh, revised Sep 2008.
    • Handle: RePEc:pit:wpaper:367
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