Business Cycle Regimes in CEECs Production: a Threshold SUR Approach
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References listed on IDEAS
- Terasvirta, T & Anderson, H M, 1992. "Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(S), pages 119-136, Suppl. De.
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More about this item
Keywordsthreshold SUR; asymmetry; business cycles;
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-09-30 (All new papers)
- NEP-EEC-2006-09-30 (European Economics)
- NEP-MAC-2006-09-30 (Macroeconomics)
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