Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models
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- Harding, Don & Pagan, Adrian, 2001. "Extracting, Using and Analysing Cyclical Information," MPRA Paper 15, University Library of Munich, Germany.
- Elalaoui, Aicha, 2014. "Identifying and characterizing the business cycle: the case of Morocco," MPRA Paper 56811, University Library of Munich, Germany, revised May 2014.
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KeywordsBusiness Cycles; Leading Indicators; Nonlinear Models; Yield Spread;
All these keywords.
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
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