Byers, D. and Peel, David (1995) Forecasting industrial production using non-linear methods. Journal of Forecasting, 14 (4). pp. 325-336. ISSN 0277-6693Full text not available from this repository.
Numerous theoretical models suggests that business cycles involve nonlinear processes. In this paper we examine whether two parametric, nonlinear time-series models—the bilinear and threshold models—can exploit apparent non-linearity in industrial production to provide forecasts superior to those derived from the standard autoregressive models.
|Journal or Publication Title:||Journal of Forecasting|
|Uncontrolled Keywords:||non-linear modeling ; bilinear model ; threshold model ; industrial production|
|Subjects:||H Social Sciences > HB Economic Theory|
|Departments:||Lancaster University Management School > Economics|
|Deposited On:||17 Jul 2012 11:21|
|Last Modified:||03 Nov 2015 16:08|
Actions (login required)