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Forecasting industrial production using non-linear methods

Byers, D. and Peel, David (1995) Forecasting industrial production using non-linear methods. Journal of Forecasting, 14 (4). pp. 325-336. ISSN 0277-6693

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Abstract

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.

Item Type: Article
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
ID Code: 55892
Deposited By: ep_importer_pure
Deposited On: 17 Jul 2012 11:21
Refereed?: Yes
Published?: Published
Last Modified: 26 Jul 2012 20:44
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/55892

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