Byers, D. and Peel, David (1995) Forecasting industrial production using non-linear methods. Journal of Forecasting, 14 (4). pp. 325-336. ISSN 0277-6693
Full text not available from this repository.Official URL: http://dx.doi.org/10.1002/for.3980140402
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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