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:
Journal Article
Journal or Publication Title:
Journal of Forecasting
Uncontrolled Keywords:
/dk/atira/pure/researchoutput/libraryofcongress/hb
Subjects:
ID Code:
55892
Deposited By:
Deposited On:
17 Jul 2012 10:21
Refereed?:
Yes
Published?:
Published
Last Modified:
01 Jan 2020 07:59