Trend-Cycle Decomposition Models with Smooth-Transition Parameters: Evidence from U.S. Economic Time Series
Nonlinear Time Series Analysis of Business Cycles
ISBN: 978-0-44451-838-5, eISBN: 978-1-84950-833-9
Publication date: 8 February 2006
Citation
Jan Koopman, S., Ming Lee, K. and Yip Wong, S. (2006), "Trend-Cycle Decomposition Models with Smooth-Transition Parameters: Evidence from U.S. Economic Time Series", Milas, C., Rothman, P.A., van Dijk, D. and Wildasin, D.E. (Ed.) Nonlinear Time Series Analysis of Business Cycles (Contributions to Economic Analysis, Vol. 276), Emerald Group Publishing Limited, Leeds, pp. 199-219. https://doi.org/10.1016/S0573-8555(05)76008-9
Publisher
:Emerald Group Publishing Limited
Copyright © 2006, Emerald Group Publishing Limited