Skip navigation
Skip navigation

Nonlinear Autoregressive Leading Indicator Models of Output in G7 Countries

Anderson, Heather; Vahid, Farshid; Athanasopoulos, George


This paper studies linear and nonlinear autoregressive leading indicator models of business cycles in G-7 countries. Our models use the spread between short-term and long-term interest rates as leading indicators for GDP. We examine data admissibility by

CollectionsANU Research Publications
Date published: 2007
Type: Journal article
Source: Journal of Applied Econometrics
DOI: 10.1002/jae.935


File Description SizeFormat Image
01_Anderson_Nonlinear_Autoregressive_2007.pdf216.49 kBAdobe PDF    Request a copy

Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  23 August 2018/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator