Nonlinear Autoregressive Leading Indicator Models of Output in G7 Countries
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
|Collections||ANU Research Publications|
|Source:||Journal of Applied Econometrics|
|01_Anderson_Nonlinear_Autoregressive_2007.pdf||216.49 kB||Adobe PDF||Request a copy|
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