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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


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