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Non-linear Time Series Analysis and the Business Cycle

Jezik EngleskiEngleski
Knjiga Meki uvez
Knjiga Non-linear Time Series Analysis and the Business Cycle Klaus Wohlrabe
Libristo kod: 06810868
Nakladnici VDM Verlag Dr. Mueller E.K., svibanj 2008
The business cycle is a complex phenomenon which attractsboth scientific and public interest. But wh... Cijeli opis
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The business cycle is a complex phenomenon which attractsboth scientific and public interest. But what are the definingcharacteristics of the business cycle? Is the business cycleasymmetric or non-linear? What can be said about the occurrence ofturning points over time? This book gives an overview over the mostpopular non-linear time series models and their maincharacteristics and possible application to business cycle timeseries. The basic ideas of testing, estimation and forecasting withmany references for further reading will be presented. Furthermorethe book outlines concepts for detecting non-linearity in a timeseries. By fitting and accepting a special model, new insights inunderstanding the structure of a time series can be gained. As anempirical application and illustration we apply the presentedmodels to the three famous Ifo indicators: the Business Assessment,the Business Expectations and the Business Climate. The book can beunderstood as a starting point for own applications to empiricalbusiness cycle analysis. It addresses financial analysts,researchers, and anyone else who is interested in business cycleanalysis and non-linear time series concepts.

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Informacije o knjizi

Puni naziv Non-linear Time Series Analysis and the Business Cycle
Jezik Engleski
Uvez Knjiga - Meki uvez
Datum izdanja 2008
Broj stranica 108
EAN 9783639007732
ISBN 3639007735
Libristo kod 06810868
Težina 154
Dimenzije 152 x 229 x 6
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