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 Non-linear Time Series Analysis and the Business Cycle. An Application to the Ifo Indicators
Наименование:

Non-linear Time Series Analysis and the Business Cycle. An Application to the Ifo Indicators

издательство Книга по Требованию Экономическая теория
Cтраниц 108        мягкая обложка       
Аннотация:Furthermore the book outlines concepts for detecting non-linearity in a time series. This book gives an overview over the most popular non-linear time series models and their main characteristics and possible application to business cycle time series. What can be said about the occurrence of turning points over time? The basic ideas of testing, estimation and forecasting with many references for further reading will be presented. The business cycle is a complex phenomenon which attracts both scientific and public interest. Is the business cycle asymmetric or non-linear? It addresses financial analysts, researchers, and anyone else who is interested in business cycle analysis and non-linear time series concepts. But what are the defining characteristics of the business cycle? As an empirical application and illustration we apply the presented models to the three famous Ifo indicators: the Business Assessment, the Business Expectations and the Business Climate. By fitting and accepting a special model, new insights in understanding the structure of a time series can be gained. The book can be understood as a starting point for own applications to empirical business cycle analysis.
Издательство: Книга по Требованию
Год:2008
Цена:
2007 руб
Нет в наличии
Поиск: Non-linear Time Series Analysis and the Business Cycle. An Application to the Ifo Indicators
НОВЫЙ ГОД СИМВОЛ 2013 ГОДАУКРАШЕНИЯ
КАРНАВАЛ НА НОВЫЙ ГОД РАСПРОДАЖА
Ортомолекулярная медицина Orthomol Устрание причин заболеваний. Ортомоль это новый метод для лечения и профилактики болезней. Orthomol - ортомолекулярная медицина.
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