메뉴 건너뛰기




Volumn 24, Issue 6, 2007, Pages 969-979

A quantile approach to US GNP

Author keywords

Bayesian inference; Predictive density functions; Predictive quantiles; QSETAR model; US GNP

Indexed keywords


EID: 34548506256     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econmod.2007.03.007     Document Type: Article
Times cited : (10)

References (18)
  • 1
    • 0001289268 scopus 로고
    • Do recessions permanently change output?
    • Beaudry P., and Koop G. Do recessions permanently change output?. Journal of Monetary Economics 31 (1993) 149-163
    • (1993) Journal of Monetary Economics , vol.31 , pp. 149-163
    • Beaudry, P.1    Koop, G.2
  • 2
    • 0010194047 scopus 로고
    • Conditional asymmetries in real GNP: a semi-parametric approach
    • Brunner A.D. Conditional asymmetries in real GNP: a semi-parametric approach. Journal of Business and Economics Statistics 10 (1992) 65-72
    • (1992) Journal of Business and Economics Statistics , vol.10 , pp. 65-72
    • Brunner, A.D.1
  • 5
    • 0345761639 scopus 로고    scopus 로고
    • A SETAR model for Canadian GDP: non-linearities and forecast comparisons
    • Feng H., and Liu J. A SETAR model for Canadian GDP: non-linearities and forecast comparisons. Applied Economics 35 (2003) 1957-1964
    • (2003) Applied Economics , vol.35 , pp. 1957-1964
    • Feng, H.1    Liu, J.2
  • 7
  • 10
    • 38249003585 scopus 로고
    • Non-linearities in foreign exchange markets: a different perspective
    • Kräger H., and Kugler P. Non-linearities in foreign exchange markets: a different perspective. Journal of International Money and Finance 12 (1993) 195-208
    • (1993) Journal of International Money and Finance , vol.12 , pp. 195-208
    • Kräger, H.1    Kugler, P.2
  • 11
    • 0031777532 scopus 로고    scopus 로고
    • Threshold nonlinearities in output: some international evidence
    • Peel D.A., and Speight A.E.H. Threshold nonlinearities in output: some international evidence. Applied Economics 30 (1998) 323-333
    • (1998) Applied Economics , vol.30 , pp. 323-333
    • Peel, D.A.1    Speight, A.E.H.2
  • 12
    • 0034099442 scopus 로고    scopus 로고
    • Threshold nonlinearities in unemploymnet rates: further evidence for the UK and G3 economies
    • Peel D.A., and Speight A.E.H. Threshold nonlinearities in unemploymnet rates: further evidence for the UK and G3 economies. Applied Economics 32 (2000) 705-715
    • (2000) Applied Economics , vol.32 , pp. 705-715
    • Peel, D.A.1    Speight, A.E.H.2
  • 13
    • 34548472737 scopus 로고    scopus 로고
    • Potter, S.M., 1990. Nonlinear time series and economic fluctuations. Unpublished PhD thesis, University of Wisconsin.
  • 15
    • 84986414326 scopus 로고
    • Modelling nonlinearities in business cycles using smooth transition autoregressive models
    • Teräsvirta T., and Anderson H. Modelling nonlinearities in business cycles using smooth transition autoregressive models. Journal of Applied Econometrics 7 (1992) S119-S136
    • (1992) Journal of Applied Econometrics , vol.7
    • Teräsvirta, T.1    Anderson, H.2
  • 16
    • 84979455306 scopus 로고
    • Some advances in non-linear and adaptive modelling in time series
    • Tiao G.C., and Tsay R.S. Some advances in non-linear and adaptive modelling in time series. Journal of Forecasting 13 (1994) 109-131
    • (1994) Journal of Forecasting , vol.13 , pp. 109-131
    • Tiao, G.C.1    Tsay, R.S.2
  • 17
    • 0000003175 scopus 로고
    • Threshold autoregression, limit cycles and cyclical data (with discussion)
    • Tong H., and Lim K.S. Threshold autoregression, limit cycles and cyclical data (with discussion). Journal of the Royal Statistical Society, Series B 42 (1980) 245-292
    • (1980) Journal of the Royal Statistical Society, Series B , vol.42 , pp. 245-292
    • Tong, H.1    Lim, K.S.2
  • 18
    • 84971937967 scopus 로고
    • Estimating nonlinear dynamic models using least absolute error estimation
    • Weiss A. Estimating nonlinear dynamic models using least absolute error estimation. Econometric Theory 7 (1987) 46-68
    • (1987) Econometric Theory , vol.7 , pp. 46-68
    • Weiss, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.