✦ LIBER ✦

Forecasting industrial production using non-linear methods

✍ Scribed by J. D. Byers; D. A. Peel

Publisher: John Wiley and Sons
Year: 1995
Tongue: English
Weight: 685 KB
Volume: 14
Category: Article
ISSN: 0277-6693
DOI: 10.1002/for.3980140402

No coin nor oath required. For personal study only.

✦ Synopsis

Abstract

Numerous theoretical models suggests that business cycles involve nonlinear processes. In this paper we examine whether two parametric, nonlinear time‐series models—the bilinear and threshold models—can exploit apparent non‐linearity in industrial production to provide forecasts superior to those derived from the standard autoregressive models.

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