A NOTE ON MODELING DOWNTURNS - A NON-LINEAR MODEL VS SIMPLE LINEAR AUTOREGRESSIVE SCHEMES

被引：1

作者：

SCHINASI, GJ

机构：

[1] Federal Reserve Board, Washington

来源：

ECONOMICS LETTERS | 1979年 / 3卷 / 04期

关键词：

D O I：

10.1016/0165-1765(79)90007-7

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This note presents empirical/simulations results which compare a simple Kaldor-type non-linear model and comparable linear autoregressive schemes as models of sharp movements often observed in macroeconomic time series that exhibit persistent fluctuations. © 1979.

引用

页码：333 / 339

页数：7

共 12 条

[1]

Frisch R., 1933, EC ESSAYS HONOUR G C

[2] THE NONLINEAR ACCELERATOR AND THE PERSISTENCE OF BUSINESS CYCLES [J].