Analyzing Business Cycles in G-7 Countries Using Logistic Smooth Transition Autoregressive (LSTAR) Models

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Title: Analyzing Business Cycles in G-7 Countries Using Logistic Smooth Transition Autoregressive (LSTAR) Models
Authors: Adburaimov, Nodir
Date: 2002
Abstract: This paper estimates Logistic Smooth Transition Autoregressive (LSTAR) models to analyze nonlinearities and asymmetries in business cycles using quarterly data GDP for the G-7 countries. The modelling cycle for nonlinear models proposed by Granger and Ter
URL: http://hdl.handle.net/10393/25111
CollectionScience économique - Mémoires // Economics - Research Papers
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