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

Adburaimov, Nodir2013-08-272013-08-2720022002http://hdl.handle.net/10393/25111This 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 TerenAnalyzing Business Cycles in G-7 Countries Using Logistic Smooth Transition Autoregressive (LSTAR) Models