内容

目次

Introduction; P. Rothman. 1. Business Cycle Turning Points: Two Empirical Business Cycle Model Approaches; A.J. Filardo, S.F. Gordon. 2. A Markov Switching Cookbook; B. Mizrach, J. Watkins. 3. A Reanalysis of the Spectral Properties of Some Economic and Financial Time Series; J.B. Ramsey, D.J. Thomson. 4. Nonlinear Econometric Modelling: A Selective Review; N.R. Swanson, P.H. Franses. 5. Unit-Root Tests and Excess Returns; M.-J. Godbout, S. van Norden. 6. On the Inherent Nonlinearity of Frequency Dependent Time Series Relationships; Hui Boon Tan, R. Ashley. 7. Stationarity Tests with Multiple Endogenized Breaks; Junsoo Lee. 8. Nonlinear Evolution in UK Stock Returns and Volume; C. Brooks, et al. 9. Nonlinear Adjustment Towards Long-Run Money Demand; P. Michael, et al. 10. Asymmetric Nonlinear Smooth Transition Garch Models; H.M. Anderson, et al. 11. Testing the Present Value Hypothesis from a Vector Autoregression with Stochastic Regime Switching; J. Driffill, M. Sola. 12. Business Cycle Dynamics: Predicting Transitions with Macrovariables; M.O. Ravn, M. Sola. 13. Searching for the Sources of Arch Behavior: Testing the Mixture of Distributions Model; P. de Fontnouvelle. 14. Improved Testing and Specification of Smooth Transition Regression Models; A. Escribano, O. Jordá. 15. Speculative Behavior, Regime-Switching, and Stock Market Crashes; S. van Norden, H. Schaller. 16. Higher-Order Residual Analysis for Simple Bilinear and Threshold Autoregressive Models with the TR Test; P. Rothman.Index.