Matches in SemOpenAlex for { <https://semopenalex.org/work/W3124651328> ?p ?o ?g. }
Showing items 1 to 85 of
85
with 100 items per page.
- W3124651328 endingPage "18" @default.
- W3124651328 startingPage "1" @default.
- W3124651328 abstract "This paper sets up a common unobserved factor model with smooth transition autoregressive dynamics. This model is compared to the already classical common factor model with regime-switching. Both models' in-sample and out-of-sample performance in terms of capturing and predicting the business cycle turning points is evaluated. The comparison of the model-derived probabilities to the NBER business cycle dating shows statistically equivalent in-sample forecasting accuracy of these techniques. The common factor model with exponential STAR outperforms the model with logistic STAR and that with Markov switching in terms of out-of-sample prediction with up to 3 month horizon." @default.
- W3124651328 created "2021-02-01" @default.
- W3124651328 creator A5066880771 @default.
- W3124651328 date "2002-11-06" @default.
- W3124651328 modified "2023-09-23" @default.
- W3124651328 title "Two Alternative Approaches to Modelling the Nonlinear Dynamics of the Composite Economic Indicator" @default.
- W3124651328 hasPublicationYear "2002" @default.
- W3124651328 type Work @default.
- W3124651328 sameAs 3124651328 @default.
- W3124651328 citedByCount "4" @default.
- W3124651328 crossrefType "posted-content" @default.
- W3124651328 hasAuthorship W3124651328A5066880771 @default.
- W3124651328 hasConcept C105795698 @default.
- W3124651328 hasConcept C10879293 @default.
- W3124651328 hasConcept C121332964 @default.
- W3124651328 hasConcept C145912823 @default.
- W3124651328 hasConcept C149782125 @default.
- W3124651328 hasConcept C151406439 @default.
- W3124651328 hasConcept C158622935 @default.
- W3124651328 hasConcept C159877910 @default.
- W3124651328 hasConcept C162324750 @default.
- W3124651328 hasConcept C165556158 @default.
- W3124651328 hasConcept C194657046 @default.
- W3124651328 hasConcept C198531522 @default.
- W3124651328 hasConcept C24338571 @default.
- W3124651328 hasConcept C24890656 @default.
- W3124651328 hasConcept C28826006 @default.
- W3124651328 hasConcept C33923547 @default.
- W3124651328 hasConcept C41008148 @default.
- W3124651328 hasConcept C62520636 @default.
- W3124651328 hasConcept C83873408 @default.
- W3124651328 hasConcept C97355855 @default.
- W3124651328 hasConcept C98763669 @default.
- W3124651328 hasConceptScore W3124651328C105795698 @default.
- W3124651328 hasConceptScore W3124651328C10879293 @default.
- W3124651328 hasConceptScore W3124651328C121332964 @default.
- W3124651328 hasConceptScore W3124651328C145912823 @default.
- W3124651328 hasConceptScore W3124651328C149782125 @default.
- W3124651328 hasConceptScore W3124651328C151406439 @default.
- W3124651328 hasConceptScore W3124651328C158622935 @default.
- W3124651328 hasConceptScore W3124651328C159877910 @default.
- W3124651328 hasConceptScore W3124651328C162324750 @default.
- W3124651328 hasConceptScore W3124651328C165556158 @default.
- W3124651328 hasConceptScore W3124651328C194657046 @default.
- W3124651328 hasConceptScore W3124651328C198531522 @default.
- W3124651328 hasConceptScore W3124651328C24338571 @default.
- W3124651328 hasConceptScore W3124651328C24890656 @default.
- W3124651328 hasConceptScore W3124651328C28826006 @default.
- W3124651328 hasConceptScore W3124651328C33923547 @default.
- W3124651328 hasConceptScore W3124651328C41008148 @default.
- W3124651328 hasConceptScore W3124651328C62520636 @default.
- W3124651328 hasConceptScore W3124651328C83873408 @default.
- W3124651328 hasConceptScore W3124651328C97355855 @default.
- W3124651328 hasConceptScore W3124651328C98763669 @default.
- W3124651328 hasIssue "26" @default.
- W3124651328 hasLocation W31246513281 @default.
- W3124651328 hasOpenAccess W3124651328 @default.
- W3124651328 hasPrimaryLocation W31246513281 @default.
- W3124651328 hasRelatedWork W1504311899 @default.
- W3124651328 hasRelatedWork W1977236697 @default.
- W3124651328 hasRelatedWork W1985613969 @default.
- W3124651328 hasRelatedWork W1999856424 @default.
- W3124651328 hasRelatedWork W2031123121 @default.
- W3124651328 hasRelatedWork W2059618523 @default.
- W3124651328 hasRelatedWork W2112286389 @default.
- W3124651328 hasRelatedWork W2126224662 @default.
- W3124651328 hasRelatedWork W2275999744 @default.
- W3124651328 hasRelatedWork W2279908665 @default.
- W3124651328 hasRelatedWork W2302027039 @default.
- W3124651328 hasRelatedWork W2520408391 @default.
- W3124651328 hasRelatedWork W2595387061 @default.
- W3124651328 hasRelatedWork W2771344347 @default.
- W3124651328 hasRelatedWork W3121246373 @default.
- W3124651328 hasRelatedWork W3122905777 @default.
- W3124651328 hasRelatedWork W3123316205 @default.
- W3124651328 hasRelatedWork W3124277509 @default.
- W3124651328 hasRelatedWork W3125361498 @default.
- W3124651328 hasRelatedWork W94968357 @default.
- W3124651328 hasVolume "3" @default.
- W3124651328 isParatext "false" @default.
- W3124651328 isRetracted "false" @default.
- W3124651328 magId "3124651328" @default.
- W3124651328 workType "article" @default.