Comments on "Some method for assessing the need for non-linear models in business cylce analysis"

Article Abstract:

An analysis of the concept non-linear models in business cycle proposed by J. Engel, D. Haugh and A. Pagan in their report, "Some method for assessing the need for non-linear models in business cylce analysis" is presented.

Reports, Engel, J., Haugh, D., Pagan, A.

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Some methods for assessing the need for non-linear models in business cycle analysis

Article Abstract:

The notion that non-linear models are required for the analysis of business cycle is questioned. Threshold model, non-linearity, Markov models, etc. are discussed.

Methods

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A mild skepticism on nonlinear forecasting: some comments on the paper by Harvill and Ray

Article Abstract:

The use of nonlinear models may create some misspecification problems. The application of nonlinear models can be curbed by such issues.

Economic forecasting

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