Nonlinear Models for Economic Forecasting Applications: An Evolutionary Discussion
This article follows the main contributions brought to the nonlinear modeling literature. We investigate and review a series of parametric initiatives, focusing on the evolution of TAR and ARCH – GARCH model families in econometric and forecasting applications.
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
"Nicolae Titulescu" University of Bucharest
2014-06-01
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| Series: | Computational Methods in Social Sciences |
| Subjects: | |
| Online Access: | http://cmss.univnt.ro/wp-content/uploads/vol/split/vol_II_issue_1/CMSS_vol_II_issue_1_art.005.pdf |
| _version_ | 1797708014888681472 |
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| author | Adrian Cantemir CĂLIN Tiberiu DIACONESCU Oana – Cristina POPOVICI |
| author_facet | Adrian Cantemir CĂLIN Tiberiu DIACONESCU Oana – Cristina POPOVICI |
| author_sort | Adrian Cantemir CĂLIN |
| collection | DOAJ |
| description | This article follows the main contributions brought to the nonlinear modeling literature. We investigate and review a series of parametric initiatives, focusing on the evolution of TAR and ARCH – GARCH model families in econometric and forecasting applications. |
| first_indexed | 2024-03-12T06:16:05Z |
| format | Article |
| id | doaj.art-b8b05ccb8a634cb0b862d7a10b11f2de |
| institution | Directory Open Access Journal |
| issn | 2344-1232 2344-1232 |
| language | English |
| last_indexed | 2024-03-12T06:16:05Z |
| publishDate | 2014-06-01 |
| publisher | "Nicolae Titulescu" University of Bucharest |
| record_format | Article |
| series | Computational Methods in Social Sciences |
| spelling | doaj.art-b8b05ccb8a634cb0b862d7a10b11f2de2023-09-03T02:37:27Zeng"Nicolae Titulescu" University of BucharestComputational Methods in Social Sciences2344-12322344-12322014-06-01214247Nonlinear Models for Economic Forecasting Applications: An Evolutionary DiscussionAdrian Cantemir CĂLIN0Tiberiu DIACONESCU1Oana – Cristina POPOVICI2Institute for Economic Forecasting, cantemircalin@ipe.ro, Casa Academiei, Calea 13 Septembrie no.13, 5th district, Bucharest, 050711, RomaniaInstitute for Economic Forecasting, diaconescutiberiu@gmail.com, Casa Academiei, Calea 13 Septembrie no.13, 5th district, Bucharest, 050711, RomaniaThe Bucharest University of Economic Studies, Piața Romană no.6, 1st district, Bucharest, 010374, RomaniaThis article follows the main contributions brought to the nonlinear modeling literature. We investigate and review a series of parametric initiatives, focusing on the evolution of TAR and ARCH – GARCH model families in econometric and forecasting applications.http://cmss.univnt.ro/wp-content/uploads/vol/split/vol_II_issue_1/CMSS_vol_II_issue_1_art.005.pdfnonlinear parametric modelsthreshold modelsARCH - GARCH models |
| spellingShingle | Adrian Cantemir CĂLIN Tiberiu DIACONESCU Oana – Cristina POPOVICI Nonlinear Models for Economic Forecasting Applications: An Evolutionary Discussion Computational Methods in Social Sciences nonlinear parametric models threshold models ARCH - GARCH models |
| title | Nonlinear Models for Economic Forecasting Applications: An Evolutionary Discussion |
| title_full | Nonlinear Models for Economic Forecasting Applications: An Evolutionary Discussion |
| title_fullStr | Nonlinear Models for Economic Forecasting Applications: An Evolutionary Discussion |
| title_full_unstemmed | Nonlinear Models for Economic Forecasting Applications: An Evolutionary Discussion |
| title_short | Nonlinear Models for Economic Forecasting Applications: An Evolutionary Discussion |
| title_sort | nonlinear models for economic forecasting applications an evolutionary discussion |
| topic | nonlinear parametric models threshold models ARCH - GARCH models |
| url | http://cmss.univnt.ro/wp-content/uploads/vol/split/vol_II_issue_1/CMSS_vol_II_issue_1_art.005.pdf |
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