Nonlinear Time Series Analysis of Business Cycles Book

Ch. 1	Dating business cycle turning points	1
Ch. 2	Combining predictors & combining information in modelling : forecasting us recession probabilities and output growth	55
Ch. 3	The importance of nonlinearity in reproducing business cycle features	75
Ch. 4	The vector floor and ceiling model	97
Ch. 5	A new framework to analyze business cycle synchronization	133
Ch. 6	Non-linearity and instability in the euro area	151
Ch. 7	Nonlinear modelling of autoregressive structural breaks in some U.S. macroeconomic series	175
Ch. 8	Trend-cycle decomposition models with smooth-transition parameters : evidence from U.S. economics time series	199
Ch. 9	Modeling inflation and money demand using a Fourier-series approximation	221
Ch. 10	Random walk smooth transition autoregressive models	247
Ch. 11	Nonlinearity and structural change in interest rate reaction functions for the US, UK and Germany	283
Ch. 12	State asymmetries in the effects of monetary policy shocks on output : some new evidence for the euro-area	311
Ch. 13	Non-linear dynamics in output, real exchange rates and real money balances : Norway, 1830-2003	333
Ch. 14	A predictive comparison of some simple long- and short memory models of daily U.S. stock returns, with emphasis on business cycle effects	379
Ch. 15	Nonlinear modeling of the changing lag structure in U.S. housing construction	407