Nonlinear Time Series Analysis of Economic and Financial Data

1 Business Cycle Turning Points: Two Empirical Business Cycle Model Approaches.- 2 A Markov Switching Cookbook.- 3 A Reanalysis Of The Spectral Properties Of Some Economic And Financial Time Series.- 4 Nonlinear Econometric Modelling: A Selective Review.- 5 Unit-Root Tests And Excess Returns.- 6 On The Inherent Nonlinearity Of Frequency Dependent Time Series Relationships.- 7 Stationarity Tests With Multiple Endogenized Breaks.- 8 Nonlinear Evolution In Uk Stock Returns And Volume.- 9 Nonlinear Adjustment Towards Long-Run Money Demand.- 10 Asymmetric Nonlinear Smooth Transition Garch Models.- 11 Testing The Present Value Hypothesis From A Vector Autoregression With Stochastic Regime Switching.- 12 Business Cycle Dynamics: Predicting Transitions With Macrovariables.- 13 Searching For The Sources Of Arch Behavior: Testing The Mixture Of Distributions Model.- 14 Improved Testing And Specification Of Smooth Transition Regression Models.- 15 Speculative Behavior, Regime-Switching, And Stock Market Crashes.- 16 Higher-Order Residual Analysis For Simple Bilinear And Threshold Autoregressive Models With The Tr Test.