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A Dynamic Factor Approach to Nonlinear Stability Analysis
| Title: | A Dynamic Factor Approach to Nonlinear Stability Analysis |
| Author: | Shintani, Mototsugu |
| Abstract: | A method of principal components is employed to investigate nonlinear dynamic factor structure using a large panel data. The evidence suggests the possibility of nonlinearity in the U.S. while it excludes the class of nonlinearity that can generate endogenous fluctuation or chaos. |
| URI: | http://hdl.handle.net/1803/31 |
| Date: | 2004-08 |
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