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A Dynamic Factor Approach to Nonlinear Stability Analysis

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dc.contributor.author Shintani, Mototsugu
dc.date.accessioned 2004-10-06T19:16:49Z
dc.date.available 2004-10-06T19:16:49Z
dc.date.issued 2004-08
dc.identifier.citation Mototsugu, Shintani. "A Dynamic Factor Approach to Nonlinear Stability Analysis." Working Paper No. 04-W18. Dept. of Economics, Vanderbilt University. Nashville, TN, Aug. 2004. en
dc.identifier.uri http://hdl.handle.net/1803/31
dc.description.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. en
dc.format.extent 543921 bytes
dc.format.mimetype application/pdf
dc.language.iso en_US
dc.publisher Vanderbilt University. Dept. of Economics en
dc.relation.ispartofseries Working Paper
dc.title A Dynamic Factor Approach to Nonlinear Stability Analysis en
dc.type Working Paper en


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