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A Dynamic Factor Approach to Nonlinear Stability Analysis

dc.contributor.authorShintani, Mototsugu
dc.identifier.citationMototsugu, 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.description.abstractA 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.extent543921 bytes
dc.publisherVanderbilt University. Dept. of Economicsen
dc.relation.ispartofseriesWorking Paper
dc.titleA Dynamic Factor Approach to Nonlinear Stability Analysisen
dc.typeWorking Paperen

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