摘要:

Abstract.In recent years there has been great interest in developing nonlinear extensions to the basic Autoregressive Integrated Moving Average model popularised by Box and Jenkins. Many of these have been in response to observed nonlinear behaviour in scientific areas such as electronic engineering, geology and oceanography and, as a consequence, have found little application in economics. Economic time series have features peculiar to themselves, and thus often require models to be developed in response to their own special nonlinear character. This paper therefore surveys those nonlinear time series models that have been developed in other disciplines and which have found to be useful for analysing economic time series, such as power transformations, fractional integration and deterministic chaos, and those that have been developed directly in response to nonlinear economic behaviour: for example, logistic transformations, asymmetric models, Markov models for business cycles and time deformation models. Also discussed are various tests for the presence of nonlinearity in time series and the evidence concerning the prevalence of such nonlinearity in economic time series is surveyed.

ISSN:0950-0804    

DOI:10.1111/j.1467-6419.1991.tb00133.x

出版商:Blackwell Publishing Ltd    

年代:1991

数据来源: WILEY

摘要:

Abstract.Various approaches adopted in developed economies to distinguishing between the poor and non‐poor—to setting a poverty line—are reviewed. These include the budget standard, food ratio, ‘official’, subjective and relative poverty line methods, as well as the analysis of indicators of deprivation. There has been significant progress in recent years in the degree of sophistication involved, and a movement away from approaches with a quasi‐absolute background. However, all the methods face formidable problems at conceptual and empirical levels, and no single approach is likely

ISSN:0950-0804    

DOI:10.1111/j.1467-6419.1991.tb00134.x

出版商:Blackwell Publishing Ltd    

年代:1991

数据来源: WILEY

摘要:

Books reviewed in this article:Barry Eichengreen&Peter H. Lindert (Eds.) (1989)The International Debt Crisis in Historical Perspective.Jeffrey D. Sachs (Ed.) (1989)Developing Country Debt and Economic Performance.Graham Bird (Ed.) (1989)Third World Debt: The search for a solution.

ISSN:0950-0804    

DOI:10.1111/j.1467-6419.1991.tb00135.x

出版商:Blackwell Publishing Ltd    

年代:1991

数据来源: WILEY

ISSN:0950-0804    

DOI:10.1111/j.1467-6419.1991.tb00136.x

出版商:Blackwell Publishing Ltd    

年代:1991

数据来源: WILEY

ISSN:0950-0804    

DOI:10.1111/j.1467-6419.1991.tb00137.x

出版商:Blackwell Publishing Ltd    

年代:1991

数据来源: WILEY