Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series

Richard Ashley () and Randal John Verbrugge ()

Working Papers from Virginia Polytechnic Institute and State University, Department of Economics

Keywords: Phillips Curve; spectral regression; time series analysis (search for similar items in EconPapers)
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Date: Written
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http://ashleymac.econ.vt.edu/working_papers/freq_depend.pdf First version, 2005 (application/pdf)

Related works:
Journal Article: Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series (2009)
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Persistent link: http://EconPapers.repec.org/RePEc:vpi:wpaper:e06-7

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