@inbook{NBERc7196,
 Crossref = "NBERstoc93-1",
 title = "Modeling Nonlinearity over the Business Cycle",
 author = "Clive W. Granger and Timo Terasvirta and Heather M. Anderson",
 BookTitle = "Business Cycles, Indicators and Forecasting",
 Publisher = "University of Chicago Press",
 pages = "311-326",
 year = "1993",
 month = "January",
 URL = "http://www.nber.org/chapters/c7196",
}
@book{NBERstoc93-1,
 title = "Business Cycles, Indicators and Forecasting",
 author = "James H. Stock and Mark W. Watson",
 institution = "National Bureau of Economic Research",
 type = "Book",
 publisher = "University of Chicago Press",
 year = "1993",
 URL = "http://www.nber.org/books/stoc93-1",
}