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An International Perspective on Business Cycle Asymmetry: Evidence from Non-parametric Analysis
作者: Steven Cook
DOI:
10.3923/JAS.2004.282.286
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参考文章
(11)
1.
Alan E.H. Speight,
Testing for business cycle asymmetry: some international evidence
Applied Economics Letters.
,vol. 4, pp. 603- 606 ,(1997) ,
10.1080/758533282
2.
R. L. Eubank, V. N. lariccia, R. B. rosenstein,
Testing symmetry about an unknown median, via linear rank procedures
Journal of Nonparametric Statistics.
,vol. 1, pp. 301- 311 ,(1992) ,
10.1080/10485259208832532
3.
Ronald H. Randles, Michael A. Fligner, George E. Policello, Douglas A. Wolfe,
An Asymptotically Distribution-Free Test for Symmetry versus Asymmetry
Journal of the American Statistical Association.
,vol. 75, pp. 168- 172 ,(1980) ,
10.1080/01621459.1980.10477448
4.
Timothy Cogley, James M. Nason,
Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research
Journal of Economic Dynamics and Control.
,vol. 19, pp. 253- 278 ,(1995) ,
10.1016/0165-1889(93)00781-X
5.
Randal Verbrugge Randal Verbrugge,
Investigating Cyclical Asymmetries
Studies in Nonlinear Dynamics & Econometrics.
,vol. 2, pp. 1- 10 ,(1997) ,
10.2202/1558-3708.1025
6.
Terence C. Mills,
Business cycle asymmetry and duration dependence: An international perspective
Journal of Applied Statistics.
,vol. 28, pp. 713- 724 ,(2001) ,
10.1080/02664760120059246
7.
Robert J. Hodrick, Edward C. Prescott,
Postwar U.S. Business Cycles: An Empirical Investigation
Journal of Money, Credit and Banking.
,vol. 29, pp. 1- 16 ,(1997) ,
10.2307/2953682
8.
Sean Holly, Mike Stannett,
Are there asymmetries in UK Consumption? A time series analysis
Applied Economics.
,vol. 27, pp. 767- 772 ,(1995) ,
10.1080/00036849500000067
9.
DANIEL E. SICHEL,
Business Cycle Asymmetry: A Deeper Look
Economic Inquiry.
,vol. 31, pp. 224- 236 ,(1993) ,
10.1111/J.1465-7295.1993.TB00879.X
10.
A. C. Harvey, A. Jaeger,
Detrending, stylized facts and the business cycle
Journal of Applied Econometrics.
,vol. 8, pp. 231- 247 ,(1993) ,
10.1002/JAE.3950080302
来源期刊
Journal of Applied Sciences
2004 年,
Volume: 4, Issue: 2,
Page: 282-286
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