Conditional and Unconditional Asymmetry in U.S. Macroeconomic Time Series
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| 024 | 7 | 0 | |a 10.2202/1558-3708.1108 |2 doi |
| 035 | |a (NATIONALLICENCE)gruyter-10.2202/1558-3708.1108 | ||
| 245 | 0 | 0 | |a Conditional and Unconditional Asymmetry in U.S. Macroeconomic Time Series |h [Elektronische Daten] |c [Jorge Belaire-Franch, Amado Peiro] |
| 520 | 3 | |a This paper examines conditional and unconditional asymmetries in the Nelson and Plosser dataset by using two tests recently proposed by Jushan Bai and Serena Ng. In line with previous research, the results show that asymmetry is not a proper characterization of most macroeconomic series, although labor variables like employment and the unemployment rate present unconditional asymmetries. | |
| 540 | |a ©2011 Walter de Gruyter GmbH & Co. KG, Berlin/Boston | ||
| 700 | 1 | |a Belaire-Franch |D Jorge |u University of Valencia, Spain, jorge.belaire@uv.es |4 aut | |
| 700 | 1 | |a Peiro |D Amado |u University of Valencia, Spain, Amado.Peiro@uv.es |4 aut | |
| 773 | 0 | |t Studies in Nonlinear Dynamics & Econometrics |d De Gruyter |g 7/1(2003-04-24) |q 7:1 |1 2003 |2 7 |o snde | |
| 856 | 4 | 0 | |u https://doi.org/10.2202/1558-3708.1108 |q text/html |z Onlinezugriff via DOI |
| 908 | |D 1 |a research article |2 jats | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.2202/1558-3708.1108 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Belaire-Franch |D Jorge |u University of Valencia, Spain, jorge.belaire@uv.es |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Peiro |D Amado |u University of Valencia, Spain, Amado.Peiro@uv.es |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Studies in Nonlinear Dynamics & Econometrics |d De Gruyter |g 7/1(2003-04-24) |q 7:1 |1 2003 |2 7 |o snde | ||
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