caa a22 4500 37887246X CHVBK 20180305123412.0 cr unu---uuuuu 161128e20030424xx s 000 0 eng 10.2202/1558-3708.1108 doi (NATIONALLICENCE)gruyter-10.2202/1558-3708.1108 Conditional and Unconditional Asymmetry in U.S. Macroeconomic Time Series [Elektronische Daten] [Jorge Belaire-Franch, Amado Peiro] 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. ©2011 Walter de Gruyter GmbH & Co. KG, Berlin/Boston Belaire-Franch Jorge University of Valencia, Spain, jorge.belaire@uv.es aut Peiro Amado University of Valencia, Spain, Amado.Peiro@uv.es aut Studies in Nonlinear Dynamics & Econometrics De Gruyter 7/1(2003-04-24) 7:1 2003 7 snde https://doi.org/10.2202/1558-3708.1108 text/html Onlinezugriff via DOI 1 research article jats NATIONALLICENCE 856 40 https://doi.org/10.2202/1558-3708.1108 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Belaire-Franch Jorge University of Valencia, Spain, jorge.belaire@uv.es aut NATIONALLICENCE 700 1- Peiro Amado University of Valencia, Spain, Amado.Peiro@uv.es aut NATIONALLICENCE 773 0- Studies in Nonlinear Dynamics & Econometrics De Gruyter 7/1(2003-04-24) 7:1 2003 7 snde CC0 http://creativecommons.org/publicdomain/zero/1.0 nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-gruyter