An Assessment of International Business Cycle Asymmetries using Clements and Krolzig's Parametric Approach
| LEADER | caa a22 4500 | ||
|---|---|---|---|
| 001 | 378876899 | ||
| 003 | CHVBK | ||
| 005 | 20180305123422.0 | ||
| 007 | cr unu---uuuuu | ||
| 008 | 161128e20030311xx s 000 0 eng | ||
| 024 | 7 | 0 | |a 10.2202/1558-3708.1089 |2 doi |
| 035 | |a (NATIONALLICENCE)gruyter-10.2202/1558-3708.1089 | ||
| 245 | 0 | 3 | |a An Assessment of International Business Cycle Asymmetries using Clements and Krolzig's Parametric Approach |h [Elektronische Daten] |c [Jorge Belaire-Franch, Dulce Contreras] |
| 520 | 3 | |a In a recent paper, Razzak (2001) finds some evidence of two types of asymmetry,steepness and deepness, in international business cycle data, using the nonparametric test of Randles et al. (1980). In this paper, we test for three types of asymmetry: steepness, deepness and sharpness, using the new parametric tests of Clements and Krolzig (2003), in the real GDP of six countries, corresponding to four major economies (U.S., U.K., Japan and Germany) and two small open economies increasingly cited in the literature, Australia and New Zealand. Comparing the Triples test results, corrected for autocorrelation, to Clements and Krolzig's methodology, parametric tests provide stronger evidence of international business cycle asymmetries. | |
| 540 | |a ©2011 Walter de Gruyter GmbH & Co. KG, Berlin/Boston | ||
| 700 | 1 | |a Belaire-Franch |D Jorge |u University of Valencia, Spain |4 aut | |
| 700 | 1 | |a Contreras |D Dulce |u University of Valencia, Spain |4 aut | |
| 773 | 0 | |t Studies in Nonlinear Dynamics & Econometrics |d De Gruyter |g 6/4(2003-03-11) |q 6:4 |1 2003 |2 6 |o snde | |
| 856 | 4 | 0 | |u https://doi.org/10.2202/1558-3708.1089 |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/10.2202/1558-3708.1089 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Belaire-Franch |D Jorge |u University of Valencia, Spain |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Contreras |D Dulce |u University of Valencia, Spain |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Studies in Nonlinear Dynamics & Econometrics |d De Gruyter |g 6/4(2003-03-11) |q 6:4 |1 2003 |2 6 |o snde | ||
| 900 | 7 | |b CC0 |u http://creativecommons.org/publicdomain/zero/1.0 |2 nationallicence | |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-gruyter | ||