Asymmetries in Macroeconomic Time Series in Eleven Asian Economies

We investigate business cycle asymmetries in the real GDP of eleven selected Asian economies using nonlinear switching time series models and artificial neural networks. Results based on neural network linearity tests show evidence of business cycle asymmetries in all series. Results based on switching and augmented time series models also reveal business cycle asymmetries in most series studied.

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Year of publication:	2009
Authors:	Kiani, Khurshid M.
Published in:	International Journal of Business and Economics. - College of Business, ISSN 1607-0704. - Vol. 8.2009, 1, p. 37-54
Publisher:	College of Business
Subject:	real GDP growth rates \| fat tails \| stable distributions \| neural networks \| out-of-sample forecasts \| long memory \| nonlinearities \| business cycles

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Extent:	application/pdf text/html
Type of publication:	Article
Classification:	C22 - Time-Series Models ; C32 - Time-Series Models ; C45 - Neural Networks and Related Topics ; C53 - Forecasting and Other Model Applications
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010837274