Cheong, Siew Ann; Fornia, Robert Paulo; Lee, Gladys Hui Ting - Institut für Weltwirtschaft (IfW) - 2011
We performed a comprehensive time series segmentation study on the 36 Nikkei Japanese industry indices from 1 January 1996 to 11 June 2010. From the temporal distributions of the clustered segments, we found that the Japanese economy never fully recovered from the extended 1997-2003 crisis, and...