asymmetries in U.S. stock returns. Our approach is fully parametric and testing strategy is robust to any conditional … neural networks for testing business cycle nonlinearities in U.S. stock returns. Our results based on nonlinear augmented and … switching time series models show a strong evidence of business cycle asymmetries in conditional mean dynamics of U.S. stock …

asymmetries in conditional mean. We provide evidence on this issue using a variety of time series models. Our approach is fully … present. Our results indicate fairly strong evidence of nonlinearities in the conditional mean dynamics of the GDP growth …

We investigate business cycle asymmetries in the real GDP of eleven selected Asian economies using nonlinear switching … business cycle asymmetries in all series. Results based on switching and augmented time series models also reveal business … cycle asymmetries in most series studied. …

approach, based on the tests of Robinson (1994), introduces fractional integration and nonlinearities simultaneously into the … more activist stabilisation policies. However, any suitable model should also include business cycle asymmetries, with …

approach, based on the tests of Robinson (1994), introduces fractional integration and nonlinearities simultaneously into the … more activist stabilisation policies. However, any suitable model should also include business cycle asymmetries, with …

In this research we investigate possible existence of nonlinearities in business cycle fluctuations in France and … network linearity tests for possible existence of nonlinearities due to Terasvirta el al. (1993) using in-sample forecasts … from neural nets in France and U.K. show statistically significant evidence of nonlinearities in both the series. Similarly …

This research studies possible existence of business cycle asymmetries in Canada, France, Germany, Italy, Japan, UK …, and US real GDP growth rates. Asymmetries in these countries are modeled using in-sample as well as jackknife out … asymmetries in business cycle fluctuations in all the series; this is corroborated with bivariate analysis, which also finds …

asymmetries in the duration and amplitude of phases in the Caribbean classical cycle, on both measures the Caribbean growth cycle …