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題名 | Empirical Evidence of Asymmetries in Taiwan's Business Cycles: A Simple Note=臺灣景氣波動不對稱性特色之檢定 |
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作者姓名(中文) | 陳仕偉; | 書刊名 | 臺灣經濟預測與政策 |
卷期 | 36:1 民94.10 |
頁次 | 頁81-102 |
分類號 | 553.15 |
關鍵詞 | 深度; 斜度; 尖度; 景氣循環; Depth; Steepness; Sharpness; Business cycle; |
語文 | 英文(English) |
中文摘要 | 本文採用Clements and Krolizig的檢定方法探討臺灣景氣循環不對稱性的特色,包括以下三種:深度、斜度及尖度不對稱性。我們以季節調整後的實質GDP成長率分行實證分析,實證結果發臺灣的景氣循環並不具備深度的不對稱性特色,但是支持斜度的不對稱性特色,顯示以非線性模型比線性模型更適合於描述臺灣景氣環特色。至於尖度不對稱性則是無法得到一致的結論,結果會因模型的設定不同而改變,顯示有模型相依的結果。 |
英文摘要 | This paper adopts Clements and Krolzig’s parametric tests to determine the asymmetric properties of Taiwan’s business fluctuations. In particular, we investigate three types of asymmetry: deepness, steepness and sharpness. We find that although the non-deep property is overwhelmingly applicable to Taiwan’s business cycle Clement and Krolzig’s parametric tests strongly reject non-steepness. This evidence for steepness suggests that non-linear models are preferable to linear models in describing Taiwan’s business cycles. Finally, the conclusion with regards to the sharpness property is inconclusive but it must be model-dependent. |
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