頁籤選單縮合
| 題 名 | Asymmetric Business Cycle Fluctuations and Contagion Effects in G7 Countries |
|---|---|
| 作 者 | Kiani, Khurshid M.; | 書刊名 | International Journal of Business and Economics |
| 卷 期 | 6:3 2007.12[民96.12] |
| 頁 次 | 頁237-253 |
| 分類號 | 553.15 |
| 關鍵詞 | Asymmetries; Business cycles; Neural networks; Nonlinearities; Vector autoregressions; |
| 語 文 | 英文(English) |
| 英文摘要 | Abstract 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-of-sample forecasts approximated from artificial neural networks. Univariate results show statistically significant evidence of asymmetries in business cycle fluctuations in all the series; this is corroborated with bivariate analysis, which also finds evidence of contagion effects in these countries. |
本系統中英文摘要資訊取自各篇刊載內容。