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A Pearson's test for symmetry with an application to the Spanish business cycle

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Author Info
Jorge Belaire-Franch () (Departament d'Anàlisi Econòmica, Facultat d'Economia, Universitat de València, Avgda. dels Tarongers s/n, 46022 Valencia, Spain)
Dulce Contreras () (Departament d'Anàlisi Econòmica, Facultat d'Economia, Universitat de València, Avgda. dels Tarongers s/n, 46022 Valencia, Spain)

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Abstract

In this paper, we look for asymmetries in the Spanish business cycle. To that end, we firstly propose an easy nonparametric testing procedure to test for symmetry based on a Pearson's chi-squared statistic, which we call P-test. Then, we test for two popular forms of asymmetry, deepness and steepness, using a battery of nonparametric tests. In addition, we analyse possible complementarities between the tests used in this paper, and we compute p-value adjustments for multiple tests.

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Publisher Info
Article provided by Springer in its journal Spanish Economic Review.

Volume (Year): 4 (2002)
Issue (Month): 3 ()
Pages: 221-238
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Handle: RePEc:spr:specre:v:4:y:2002:i:3:p:221-238

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Related research
Keywords: Pearson's test; business cycle; asymmetry; bootstrap;

Find related papers by JEL classification:
E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
E39 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Other
C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Semiparametric and Nonparametric Methods

Cited by:
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  1. Alicia Pérez Alonso, 2006. "A Bootstrap Approach To Test The Conditional Symmetry In Time Series Models," Working Papers. Serie AD 2006-18, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
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