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

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  • 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)

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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Bibliographic 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;

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Cited by:
  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).
  2. Belaire-Franch, Jorge & Contreras, Dulce, 2003. "Tests for time reversibility: a complementarity analysis," Economics Letters, Elsevier, vol. 81(2), pages 187-195, November.

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