Asymmetries in Macroeconomic Time Series in Eleven Asian Economies
We investigate business cycle asymmetries in the real GDP of eleven selected Asian economies using nonlinear switching time series models and artificial neural networks. Results based on neural network linearity tests show evidence of business cycle asymmetries in all series. Results based on switching and augmented time series models also reveal business cycle asymmetries in most series studied.
Volume (Year): 8 (2009)
Issue (Month): 1 (April)
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