Add to ORKGThe notion that many macroeconomic variables fluctuate asymmetrically over time is not new to economic theory but it is relatively new to empirical economics. The most common empirical representations of aggregate time series are usually smooth and sluggish. This study employs the test for steepness and deepness to the cyclical component (extracted via the HP filter) of eight New Zealand economic time series. We find that there is no evidence of asymmetry in the cycles of any of the series
To gain insights in the current status of the economy, macroeconomic time series are often decompose...
Business cycle asymmetry is examined using annual observations on GDP for 22 economies over the peri...
In this paper, we investigate the implications of the two concepts of asymmetry defined by Sichel (1...
The notion that many macroeconomic variables fluctuate asymmetrically over time is not new to econom...
This paper examines the asymmetric properties of a broad range of quarterly postwar UK macroeconomic...
Evidence has recently been put forward to support the hypothesis that recessions tend to be steeper ...
AbstractAccording to economic theory, economic variables evolve differently on business cycles stage...
Recently developed testing procedures have led to renewed interest in the empirical evaluation of th...
In a recent paper, Razzak (2001) finds some evidence of two types of asymmetry,steepness and deepnes...
Asymmetry is a key feature to understand the different behavior of expansions and recessions, and it...
Asymmetry is a key feature to understand the different behavior of expansions and recessions, and it...
This study uses nonparametric tests - the triples test and the BDS test, to examine whether key Aust...
We investigate the nature of asymmetries in U.S. business cycle dynamics using a dynamic two-factor ...
In this paper we study the possible asymmetry of business cycles using time series techniques. The h...
This paper examines conditional and unconditional asymmetries in the Nelson and Plosser dataset by u...
To gain insights in the current status of the economy, macroeconomic time series are often decompose...
Business cycle asymmetry is examined using annual observations on GDP for 22 economies over the peri...
In this paper, we investigate the implications of the two concepts of asymmetry defined by Sichel (1...
The notion that many macroeconomic variables fluctuate asymmetrically over time is not new to econom...
This paper examines the asymmetric properties of a broad range of quarterly postwar UK macroeconomic...
Evidence has recently been put forward to support the hypothesis that recessions tend to be steeper ...
AbstractAccording to economic theory, economic variables evolve differently on business cycles stage...
Recently developed testing procedures have led to renewed interest in the empirical evaluation of th...
In a recent paper, Razzak (2001) finds some evidence of two types of asymmetry,steepness and deepnes...
Asymmetry is a key feature to understand the different behavior of expansions and recessions, and it...
Asymmetry is a key feature to understand the different behavior of expansions and recessions, and it...
This study uses nonparametric tests - the triples test and the BDS test, to examine whether key Aust...
We investigate the nature of asymmetries in U.S. business cycle dynamics using a dynamic two-factor ...
In this paper we study the possible asymmetry of business cycles using time series techniques. The h...
This paper examines conditional and unconditional asymmetries in the Nelson and Plosser dataset by u...
To gain insights in the current status of the economy, macroeconomic time series are often decompose...
Business cycle asymmetry is examined using annual observations on GDP for 22 economies over the peri...
In this paper, we investigate the implications of the two concepts of asymmetry defined by Sichel (1...