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Conditional Asymmetries in Real GNP: A Seminonparametric Approach
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Cited by:
- Giorgio Canarella & WenShwo Fang & Stephen M. Miller & Stephen K. Pollard, 2008.
"Is the Great Moderation Ending? UK and US Evidence,"
Working Papers
0801, University of Nevada, Las Vegas , Department of Economics.
- Giorgio Canarella & WenShwo Fang & Stephen M. Miller & Stephen K. Pollard, 2008. "Is the Great Moderation Ending? UK and US Evidence," Working papers 2008-24, University of Connecticut, Department of Economics.
- Joseph P. Byrne & E. Philip Davis, 2005.
"Investment and Uncertainty in the G7,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 141(1), pages 1-32, April.
- Byrne, Joseph P & Davis, E Philip, 2002. "Investment and Uncertainty in the G7," MPRA Paper 78956, University Library of Munich, Germany.
- M Sensier & D van Dijk, 2001.
"Short-term Volatility Versus Long-term Growth: Evidence in US Macroeconomic Time Series,"
Economics Discussion Paper Series
0103, Economics, The University of Manchester.
- M Sensier & D van Dijk, 2001. "Short-term Volatility versus Long-term Growth: Evidence in US Macroeconomic Time Series," Centre for Growth and Business Cycle Research Discussion Paper Series 08, Economics, The University of Manchester.
- Sensier, M. & van Dijk, D.J.C., 2001. "Short-term volatility versus long-term growth: evidence in US macroeconomic time series," Econometric Institute Research Papers EI 2001-11, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Sensier, Marianne & Dick van Dijk, 2002. "Short-term Volatility versus Long-term Growth: Evidence in US Macroeconomic Time Series," Royal Economic Society Annual Conference 2002 164, Royal Economic Society.
- Allan D. Brunner, 1997.
"On The Dynamic Properties Of Asymmetric Models Of Real GNP,"
The Review of Economics and Statistics, MIT Press, vol. 79(2), pages 321-352, May.
- Allan D. Brunner, 1994. "On the dynamic properties of asymmetric models of real GNP," International Finance Discussion Papers 489, Board of Governors of the Federal Reserve System (U.S.).
- Fenton, Victor M. & Gallant, A. Ronald, 1996.
"Qualitative and asymptotic performance of SNP density estimators,"
Journal of Econometrics, Elsevier, vol. 74(1), pages 77-118, September.
- Victor Fenton & Gallant, A. Ronald, 1996. "Qualitative and Asymptotic Performance of SNP Density Estimators," Working Papers 96-17, Duke University, Department of Economics.
- D van Dijk & D R Osborn & M Sensier, 2002.
"Changes in variability of the business cycle in the G7 countries,"
Economics Discussion Paper Series
0204, Economics, The University of Manchester.
- van Dijk, D.J.C. & Osborn, D.R. & Sensier, M., 2002. "Changes in variability of the business cycle in the G7 countries," Econometric Institute Research Papers EI 2002-28, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- D van Dijk & D R Osborn & M Sensier, 2002. "Changes in Variability of the Business Cycle in the G7 Countries," Centre for Growth and Business Cycle Research Discussion Paper Series 16, Economics, The University of Manchester.
- Ho, Kin Yip & Tsui, Albert K.C., 2004. "Analysis of real GDP growth rates of greater China: An asymmetric conditional volatility approach," China Economic Review, Elsevier, vol. 15(4), pages 424-442.
- Perez-Alonso, Alicia, 2007.
"A bootstrap approach to test the conditional symmetry in time series models,"
Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3484-3504, April.
- 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).
- Marianne Sensier & Dick van Dijk, 2004.
"Testing for Volatility Changes in U.S. Macroeconomic Time Series,"
The Review of Economics and Statistics, MIT Press, vol. 86(3), pages 833-839, August.
- M Sensier & D van Dijk, 2003. "Testing for Volatility Changes in US Macroeconomic Time Series," Centre for Growth and Business Cycle Research Discussion Paper Series 36, Economics, The University of Manchester.
- Khurshid M. Kiani, 2007. "Asymmetric Business Cycle Fluctuations and Contagion Effects in G7 Countries," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 6(3), pages 237-253, December.
- Ying Li & Hossein Kazemi, 2007. "Conditional Properties of Hedge Funds: Evidence from Daily Returns," European Financial Management, European Financial Management Association, vol. 13(2), pages 211-238, March.
- Khurshid Kiani, 2011. "Fluctuations in Economic and Activity and Stabilization Policies in the CIS," Computational Economics, Springer;Society for Computational Economics, vol. 37(2), pages 193-220, February.
- Khurshid M. KIANI & Terry L. KASTENS, 2006. "Using Macro-Financial Variables To Forecast Recessions. An Analysis Of Canada, 1957-2002," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(3).
- Alfredo Trespalacios & Lina M. Cortés & Javier Perote, 2019. "Modeling the electricity spot price with switching regime semi-nonparametric distributions," Documentos de Trabajo de Valor Público 17618, Universidad EAFIT.
- Khurshid M. Kiani & Prasad V. Bidarkota, 2004. "On Business Cycle Asymmetries in G7 Countries," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(3), pages 333-351, July.
- Ho, Kin-Yip & Tsui, Albert K. & Zhang, Zhaoyong, 2009.
"Volatility dynamics of the US business cycle: A multivariate asymmetric GARCH approach,"
Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(9), pages 2856-2868.
- Kin-Yip Ho & Albert K. Tsui & Zhaoyong Zhang, 2009. "Volatility Dynamics of the UK Business Cycle: a Multivariate Asymmetric Garch Approach," Economie Internationale, CEPII research center, issue 117, pages 31-46.
- John Ammer & Allan D. Brunner, 1995. "When is monetary policy effective?," International Finance Discussion Papers 520, Board of Governors of the Federal Reserve System (U.S.).
- Filippo Altissimo & Giovanni Luca VIolante, 1998.
"Nonlinear VAR: Some Theory and an Application to US GNP and Unemployment,"
Temi di discussione (Economic working papers)
338, Bank of Italy, Economic Research and International Relations Area.
- Altissimo, F. & Violante, G.L., 1998. "Nonlinear VAR: Some Theory and an Application to the US GNP and Unemployment," Papers 338, Banca Italia - Servizio di Studi.
- Narayan, Paresh Kumar & Popp, Stephan, 2009. "Investigating business cycle asymmetry for the G7 countries: Evidence from over a century of data," International Review of Economics & Finance, Elsevier, vol. 18(4), pages 583-591, October.
- Liu, Ming & Zhang, Harold H., 1998.
"Overparameterization in the seminonparametric density estimation,"
Economics Letters, Elsevier, vol. 60(1), pages 11-18, July.
- Ming Liu & Harold H. Zhang, 1997. "Overparameterization in the Seminonparametric Density Estimation," GSIA Working Papers 197, Carnegie Mellon University, Tepper School of Business.
- Shively, Philip A., 2004. "The size and dynamic effect of aggregate-demand and aggregate-supply disturbances in expansionary and contractionary regimes," Journal of Macroeconomics, Elsevier, vol. 26(1), pages 83-99, March.
- Kurt Brannas & Niklas Nordman, 2003.
"An alternative conditional asymmetry specification for stock returns,"
Applied Financial Economics, Taylor & Francis Journals, vol. 13(7), pages 537-541.
- Kurt Brännäs & Niklas Nordman, 2001. "An Alternative Conditional Asymmetry Specification for Stock Returns," CESifo Working Paper Series 448, CESifo.
- Brännäs, Kurt & Nordman, Niklas, 2001. "An Alternative Conditional Asymmetry Specification for Stock Returns," Umeå Economic Studies 556, Umeå University, Department of Economics.
- Alfredo Trespalacios & Lina M. Cortés & Javier Perote, 2021.
"Modeling Electricity Price and Quantity Uncertainty: An Application for Hedging with Forward Contracts,"
Energies, MDPI, vol. 14(11), pages 1-26, June.
- Alfredo Trespalacios & Lina M. Cortés & Javier Perote, 2020. "Modeling electricity price and quantity uncertainty: An application for hedging with forward contracts," Documentos de Trabajo de Valor Público 18186, Universidad EAFIT.
- Trespalacios, Alfredo & Cortés, Lina M. & Perote, Javier, 2020.
"Uncertainty in electricity markets from a semi-nonparametric approach,"
Energy Policy, Elsevier, vol. 137(C).
- Alfredo Trespalacios & Lina M. Cortés & Javier Perote, 2019. "Uncertainty in Electricity Markets from a seminonparametric Approach," Documentos de Trabajo de Valor Público 17304, Universidad EAFIT.
- Philip M. Bodman, 1998. "Asymmetry and Duration Dependence in Australian GDP and Unemployment," The Economic Record, The Economic Society of Australia, vol. 74(227), pages 399-411, December.
- Khurshid M. Kiani, 2009. "Asymmetries in Macroeconomic Time Series in Eleven Asian Economies," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 8(1), pages 37-54, April.
- Khurshid Kiani, 2005. "Detecting Business Cycle Asymmetries Using Artificial Neural Networks and Time Series Models," Computational Economics, Springer;Society for Computational Economics, vol. 26(1), pages 65-89, August.
- Delgado, Miguel A. & Song, Xiaojun, 2018. "Nonparametric tests for conditional symmetry," Journal of Econometrics, Elsevier, vol. 206(2), pages 447-471.
- Seuk Wai Phoong & Masnun Al Mahi & Seuk Yen Phoong, 2023. "A Markov Switching Approach in Assessing Oil Price and Stock Market Nexus in the Last Decade: The Impact of the COVID-19 Pandemic," SAGE Open, , vol. 13(1), pages 21582440231, February.
- Cai, Yuzhi, 2007. "A quantile approach to US GNP," Economic Modelling, Elsevier, vol. 24(6), pages 969-979, November.