Business Cycle Asymmetries: International Evidence

B-Tier
Journal: Review of Economic Dynamics
Year: 2001
Volume: 4
Issue: 1
Pages: 230-243

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper uses the Triples test of Randles et al (1980) to detect asymmetries in US as well as international GDP fluctuations. The test does not detect any asymmetry in the distribution of the US GDP, which is consistent with previous empirical findings. However, significant asymmetries are found in international data. Detection of asymmetries is a first step towards model-selection process such that stylized facts can be replicated. (Copyright: Elsevier)

Technical Details

RePEc Handle
repec:red:issued:v:4:y:2001:i:1:p:230-243
Journal Field
Macro
Author Count
1
Added to Database
2026-01-29