Testing for regime switching in Singaporean business cycles
dc.contributor.author | Breunig, Robert | en_AU |
dc.contributor.author | Stegman, Alison | en_AU |
dc.date.accessioned | 2003-11-12 | en_US |
dc.date.accessioned | 2004-05-19T08:34:55Z | en_US |
dc.date.accessioned | 2011-01-05T08:25:37Z | |
dc.date.available | 2004-05-19T08:34:55Z | en_US |
dc.date.available | 2011-01-05T08:25:37Z | |
dc.date.created | 2003 | en_US |
dc.date.updated | 2015-12-11T10:48:39Z | |
dc.description.abstract | We examine a Markov Switching model of Singaporean GDP using a combination of formal moment-based tests and informal graphical tests. The tests confirm that the Markov Switching model fits the data better than a linear, autoregressive alternative. The methods are extended to allow us to identify precisely which features of the data are better captured by the non-linear model. The methods described here allow model selection to be related to the intended use of the model. | en_AU |
dc.format.extent | 188994 bytes | |
dc.format.extent | 360 bytes | |
dc.format.mimetype | application/pdf | en_US |
dc.format.mimetype | application/octet-stream | en_US |
dc.identifier.issn | 0217-5908 | |
dc.identifier.uri | http://hdl.handle.net/1885/40413 | en_US |
dc.identifier.uri | http://digitalcollections.anu.edu.au/handle/1885/40413 | |
dc.language.iso | en_AU | en_US |
dc.publisher | World Scientific Publishing Company | en_AU |
dc.source | Singapore Economic Review | |
dc.subject | Markov Switching Models | |
dc.subject | specification testing | |
dc.subject | nonparametric estimation | |
dc.subject | moment tests | |
dc.title | Testing for regime switching in Singaporean business cycles | |
dc.type | Working/Technical Paper | |
local.bibliographicCitation.issue | 1 | |
local.bibliographicCitation.lastpage | 34 | |
local.bibliographicCitation.startpage | 25 | |
local.citation | Working Papers in Trade and Development no.20 | en_US |
local.contributor.affiliation | Economics, RSPAS | en_US |
local.contributor.affiliation | ANU | en_US |
local.contributor.authoruid | Breunig, Robert, u9809765 | |
local.contributor.authoruid | Stegman, Alison, u3933090 | |
local.description.refereed | no | en_US |
local.identifier.absfor | 140305 - Time-Series Analysis | |
local.identifier.ariespublication | MigratedxPub9675 | |
local.identifier.citationmonth | sep | en_US |
local.identifier.citationvolume | 50 | |
local.identifier.citationyear | 2003 | en_US |
local.identifier.doi | 10.1142/S0217590805001834 | |
local.identifier.eprintid | 2244 | en_US |
local.identifier.scopusID | 2-s2.0-16344387196 | |
local.identifier.uidSubmittedBy | Migrated | |
local.rights.ispublished | no | en_US |
local.type.status | Published Version | en_AU |
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