A Pearson's test for symmetry with an application to the Spanish business cycle

Jorge Belaire-Franch () and Dulce Contreras ()
Additional contact information
Dulce Contreras: Departament d'Anàlisi Econòmica, Facultat d'Economia, Universitat de València, Avgda. dels Tarongers s/n, 46022 Valencia, Spain

Spanish Economic Review, 2002, vol. 4, issue 3, pages 221-238

Abstract: In this paper, we look for asymmetries in the Spanish business cycle. To that end, we firstly propose an easy nonparametric testing procedure to test for symmetry based on a Pearson's chi-squared statistic, which we call P-test. Then, we test for two popular forms of asymmetry, deepness and steepness, using a battery of nonparametric tests. In addition, we analyse possible complementarities between the tests used in this paper, and we compute p-value adjustments for multiple tests.

Keywords: Pearson's test; business cycle; asymmetry; bootstrap (search for similar items in EconPapers)
JEL-codes: E32 E39 C14 (search for similar items in EconPapers)
Date: 2002-09-09
View citations in EconPapers

Downloads: (external link)
http://link.springer.de/link/service/journals/10108/papers/2004003/20040221.pdf (application/pdf)
Access to the full text of the articles in this series is restricted

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:spr:specre:v:4:y:2002:i:3:p:221-238

Ordering information: This journal article can be ordered from
http://link.springer.de/orders.htm

Access Statistics for this article

Spanish Economic Review is edited by Eduardo Ley

More articles in Spanish Economic Review from Springer
Series data maintained by Christopher F Baum ().