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

Jorge Belaire-Franch and Dulce Contreras ()
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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, 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: C14 E32 E39 (search for similar items in EconPapers)
Date: 2002-09-09
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Citations: View citations in EconPapers (5)

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