Business cycle turning points based on DEA-discriminant analysis

Tomoyuki Yagi and Masako Takahashi

Applied Economics, 2016, vol. 48, issue 44, 4251-4256

Abstract: Recently, the turning points of business cycle are decided with wide viewpoints after passing a couple of years from the points. This study tries to develop a model for judging the turning points in real-time by using a non-parametric approach, DEA-discriminant analysis, because we have sometimes faced sudden changes of economy and non-parametric approaches are useful for covering these movements. The constructed model succeeds to separate periods in Japanese economic expanding and recession terms, and the model would be helpful for the real-time judgments of the turning points of business cycle.

Date: 2016
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/00036846.2016.1156227 (text/html)
Access to full text is restricted to subscribers.

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: https://EconPapers.repec.org/RePEc:taf:applec:v:48:y:2016:i:44:p:4251-4256

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/RAEC20

DOI: 10.1080/00036846.2016.1156227

Access Statistics for this article

Applied Economics is currently edited by Anita Phillips

More articles in Applied Economics from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().