Resumo: São testadas duas formas distintas de assimetria cíclica, a deepness e a steepness, através da aplicação do … 2008). There is no international evidence of deepness. For the steepness, the tests show mixed results. Indeed, the … perspectiva secular do PIB real per capita (1820/70 a 2008). Os resultados dos testes sugerem que a deepness não é relevante a …

present the parameter restrictions leading to non-deepness and non-steepness. We show that these restrictions imply that the … correct. Finally, we apply the results to U.S. GDP which is found to exhibit strongly significant deepness and steepness. …In this paper, we investigate the implications of the two concepts of asymmetry defined by Sichel (1993) - deepness and …

present the parameter restrictions leading to non-deepness and non-steepness. We show that these restrictions imply that the … correct. Finally, we apply the results to U.S. GDP which is found to exhibit strongly significant deepness and steepness. …In this paper, we investigate the implications of the two concepts of asymmetry defined by Sichel (1993) - deepness and …

derive the parametric restrictions on MS-AR models that rule out types of asymmetries such as deepness, steepness, and …We propose testing for business cycle first-moment asymmetries in Markov-switching autoregressive (MS-AR) models. We …, such as that popularised by Hamilton (1989), we show that deepness implies sharpness (and vice versa) while the process is …

This paper uses the Triples test of Randles et al (1980) to detect asymmetries in US as well as international GDP … findings. However, significant asymmetries are found in international data. Detection of asymmetries is a first step towards …

This research studies possible existence of business cycle asymmetries in Canada, France, Germany, Italy, Japan, UK …, and US real GDP growth rates. Asymmetries in these countries are modeled using in-sample as well as jackknife out … asymmetries in business cycle fluctuations in all the series; this is corroborated with bivariate analysis, which also finds …