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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/73955


    Title: Is there a duration dependence in Taiwan`s business cycles?
    Authors: Shen, Chung-Hua;Chen, Shyh-Wei
    沈中華
    Contributors: 金融系
    Keywords: Duration dependence;business cycle;Markov switching model;Gibbs sampling
    Date: 2006
    Issue Date: 2015-03-23 18:12:34 (UTC+8)
    Abstract: This paper intends to investigate the duration dependent feature of Taiwan`s business cycles. The constant Markov switching model is revised to take account of the duration dependent feature. The most innovative findings herein are that there is no duration dependence for contraction for the circa pre-1990 periods and no duration dependence for expansion for the circa post-1990 periods. However, there is duration dependence for economic expansion for the circa pre-1990 and duration dependence for contraction for circa post-1990 periods, respectively. In addition, the recessionary dates identified by the duration dependent Markov switching model are identical to the officially defined recessionary chronologies.
    Relation: International Economic Journal , vol. 20, no. 1, pp. 109-128
    Data Type: article
    DOI link: http://dx.doi.org/10.1080/10168730500515357
    DOI: 10.1080/10168730500515357
    Appears in Collections:[Department of Money and Banking] Periodical Articles

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