Business cycle turning points based on DEA-discriminant analysis

Tomoyuki Yagi, Masako Takahashi

研究成果: Article査読

1 被引用数 (Scopus)

抄録

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.

本文言語English
ページ(範囲)1-6
ページ数6
ジャーナルApplied Economics
DOI
出版ステータスAccepted/In press - 2016 4 6

ASJC Scopus subject areas

  • Economics and Econometrics

フィンガープリント 「Business cycle turning points based on DEA-discriminant analysis」の研究トピックを掘り下げます。これらがまとまってユニークなフィンガープリントを構成します。

引用スタイル