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

• Autores: Dulce Contreras Bayarri, Jorge Belaire Franch
• Localización: Spanish economic review, ISSN 1435-5469, Vol. 4, Nº 3, 2002, págs. 221-238
• Idioma: alemán
• DOI: 10.1007/s101080200048
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• Dialnet Métricas: 1 Cita
• Resumen

  • 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.