کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5056040 1371511 2006 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A Markov regime-switching model for the semiconductor industry cycles
موضوعات مرتبط
علوم انسانی و اجتماعی اقتصاد، اقتصادسنجی و امور مالی اقتصاد و اقتصادسنجی
پیش نمایش صفحه اول مقاله
A Markov regime-switching model for the semiconductor industry cycles
چکیده انگلیسی
Because of the huge fluctuation in the semiconductor business, it has been a challenging work for the industry researchers to predict the turning points of the semiconductor industry cycles. To catch the cyclical behavior of the semiconductor business, we propose a Markov Regime-Switching model with two regimes representing expansion and contraction. The simple nonlinear, two states, regime-switching model shows a successful in-sample prediction on the contraction of semiconductor industry sales during the period of 1990:01-2003:08.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Economic Modelling - Volume 23, Issue 4, July 2006, Pages 569-578
نویسندگان
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