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A Markov regime-switching model for the semiconductor industry cycles [An article from: Economic Modelling]
Book Details
Author(s)W.H. Liu, Y.L. Chyi
PublisherElsevier
ISBN / ASINB000P6OFOG
ISBN-13978B000P6OFO6
MarketplaceFrance 🇫🇷
Description
This digital document is a journal article from Economic Modelling, published by Elsevier in 2006. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.
Description:
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.
Description:
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.
