The Japanese economy in crises : a time series segmentation study

• Main Authors: Cheong, Siew Ann, Fornia, Robert Paulo, Lee, Gladys Hui Ting, Kok, Jun Liang, Yim, Woei Shyr, Xu, Danny Yuan, Zhang, Yiting
• 其他作者: School of Physical and Mathematical Sciences
• 格式: Article
• 語言: English
• 出版: 2013
• 在線閱讀: https://hdl.handle.net/10356/98102; http://hdl.handle.net/10220/13249

The authors performed a comprehensive time series segmentation study on the 36 Nikkei Japanese industry indices from 1 January 1996 to 11 June 2010. From the temporal distributions of the clustered segments, we found that the Japanese economy never fully recovered from the extended 1997–2003 crisis,...