Analysis of the global economic crisis using the cox proportional hazards model

Analysis of the global economic crisis using the cox proportional hazards model

© Springer Nature Switzerland AG 2019. This paper uses the Cox proportional hazards model to examine which of the structural characteristics could resist the US financial crisis survival countries. The dependent variable in this model is generated from GDP, and the Markov Switching Autoregressive (M...

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Main Authors: Wachirawit Puttachai, Woraphon Yamaka, Paravee Maneejuk, Songsak Sriboonchitta
Format: Book Series
Published: 2019
Subjects:
Computer Science
Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85065615789&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/65525
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Institution: Chiang Mai University
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spelling th-cmuir.6653943832-655252019-08-05T04:35:00Z Analysis of the global economic crisis using the cox proportional hazards model Wachirawit Puttachai Woraphon Yamaka Paravee Maneejuk Songsak Sriboonchitta Computer Science © Springer Nature Switzerland AG 2019. This paper uses the Cox proportional hazards model to examine which of the structural characteristics could resist the US financial crisis survival countries. The dependent variable in this model is generated from GDP, and the Markov Switching Autoregressive (MS-AR) technique is used to detect the survival period as well as the crisis occurrence in each country. The survival of a country is found to be influenced by continents (Asia, Australia and Africa) and the higher development level. However, being the member of economic communities, APEC and WTO, increase the chance of the crisis occurrence. 2019-08-05T04:35:00Z 2019-08-05T04:35:00Z 2019-01-01 Book Series 1860949X 2-s2.0-85065615789 10.1007/978-3-030-04200-4_62 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85065615789&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/65525
institution Chiang Mai University
building Chiang Mai University Library
country Thailand
collection CMU Intellectual Repository
topic Computer Science
spellingShingle Computer Science
Wachirawit Puttachai
Woraphon Yamaka
Paravee Maneejuk
Songsak Sriboonchitta
Analysis of the global economic crisis using the cox proportional hazards model
description © Springer Nature Switzerland AG 2019. This paper uses the Cox proportional hazards model to examine which of the structural characteristics could resist the US financial crisis survival countries. The dependent variable in this model is generated from GDP, and the Markov Switching Autoregressive (MS-AR) technique is used to detect the survival period as well as the crisis occurrence in each country. The survival of a country is found to be influenced by continents (Asia, Australia and Africa) and the higher development level. However, being the member of economic communities, APEC and WTO, increase the chance of the crisis occurrence.
format Book Series
author Wachirawit Puttachai
Woraphon Yamaka
Paravee Maneejuk
Songsak Sriboonchitta
author_facet Wachirawit Puttachai
Woraphon Yamaka
Paravee Maneejuk
Songsak Sriboonchitta
author_sort Wachirawit Puttachai
title Analysis of the global economic crisis using the cox proportional hazards model
title_short Analysis of the global economic crisis using the cox proportional hazards model
title_full Analysis of the global economic crisis using the cox proportional hazards model
title_fullStr Analysis of the global economic crisis using the cox proportional hazards model
title_full_unstemmed Analysis of the global economic crisis using the cox proportional hazards model
title_sort analysis of the global economic crisis using the cox proportional hazards model
publishDate 2019
url https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85065615789&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/65525
_version_ 1681426285125959680

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