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An ARIMA-Intervention Analysis Model for the Financial Crisis in China’s Manufacturing Industry

Roy C.P. Chung ; Techtronic Industries Co. Ltd., Tsuen Wan, Hong Kong
W.H. Ip ; Department of Industrial and Systems Engineering, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong
S.L. Chan ; Department of Industrial and Systems Engineering, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong

Puni tekst: engleski, pdf (219 KB) str. 15-18 preuzimanja: 2.063* citiraj
APA 6th Edition
Chung, R.C.P., Ip, W.H. i Chan, S.L. (2009). An ARIMA-Intervention Analysis Model for the Financial Crisis in China’s Manufacturing Industry. International Journal of Engineering Business Management, 1 (1), 15-18. Preuzeto s https://hrcak.srce.hr/66754
MLA 8th Edition
Chung, Roy C.P., et al. "An ARIMA-Intervention Analysis Model for the Financial Crisis in China’s Manufacturing Industry." International Journal of Engineering Business Management, vol. 1, br. 1, 2009, str. 15-18. https://hrcak.srce.hr/66754. Citirano 20.06.2021.
Chicago 17th Edition
Chung, Roy C.P., W.H. Ip i S.L. Chan. "An ARIMA-Intervention Analysis Model for the Financial Crisis in China’s Manufacturing Industry." International Journal of Engineering Business Management 1, br. 1 (2009): 15-18. https://hrcak.srce.hr/66754
Harvard
Chung, R.C.P., Ip, W.H., i Chan, S.L. (2009). 'An ARIMA-Intervention Analysis Model for the Financial Crisis in China’s Manufacturing Industry', International Journal of Engineering Business Management, 1(1), str. 15-18. Preuzeto s: https://hrcak.srce.hr/66754 (Datum pristupa: 20.06.2021.)
Vancouver
Chung RCP, Ip WH, Chan SL. An ARIMA-Intervention Analysis Model for the Financial Crisis in China’s Manufacturing Industry. International Journal of Engineering Business Management [Internet]. 2009 [pristupljeno 20.06.2021.];1(1):15-18. Dostupno na: https://hrcak.srce.hr/66754
IEEE
R.C.P. Chung, W.H. Ip i S.L. Chan, "An ARIMA-Intervention Analysis Model for the Financial Crisis in China’s Manufacturing Industry", International Journal of Engineering Business Management, vol.1, br. 1, str. 15-18, 2009. [Online]. Dostupno na: https://hrcak.srce.hr/66754. [Citirano: 20.06.2021.]

Sažetak
Triggered by the subprime mortgage crisis in the United States (U.S.), a financial tsunami has spread rapidly around the globe, from the U.S. to Europe and the rest of the world, causing the world economy to enter a recession. China is no exception, and has suffered a sharp reduction in the growth of its export and manufacturing sectors. In this paper, we attempt to model and analyze the impact of financial crisis on the manufacturing industry in China using data collected from March 2005 to November 2008 by the China Statistical Databases of the National Bureau of Statistics of China. The results indicate that China’s manufacturing industry may have to tolerate a significant negative effect caused by the global financial crisis over a period of time, with its gross industrial output value declining continually throughout 2008 and 2009 before reaching a state of equilibrium. The intervention effect is described in this study as temporary but immediate and abrupt. It is found that the ARIMA-Intervention model is more precise at explaining and analyzing the intervention effects of the financial tsunami.

Ključne riječi
Financial Crisis; Intervention; ARIMA; Manufacturing Industry; China

Hrčak ID: 66754

URI
https://hrcak.srce.hr/66754

Posjeta: 2.434 *