Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/6280
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dc.contributorDepartment of Industrial and Systems Engineering-
dc.creatorChung, RCP-
dc.creatorIp, WH-
dc.creatorChan, SL-
dc.date.accessioned2014-12-11T08:24:59Z-
dc.date.available2014-12-11T08:24:59Z-
dc.identifier.urihttp://hdl.handle.net/10397/6280-
dc.language.isoenen_US
dc.publisherSAGE Publicationsen_US
dc.rightsThis work is licensed under the terms of the Creative Commons Attribution 3.0 Unported License (http://creativecommons.org/licenses/by/3.0/)en_US
dc.subjectFinancial crisisen_US
dc.subjectInterventionen_US
dc.subjectARIMAen_US
dc.subjectManufacturing industryen_US
dc.subjectChinaen_US
dc.titleAn ARIMA-intervention analysis model for the financial crisis in China's manufacturing industryen_US
dc.typeJournal/Magazine Articleen_US
dc.identifier.spage15-
dc.identifier.epage18-
dc.identifier.volume1-
dc.identifier.issue1-
dc.identifier.doi10.5772/6785-
dcterms.abstractTriggered 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.-
dcterms.accessRightsopen accessen_US
dcterms.bibliographicCitationInternational journal of engineering business management, 2009, v. 1, no. 1, p. 15-18-
dcterms.isPartOfInternational journal of engineering business management-
dcterms.issued2009-
dc.identifier.eissn1847-9790-
dc.identifier.rosgroupidr40284-
dc.description.ros2008-2009 > Academic research: refereed > Publication in refereed journal-
dc.description.oaVersion of Recorden_US
dc.identifier.FolderNumberOA_IR/PIRAen_US
dc.description.pubStatusPublisheden_US
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