Journal articles on the topic 'Structural breaks'
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Czech, Katarzyna. "Structural Changes in Wheat Market." Zeszyty Naukowe SGGW w Warszawie - Problemy Rolnictwa Światowego 16, no. 4 (December 31, 2016): 92–98. http://dx.doi.org/10.22630/prs.2016.16.4.102.
Ngene, Geoffrey, Ann Nduati Mungai, and Allen K. Lynch. "Long-Term Dependency Structure and Structural Breaks: Evidence from the U.S. Sector Returns and Volatility." Review of Pacific Basin Financial Markets and Policies 21, no. 02 (May 27, 2018): 1850008. http://dx.doi.org/10.1142/s021909151850008x.
Groothuis, Peter A., Kurt W. Rotthoff, and Mark C. Strazicich. "Structural Breaks in the Game." Journal of Sports Economics 18, no. 6 (July 6, 2015): 622–37. http://dx.doi.org/10.1177/1527002515593113.
Galadima, Mukhtar Danladi, and Abubakar Wambai Aminu. "STRUCTURAL BREAKS IN NATURAL GAS CONSUMPTION AND ECONOMIC GROWTH IN NIGERIA: EVIDENCE FROM NEW TIME SERIES TESTS THAT ALLOW FOR STRUCTURAL BREAKS." International Journal of New Economics and Social Sciences 9, no. 1 (June 28, 2019): 275–92. http://dx.doi.org/10.5604/01.3001.0013.3049.
Raifu, Isiaka Akande. "Is Tourism-Led-Growth Hypothesis Valid in the Presence of Structural Breaks?" Tourism 72, no. 2 (April 3, 2024): 270–74. http://dx.doi.org/10.37741/t.72.2.11.
Smith, Simon C., George Bulkley, and David S. Leslie. "Equity Premium Forecasts with an Unknown Number of Structural Breaks." Journal of Financial Econometrics 18, no. 1 (January 12, 2019): 59–94. http://dx.doi.org/10.1093/jjfinec/nby034.
Huang, Yirong, Liang Ding, Yan Lin, and Yi Luo. "A new approach to detect long memory by fractional integration or short memory by structural break." AIMS Mathematics 9, no. 6 (2024): 16468–85. http://dx.doi.org/10.3934/math.2024798.
Tsuji, Chikashi. "Structural Breaks and Volatility Spillovers: The Case of the US and Canadian Stock Markets." Journal of Management Research 11, no. 2 (April 3, 2019): 30. http://dx.doi.org/10.5296/jmr.v11i2.14513.
Skrobotov, Anton. "Structural breaks in cointegration models: Multivariate case." Applied Econometrics 64, no. 4 (2021): 83–106. http://dx.doi.org/10.22394/1993-7601-2021-64-83-106.
Jiang, Zhuhua, Walid Mensi, and Seong-Min Yoon. "Risks in Major Cryptocurrency Markets: Modeling the Dual Long Memory Property and Structural Breaks." Sustainability 15, no. 3 (January 24, 2023): 2193. http://dx.doi.org/10.3390/su15032193.
Angelini, Paolo. "Testing for structural breaks." Journal of Monetary Economics 34, no. 3 (December 1994): 561–66. http://dx.doi.org/10.1016/0304-3932(94)90034-5.
Canarella, Giorgio, and Stephen M. Miller. "Inflation persistence and structural breaks." Journal of Economic Studies 43, no. 6 (November 14, 2016): 980–1005. http://dx.doi.org/10.1108/jes-10-2015-0190.
Hewag, Rishan Sampath, Jaafar Pyeman, and Norashida Othman. "Effect of Structural Break on Financial Development and Economic Growth Nexus in Middle-Income Countries in Asia: Moderating Role of Technological Advancements." Information Management and Business Review 15, no. 2(I)SI (June 11, 2023): 205–14. http://dx.doi.org/10.22610/imbr.v15i2(i)si.3407.
Perron, Pierre. "Unit Roots and Structural Breaks." Econometrics 5, no. 2 (May 30, 2017): 22. http://dx.doi.org/10.3390/econometrics5020022.
Skrobotov, A. A. "Structural breaks in cointegration models." Applied Econometrics 63 (2021): 117–41. http://dx.doi.org/10.22394/1993-7601-2021-63-117-141.
Aue, Alexander, and Lajos Horváth. "Structural breaks in time series." Journal of Time Series Analysis 34, no. 1 (September 14, 2012): 1–16. http://dx.doi.org/10.1111/j.1467-9892.2012.00819.x.
Caporale, Guglielmo Maria, Nikitas Pittis, and Nicola Spagnolo. "IGARCH models and structural breaks." Applied Economics Letters 10, no. 12 (October 2003): 765–68. http://dx.doi.org/10.1080/1350485032000138403.
Smith, Jeremy, and Jesus Otero. "Structural breaks and seasonal integration." Economics Letters 56, no. 1 (September 1997): 13–19. http://dx.doi.org/10.1016/s0165-1765(97)00156-0.
Delgado, Miguel A., and Javier Hidalgo. "Nonparametric inference on structural breaks." Journal of Econometrics 96, no. 1 (May 2000): 113–44. http://dx.doi.org/10.1016/s0304-4076(99)00052-4.
Chou, Pin-Huang, and Kuan-Cheng Ko. "Characteristics, covariances, and structural breaks." Economics Letters 100, no. 1 (July 2008): 31–34. http://dx.doi.org/10.1016/j.econlet.2007.10.025.
Maheu, John M., and Stephen Gordon. "Learning, forecasting and structural breaks." Journal of Applied Econometrics 23, no. 5 (August 2008): 553–83. http://dx.doi.org/10.1002/jae.1018.
Bastos, Felipe S., Elano F. Arruda, Rafael B. Barbosa, and Roberto T. Ferreira. "Speed of Reversion to PPP with Structural Breaks for Brazilian Cities." International Journal of Economics and Finance 10, no. 4 (March 3, 2018): 15. http://dx.doi.org/10.5539/ijef.v10n4p15.
Perez, Maria, Marco Palma, Bridget Behe, and Charles Hall. "Structural Breaks and Future Growth of the Green Industry." Journal of Environmental Horticulture 34, no. 2 (June 1, 2016): 52–55. http://dx.doi.org/10.24266/0738-2898-34.2.52.
Kumar, Saurabh, Jitendra Kumar, Vikas Kumar Sharma, and Varun Agiwal. "Random order autoregressive time series model with structural break." Model Assisted Statistics and Applications 15, no. 3 (October 9, 2020): 225–37. http://dx.doi.org/10.3233/mas-200490.
Abu-Bader, Suleiman, and Aamer S. Abu-Qarn. "The Relationship between GATT Membership and Structural Breaks in International Trade." Global Economy Journal 8, no. 4 (October 2008): 1850148. http://dx.doi.org/10.2202/1524-5861.1398.
Li, Qiang, Liming Wang, and Fei Qiu. "Detecting the Structural Breaks in GARCH Models Based on Bayesian Method: The Case of China Share Index Rate of Return." Journal of Systems Science and Information 3, no. 4 (August 25, 2015): 321–33. http://dx.doi.org/10.1515/jssi-2015-0321.
Oliveira, Fernando Nascimento, and Fernando Cesar dos Santos Cunha. "Estimando Betas de Mercado com Quebras Estruturais." Brazilian Review of Finance 15, no. 2 (June 18, 2018): 251. http://dx.doi.org/10.12660/rbfin.v15n2.2017.64058.
Alammar, Radwan, and Almougheer Wardeh. "The impact of macroeconomic variables on stock market returns: Evidence from a sample of Arabic countries facing political and economic instability." International Journal of Business, Economics and Management 11, no. 1 (February 6, 2024): 1–18. http://dx.doi.org/10.18488/62.v11i1.3633.
Umoru, David, Solomon Edem Effiong, Malachy Ashywel Ugbaka, Salisu Shehu Umar, Orobosa Abraham Ihensekhien, Friday Osaru Ovenseri-Ogbomo, Nkang Enighe Eyam, Ubi Ubi Omini, Anna Nuhu Tizhe, and Rafat Hussaini. "Estimating effects of nominal exchange rates and oil price shocks in the presence of structural breaks." Journal of Governance and Regulation 12, no. 3 (2023): 147–62. http://dx.doi.org/10.22495/jgrv12i3art16.
Sivri, Uğur. "Is Inflation Rate of Turkey Stationary? Evidence from Unit Root Tests with and Without Structural Breaks." Review of Economic and Business Studies 10, no. 2 (December 1, 2017): 29–52. http://dx.doi.org/10.1515/rebs-2017-0053.
Emirmahmutoglu, Furkan, Tolga Omay, Syed Jawad Hussain Shahzad, and Safwan Mohd Nor. "Smooth Break Detection and De-Trending in Unit Root Testing." Mathematics 9, no. 4 (February 13, 2021): 371. http://dx.doi.org/10.3390/math9040371.
Lean, Hooi Hooi, and Russell Smyth. "Do Asian Stock Markets Follow a Random Walk? Evidence from LM Unit Root Tests with One and Two Structural Breaks." Review of Pacific Basin Financial Markets and Policies 10, no. 01 (March 2007): 15–31. http://dx.doi.org/10.1142/s0219091507000933.
Hegerty, Scott W. "Housing loans and domestic credit in the Baltic States and Poland: Structural breaks and macroeconomic determinants." Journal of Economics and Management 42 (2020): 48–69. http://dx.doi.org/10.22367/jem.2020.42.03.
Stawiarski, Bartosz. "Selected Techniques of Detecting Structural Breaks in Financial Volatility." e-Finanse 11, no. 1 (March 1, 2015): 32–43. http://dx.doi.org/10.1515/fiqf-2016-0104.
Pástor, Ľluboš, and Robert F. Stambaugh. "The Equity Premium and Structural Breaks." Journal of Finance 56, no. 4 (August 2001): 1207–39. http://dx.doi.org/10.1111/0022-1082.00365.
Pendell, Dustin L., and Allen M. Featherstone. "Structural breaks and agricultural asset allocation." Agricultural Finance Review 67, no. 2 (November 2007): 259–78. http://dx.doi.org/10.1108/00214660780001208.
Arestis, Philip, and Iris Biefang-Frisancho Mariscal. "OECD unemployment: structural breaks and stationarity." Applied Economics 32, no. 4 (March 2000): 399–403. http://dx.doi.org/10.1080/000368400322570.
Dropsy, Vincent. "Real exchange rates and structural breaks." Applied Economics 28, no. 2 (February 1, 1996): 209–19. http://dx.doi.org/10.1080/000368496328849.
Kim, In-Moo. "Detecting the number of structural breaks." Economics Letters 57, no. 2 (December 1997): 145–48. http://dx.doi.org/10.1016/s0165-1765(97)00229-2.
Heinesen, Eskil. "Structural Breaks in Error Correction Models." Oxford Bulletin of Economics and Statistics 59, no. 1 (February 1997): 187–92. http://dx.doi.org/10.1111/1468-0084.00057.
Song, Junmo, and Changryong Baek. "Detecting structural breaks in realized volatility." Computational Statistics & Data Analysis 134 (June 2019): 58–75. http://dx.doi.org/10.1016/j.csda.2018.12.007.
Hadri, Kaddour, and Yao Rao. "Panel Stationarity Test with Structural Breaks." Oxford Bulletin of Economics and Statistics 70, no. 2 (April 2008): 245–69. http://dx.doi.org/10.1111/j.1468-0084.2008.00502.x.
Gil-Alana, Luis A., Yadollah Dadgar, and Rouhollah Nazari. "Iranian inflation: peristence and structural breaks." Journal of Economics and Finance 43, no. 2 (August 9, 2018): 398–408. http://dx.doi.org/10.1007/s12197-018-9446-x.
Kashikar, Akanksha S., Neelabh Rohan, and T. V. Ramanathan. "Integer autoregressive models with structural breaks." Journal of Applied Statistics 40, no. 12 (August 2013): 2653–69. http://dx.doi.org/10.1080/02664763.2013.823920.
Rohan, Neelabh, and T. V. Ramanathan. "Asymmetric Volatility Models with Structural Breaks." Communications in Statistics - Simulation and Computation 41, no. 9 (October 2012): 1519–43. http://dx.doi.org/10.1080/03610918.2011.611403.
Gagliardini, Patrick, Fabio Trojani, and Giovanni Urga. "Robust GMM tests for structural breaks." Journal of Econometrics 129, no. 1-2 (November 2005): 139–82. http://dx.doi.org/10.1016/j.jeconom.2004.09.006.
Gao, Jiti, Irène Gijbels, and Sébastien Van Bellegem. "Nonparametric simultaneous testing for structural breaks." Journal of Econometrics 143, no. 1 (March 2008): 123–42. http://dx.doi.org/10.1016/j.jeconom.2007.08.009.
Smith, Simon C. "Equity premium prediction and structural breaks." International Journal of Finance & Economics 25, no. 3 (November 12, 2019): 412–29. http://dx.doi.org/10.1002/ijfe.1759.
Parsaeian, Shahnaz. "Stein-like Common Correlated Effects Estimation under Structural Breaks." Econometrics 12, no. 2 (April 18, 2024): 11. http://dx.doi.org/10.3390/econometrics12020011.
Aly, Hassan Y., and Mark C. Strazicich. "Did the Global Financial Crisis of 2007-2009 Impact Economic Growth in North Africa?" Perspectives on Global Development and Technology 11, no. 4 (2012): 437–55. http://dx.doi.org/10.1163/15691497-12341235.