with understanding the relationship between the number of structural breaks in the data and the nature of the resource … in many cases stationary and subject to a number of structural breaks. These results indicate that a deterministic model …

procedure of test based on the elimination of thick breaks. That makes it possible to propose a forecast based on this …

distintos procesos ARIMA que presentan cambios en nivel. The effects of structural breaks on economic series have been widely … behaviour of the Dickey-Fuller test (ADF) in the presence of structural breaks, proposing a modified version of this test. For …

, we show that neglecting those breaks both in mean and in variance can have large effects on output volatility modelling …. Last we empirically show that observed breaks during the Great Recession are to some extent related to uncertainty measures. …

cointegration analysis, both country and panel based, controlling for endogenous breaks. Results notably show: lack of cointegration …

not controlling for breaks. Drawing from recent advances in the econometrics of structural change, it compares the … distribution of the returns of five East Asian emerging markets when breaks in the mean and variance are either (i) imposed using … that measuring deviations from normality of stock returns with no provision for potentially existing breaks incorporates …

–Horioka puzzle) in a panel of 18 OECD countries, 1970–2007, allowing for heterogenous breaks in the coefficients. For this purpose we … develop a bootstrap panel cointegration with breaks robust to cross-section dependence, shown by simulation to enjoy good size …