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Common breaks in time trends for large panel data with a factor structure

Kim, Dukpa - In: The econometrics journal 17 (2014) 3, pp. 301-337

Persistent link: https://www.econbiz.de/10010498717

The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break

Neto, David - In: Economics letters 125 (2014) 2, pp. 208-211

Persistent link: https://www.econbiz.de/10010505390

Structural breaks and finance-driven growth hypothesis in ECOWAS : further empirical evidence

Omisakin, Olusegun A.; Adeniyi, Oluwatosin A. - In: International journal of economic sciences and applied … 7 (2014) 3, pp. 63-80

-Hansen structural break cointegration result confirms the existence of cointegration relationships among the selected countries despite …

Persistent link: https://www.econbiz.de/10010509190

Transmission effects in the presence of structural breaks : evidence from South-Eastern European countries

Kukuritakēs, Minōas; Papadopoulos, Athanasios P.; … - In: Economic modelling 41 (2014), pp. 298-311

Persistent link: https://www.econbiz.de/10010439150

Detecting multiple breaks in long memory : the case of US inflation

Hassler, Uwe; Meller, Barbara - 2011

Multiple structural change tests by Bei and Perron (1998) are applied to the regression by Demetrescu, Kuzin and Hassler (2008) in order to detect breaks in the order of fractional integration. With this instrument we tackle time-varying inflation persistence as an important issue for monetary...