Results 31 to 40 of about 3,581,851 (300)
Intertemporal current account sustainability in the presence of structural breaks [PDF]
Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 2018 We examined the hypothesis of current account sustainability in Czech Republic, Hungary, Poland and Serbia. Our motivation for the research study has grown from the deficiency of similar kind of studies for these countries in the observed period. This
Miomir Jakšić +2 more
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Unit Roots and Structural Breaks [PDF]
, 2018 This book deals with problems related to unit roots and structural change, and the interplay between the two. The research agenda dealing with these topics have proved to be of importance to devise procedures that are reliable for inference and forecasting. Several important contributions have been made.
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Inflation Dynamics: Expectations, Structural Breaks and Global Factors
Review of Economic Analysis, 2020 There is no consensus over the importance of “global forces” on inflation. This study explores the role of structural breaks in the inflation process, and their timing, whether it is common across countries, and the extent to which ‘global forces’ are ...
Pierre L. Siklos
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ROBUST ESTIMATION OF STRUCTURAL BREAK POINTS [PDF]
Econometric Theory, 2002 This paper proposes robust M-estimators of dynamic linear models with a structural break of unknown location. Rates of convergence and limiting distributions for the estimated shift point and the estimated regression parameters are derived. The analysis is carried out in the framework of possibly dependent observations and also with trending ...
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Robust GMM tests for structural breaks [PDF]
Journal of Econometrics, 2004 We propose a class of new robust GMM tests for endogenous structural breaks. The tests are based on supremum, average and exponential functionals derived from robust GMM estimators with bounded influence function. We study the theoretical local robustness properties of the new tests and show that they imply a uniformly bounded asymptotic sensitivity of
Patrick Gagliardini +2 more
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Tie-breaking semantics and structural totality
Proceedings of the eleventh ACM SIGACT-SIGMOD-SIGART symposium on Principles of database systems - PODS '92, 1992 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Christos H. Papadimitriou +1 more
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Smooth Break Detection and De-Trending in Unit Root Testing
Mathematics, 2021 This study explores the methods to de-trend the smooth structural break processes while conducting the unit root tests. The two most commonly applied approaches for modelling smooth structural breaks namely the smooth transition and the Fourier functions
Furkan Emirmahmutoglu +3 more
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Structural Breaks, Cointegration and the Fisher Effect [PDF]
SSRN Electronic Journal, 2009 There is scant empirical support in the literature for the Fisher effect in the long run, though it is often assumed in theoretical models. We argue that a break in the cointegrating relation introduces a spurious unit root that leads to a rejection of cointegration.
Beyer, Andreas +2 more
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Therapeutic Apheresis and Dialysis, EarlyView.ABSTRACT Background Establishing a comprehensive apheresis medicine program in a resource‐constrained setting presents significant structural, financial, and logistical challenges. Despite the growing clinical importance of apheresis services globally, published experience from sub‐Saharan Africa remains sparse.
Folasade Adelekan‐Popoola +4 more
wiley +1 more source
Should we care for structural breaks when assessing fiscal sustainability? [PDF]
We apply recent panel cointegration methods to a structural equation between government expenditure and revenue. Allowing for multiple endogenous breaks and after computing appropriate bootstrap critical values, we conclude for fiscal sustainability in ...
António Afonso, Christophe Rault
core +4 more sources