Gadea, María Dolores; Gómez-Loscos, Ana; Montañés, … - In: Econometrics : open access journal 4 (2016) 4, pp. 1-28
. Although neither of the two series (oil price and GDP growth rates) presents structural breaks in mean, we identify different … subperiods by carrying out a rolling analysis and by investigating the presence of structural breaks in the multivariate …