Search Results - subject:"Breakpoint"

Blanc-Blocquel, Augusto; Ortiz-Gracia, Luis; Sanfelici, … - In: Risks : open access journal 12 (2024) 11, pp. 1-19

Climate risk refers to the risks associated with climate change and has already started to impact various sectors of the economy. In this work, we focus on the impact of physical risk on the probability of default for a firm in the agribusiness sector. The probability of default is estimated...

Persistent link: https://www.econbiz.de/10015137901

Examining the connection among national tourism expenditure and economic growth in Algeria

Hassoun, Salah Eddine Sari; Adda, Khayereddine Salim; … - In: Future Business Journal 7 (2021) 1, pp. 1-9

-2017. We established with the unit root test with and without breakpoint that the variables are stationary in the first … difference and there is a structural break in (ITE) and (GDP). Thus, with the presence of a breakpoint, we employed the … methodology of Gregory-Hansen to avoid such issue, but we found that there was no evidence of cointegration with breakpoint, so …

Persistent link: https://www.econbiz.de/10012664362

Examining the connection among national tourism expenditure and economic growth in Algeria

Hassoun, Salah Eddine Sari; Adda, Khayereddine Salim; … - In: Future Business Journal 7 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012493818

Continuously vegetation greening over Inner Mongolia for the past three decades

Zhang, Hui; Zhang, Xin; Shang, Yi; Kattel, Giri; Miao, … - In: Remote Sensing 13 (2021) 13

The warming climate has rapidly altered vegetation growth in drylands, and consequently, has put great pressure on sustainable livelihoods. Various datasets have been applied from local to global scale to study vegetation dynamics and there is a lack of solid comparison among multiple datasets....

Persistent link: https://www.econbiz.de/10012582733

Are unconventional monetary policies a priced risk factor for hedge fund strategies?

Guidolin, Massimo; Orlov, Alexei G. - 2020

Persistent link: https://www.econbiz.de/10012495255

Multiple breakpoint test on crude oil price

In: Foundations of Management 11 (2019) 1, pp. 187-196

variables' series and then examines the relationship between oil price and consumer price index. Multiple breakpoint test is …

Persistent link: https://www.econbiz.de/10012601081

Performance of Methods Determining Structural Break in Linear Regression Models

Güler, Zümre Özdemir; Bakýr, Mehmet Akif - In: International Econometric Review (IER) 11 (2019) 2, pp. 70-83

study in the context of the difference of constant terms, the difference of slope coefficients, location of break-point …

Persistent link: https://www.econbiz.de/10012610976

Wavering interactions between commodity futures prices and us dollar exchange rates

Orłowski, Lucjan T.; Sywak, Monika - In: Quantitative finance and economics 3 (2019) 2, pp. 221-243

Persistent link: https://www.econbiz.de/10012176462

Performance of methods determining structural break in linear regression models

Güler, Zümre Özdemir; Bakır, Mehmet Akif - In: International econometric review 11 (2019) 2, pp. 70-83

study in the context of the difference of constant terms, the difference of slope coefficients, location of break-point …

Persistent link: https://www.econbiz.de/10012115148

Multiple breakpoint test on crude oil price

Seuk Wai Phoong; Seuk Yen Phoong; Sedigheh Moghavvemi; … - In: Foundations of Management : the journal of Warsaw … 11 (2019) 1, pp. 187-196

variables' series and then examines the relationship between oil price and consumer price index. Multiple breakpoint test is …

Persistent link: https://www.econbiz.de/10012124738