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  • Search: subject:"Breakpoint"
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Year of publication
Subject
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Estimation 16 Schätzung 16 breakpoint 14 Cointegration 11 Kointegration 11 Theorie 11 Theory 11 Volatility 10 Regression analysis 9 Regressionsanalyse 9 Breakpoint 8 Inflation 8 Economic growth 7 Einheitswurzeltest 7 Unit root test 7 transition 7 Börsenkurs 6 Credit risk 6 Estimation theory 6 Risiko 6 Risk 6 Schätztheorie 6 Share price 6 USA 6 Volatilität 6 Wirtschaftswachstum 6 China 5 India 5 Indien 5 Inflation Targeting 5 Multiple Breakpoint Tests 5 Statistical test 5 Statistischer Test 5 Structural break 5 Strukturbruch 5 Time series analysis 5 United States 5 Zeitreihenanalyse 5 inequality 5 ARDL 4
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Online availability
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Free 41 Undetermined 39 CC license 2
Type of publication
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Article 67 Book / Working Paper 33 Other 1
Type of publication (narrower categories)
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Article in journal 53 Aufsatz in Zeitschrift 53 Working Paper 9 Arbeitspapier 5 Article 5 Graue Literatur 5 Non-commercial literature 5 Research Report 1 research-article 1
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Language
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English 79 Undetermined 22
Author
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Grosfeld, Irena 9 Senik, Claudia 8 Chang, Chia-Lin 6 Guidolin, Massimo 6 McAleer, Michael 6 Melnick, Rafi 6 Orłowski, Lucjan T. 6 Strohsal, Till 6 Chen, Chi-Chung 4 Chen, Ping-Yu 4 Tam, Yu Man 3 Adda, Khayereddine Salim 2 Boldea, Otilia 2 Chang, C-L. 2 Chen, C-C. 2 Chen, Chen, C-C. 2 Chen, Chen, P-Y. 2 Chen, P.-Y. 2 Chevallier, Julien 2 Contessi, Silvio 2 De Pace, Pierangelo 2 Galloway, Jackson 2 Grofman, Bernard 2 Güler, Zümre Özdemir 2 Harvey, David I. 2 Hassoun, Salah Eddine Sari 2 Lengyel, Imre 2 Leybourne, Stephen J. 2 Ma, Shujiao 2 McAleer, M.J. 2 Sarafidis, Vasilis 2 Sebbane, Asma Hadjira 2 Silvapulle, Mervyn J. 2 Taylor, A. M. Robert 2 Zhu, Bangzhu 2 Zhu, Huanjun 2 Acharya, Rajesh H. 1 Adams, Samuel 1 Alastair R. Hall 1 Albu, Lucian-Liviu 1
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Institution
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Centre pour la Recherche Économique et ses Applications (CEPREMAP) 2 Department of Economics and Finance, College of Business and Economics 2 Erasmus University Rotterdam, Econometric Institute 2 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 2 Granger Centre for Time Series Econometrics, School of Economics 2 HAL 2 Institute of Economic Research, Kyoto University 2 Banque de France 1 CASE-Center for Social and Economic Research 1 Institut de Préparation à l'Administration et à la Gestion (IPAG) 1 Institute for the Study of Labor (IZA) 1 School of Economics and Finance, Victoria Business School 1 School of Economics and Management, University of Aarhus 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1 William Davidson Institute, University of Michigan 1
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Published in...
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International review of financial analysis 3 Applied economics letters 2 CEPREMAP Working Papers (Docweb) 2 Discussion Papers / Granger Centre for Time Series Econometrics, School of Economics 2 Econometric Institute Report 2 Econometric Institute Research Papers 2 Economic research 2 IZA Discussion Papers 2 Journal of econometrics 2 KIER Working Papers 2 SFB 649 Discussion Paper 2 SFB 649 discussion paper 2 Working Papers in Economics 2 Acta oeconomica : periodical of the Hungarian Academy of Sciences 1 Afro-Asian Journal of Finance and Accounting : AAJFA 1 Applied economics 1 Asia Pacific financial markets 1 CASE Network Studies & Analyses 1 CASE Network Studies and Analyses 1 CREATES Research Papers 1 China economic review : an international journal 1 Comparative Economic Research. Central and Eastern Europe 1 Comparative economic research : Central and Eastern Europe 1 Comparative economic studies 1 Discussion paper / Tinbergen Institute 1 Econometrics Journal 1 Economic systems 1 Economic update : Nigerian journal of contemporary public policy issues ; a bi-annual publication of the Department of Economics, Ahmadu Bello University 1 Ensayos : revista de economia 1 Finance a úvěr 1 Finance research letters 1 Foundations of Management 1 Foundations of Management : the journal of Warsaw University of Technology 1 Future Business Journal 1 Future business journal 1 Indian journal of economics & business : IJEB 1 International Econometric Review (IER) 1 International Review of Financial Analysis 1 International econometric review 1 International economics : a journal published by CEPII (Center for research and expertise on the world economy) 1
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Source
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ECONIS (ZBW) 58 RePEc 30 EconStor 10 BASE 2 Other ZBW resources 1
Showing 1 - 10 of 101
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Multiscale spatiotemporal evolution analysis of cryptocurrency returns
Zhou, Fan; Guo, Wenjing - In: Applied economics 58 (2026) 20, pp. 3885-3906
Persistent link: https://www.econbiz.de/10015638567
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Climate-related default probabilities
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
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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
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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
-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/10012493818
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Foreign direct investment and macroeconomic factors : evidence from Indian economy
Nadig, Asha; Viswanathan, T. - In: International journal of public sector performance … 11 (2023) 1, pp. 62-80
Persistent link: https://www.econbiz.de/10014227942
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Economic growth driven by the Mexican fourth transformation policy
González Lara, José María; Policardo, Laura; … - In: Review of political economy 37 (2025) 2, pp. 657-680
Persistent link: https://www.econbiz.de/10015546418
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The role of housing-dominated attributes in housing booms : evidence from China
Arestis, Philip; Lai, Mianshan - In: Panoeconomicus 71 (2024) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10014485275
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Exploring precise poverty alleviation policies based on causal inference : a case study from China
Guo, Qing; Liu, Youyang; Zhu, Min - In: Journal of the Asia Pacific economy 29 (2024) 4, pp. 2170-2190
Persistent link: https://www.econbiz.de/10015515552
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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
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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
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