Search Results - subject:"breaks"

Testing for fractional cointegration in subsamples by allowing for structural breaks

Kreye, Tom Jannik - 2024

In this paper, tests for fractional cointegration that allow for structural breaks in the long-run equilibrium are …

Persistent link: https://www.econbiz.de/10015175368

What drives emissions intensity in Azerbaijan's light industry? : evidence from ARDL with structural breaks

Güläliyev, Mayis; Aliyev, Shafa; Musayeva, Jamila; … - In: International Journal of Energy Economics and Policy : IJEEP 16 (2026) 1, pp. 360-369

Persistent link: https://www.econbiz.de/10015616942

Testing for fractional cointegration in subsamples by allowing for structural breaks

Kreye, Tom Jannik - 2024

In this paper, tests for fractional cointegration that allow for structural breaks in the long-run equilibrium are …

Persistent link: https://www.econbiz.de/10015182872

Gender differences in judicial decisions under incomplete information : evidence from child support cases

Asmat, Roberto; Kossuth, Lajos - In: Journal of development economics 179 (2026), pp. 1-19

Persistent link: https://www.econbiz.de/10015560214

Has IPO market structure fundamentally changed? : evidence from negative binomial regression with structural breaks

Herley, Michael D. - In: International Journal of Financial Studies : open … 14 (2026) 1, pp. 1-12

overdispersed U.S. IPO count data. Using monthly data from 1995 to 2024, we identify five breaks that partition IPO activity into … regression that incorporates these breaks. IPO data show substantial overdispersion (variance-to-mean ratios: 2.77 to 33.74). The … identified structural breaks incorrectly suggests positive interest rate effects. …

Persistent link: https://www.econbiz.de/10015591143

Long-run linkages and parameter instability in the gold–silver relationship, 2010-2025

Caporale, Guglielmo Maria; Palomares, Antonio Fons; … - 2026

This paper examines long-run linkages and possible instabilities in the gold–silver price relationship using daily futures prices over the period from 4 January 2010 to 28 November 2025. The empirical analysis includes unit-root and cointegration tests as well as endogenous structural break...

Persistent link: https://www.econbiz.de/10015626655

Reducing child poverty through cash or care

Thoresen, Thor Olav; Vattø, Trine Engh; Zachrisson, … - 2026

Reducing poverty is a central policy priority in many countries, also in wealthy countries with comprehensive universal support systems, such as the Nordic welfare states. This study examines policy options designed to support families with preschool-aged children and their implications for...

Persistent link: https://www.econbiz.de/10015632866

A structural break analysis of Wine Spectator’s Top 100, 1988-2025

Gokcekus, Omer - In: Journal of wine economics 21 (2026) 2, pp. 176-185

Using Wine Spectator's Top 100 lists for 1988-2025, this note applies Bai-Perron structural break tests to regional and country shares and identifies three distinct periods: 1988-1997, 1998-2015, and 2016-2025. Real prices decline across phases, with the sharpest drop in the most recent period,...

Persistent link: https://www.econbiz.de/10015638981

Enhancing tax-benefit modelling functionality : labour supply responses in UKMOD

Van de Ven, Justin; Richiardi, Matteo; Brooks, Natasha; … - 2026

This paper describes the integration of labour supply behavioural responses into UKMOD, the UK tax-benefit microsimulation model belonging to the EUROMOD family. Traditional static models quantify only the direct ("morning after") fiscal and distributional effects of policy reforms, abstracting...

Persistent link: https://www.econbiz.de/10015634131

Crisis-regime dynamic volatility spillovers in U.S. commodity markets : a Bayesian mixture-identified SVAR approach

Deng, Xinyan; Aruga, Kentaka; Tang, Chaofeng - In: Risks : open access journal 14 (2026) 4, pp. 1-32

their ability to capture structural breaks and heterogeneous shocks during crises. This study develops a flexible framework …

Persistent link: https://www.econbiz.de/10015639153