“Breaks and persistence in econometrics”

Modelling and testing for structural changes and persistence in economics and finance has been an important research topic in time series econometrics, with noticeable recent developments in panel data. Related issues are the concepts bi- and multi-power variation and co-jumping in financial modelling. We encourage the submission of original papers (both theoretical and empirical) which will help in the evaluation of recent controversies in detecting and modelling structural breaks and long memory processes.