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Littérature scientifique sur le sujet « Structural breaks »

Auteur : Grafiati

Publié le 4 juin 2021

Mis à jour le 25 juillet 2025

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Articles de revues sur le sujet "Structural breaks"

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Muhammad Aslam, Atiq-ur-Rehman, Amada, and Ruqia Naz. "Comparing of Unit Root with and without Structural Breaks: A Monte Carlo Evaluation." Indus Journal of Social Sciences 1, no. 01 (2023): 23–34. https://doi.org/10.59075/ijss.v1i01.22.

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Background: The unit root became the most important feature that directed to the construction of new time series econometrics. Objectives: The study of time series structural breaks was a specific area of unit root research. Methods: Conventional procedures assume the break and apply a test accordingly. This leads to identification of spurious breaks, and therefore biased results, Lee and Strazicich, (2001). Results: We suggust an alternative strategy where we propose to test for structural breaks before applying unit root test. The debates of Structural breaks in unit root testing starts with

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Czech, Katarzyna. "Structural Changes in Wheat Market." Zeszyty Naukowe SGGW w Warszawie - Problemy Rolnictwa Światowego 16, no. 4 (2016): 92–98. http://dx.doi.org/10.22630/prs.2016.16.4.102.

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Time series analysis is based on the assumption of stationarity. Stationarity implies the parameters are constant over time. Structural break occurs when at least one of the parameters changes at some date. Structural breaks can lead to huge forecasting errors and unreliability of the model. Modelling structure breaks is very popular in the literature of macroeconomics and finance. However, there are still too few publications about structural breaks in agricultural market. The goal of research is to identify structural breaks in wheat prices time series. A few structural break tests are appli

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Ngene, Geoffrey, Ann Nduati Mungai, and Allen K. Lynch. "Long-Term Dependency Structure and Structural Breaks: Evidence from the U.S. Sector Returns and Volatility." Review of Pacific Basin Financial Markets and Policies 21, no. 02 (2018): 1850008. http://dx.doi.org/10.1142/s021909151850008x.

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The study investigates the impact of structural breaks on the long memory of daily returns and variance of 11 sectors. Using multiple sequential structural breaks tests, we uncover numerous and roughly shared structural breaks. Results from two non-parametric, three semi-parametric, and three parametric fractional differencing models using break-adjusted and break-unadjusted returns reveal incidence of short memory and anti-persistence in sector returns. Regarding variance, we find that the removal of breaks from the sector series dampens the fractional differencing parameter estimates. Theref

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Raifu, Isiaka Akande. "Is Tourism-Led-Growth Hypothesis Valid in the Presence of Structural Breaks?" Tourism 72, no. 2 (2024): 270–74. http://dx.doi.org/10.37741/t.72.2.11.

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This study revisited the tourism-led growth hypothesis (TLGH) in the presence of structural breaks using the structural break technique of Ditzen et al. (2021). To estimate the impact of tourism on economic growth along the identified structural breaks, we employed Fixed Effects and Feasible Generalised Least Squares methods. Findings showed four structural break dates (1999, 2004, 2009 and 2014), two of which coincided with the Global Financial Crisis (2008-2009) and the Ebola outbreak (2014). Despite the presence of structural breaks, the TLGH remains valid.

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Galadima, Mukhtar Danladi, and Abubakar Wambai Aminu. "STRUCTURAL BREAKS IN NATURAL GAS CONSUMPTION AND ECONOMIC GROWTH IN NIGERIA: EVIDENCE FROM NEW TIME SERIES TESTS THAT ALLOW FOR STRUCTURAL BREAKS." International Journal of New Economics and Social Sciences 9, no. 1 (2019): 275–92. http://dx.doi.org/10.5604/01.3001.0013.3049.

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This paper analyzed the issue of structural breaks in natural gas consumption and economic growth in Nigeria. The newly residual augmented least squares (RALS-LM) unit root test with breaks also known as “RALS-LM test with trend breaks and non-normal errors” proposed by Meng-Lee-Payne (2017) and the new structural breaks testing proposed by Kejriwal–Perron (2010) are among the tools used for the investi-gation. Our empirical findings provide significant evidence that the series of natural gas consumption and economic growth are stationary with one or two trend breaks. Furthermore, the investig

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Groothuis, Peter A., Kurt W. Rotthoff, and Mark C. Strazicich. "Structural Breaks in the Game." Journal of Sports Economics 18, no. 6 (2015): 622–37. http://dx.doi.org/10.1177/1527002515593113.

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To search for eras in a sports league, we utilize time-series tests with structural breaks in Major League Baseball performance. Using data from 1871-2010, the mean and standard deviation of four different performance measures are examined. Throughout, rather than assume that a break point is known a priori, we identify breaks endogenously from the data. Perhaps most notable among our findings, we identify a deterministic trend in mean slugging percentage with breaks in 1921 and 1992. Interestingly, these years closely coincide with the early years of the free-swinging (Babe Ruth) era and the

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Huang, Yirong, Liang Ding, Yan Lin, and Yi Luo. "A new approach to detect long memory by fractional integration or short memory by structural break." AIMS Mathematics 9, no. 6 (2024): 16468–85. http://dx.doi.org/10.3934/math.2024798.

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<abstract> <p>Long memory in test statistics can either originate from fractional integration or be spuriously induced by a short memory process with a structural break. This research estimated and detected long memory from the two causes by simulations and empirical analysis. The simulation results showed that fractional integration and structural break processes could demonstrate long memory properties. The 2ELW estimator was stable for fractional integration but not stable for time series with structural breaks. The modified W statistic based on 2ELW was efficient in discriminat

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Smith, Simon C., George Bulkley, and David S. Leslie. "Equity Premium Forecasts with an Unknown Number of Structural Breaks." Journal of Financial Econometrics 18, no. 1 (2019): 59–94. http://dx.doi.org/10.1093/jjfinec/nby034.

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Abstract Estimation of models with structural breaks usually assumes a pre-specified number of breaks. Previous models which do allow an endogenously determined number of breaks require a simple structural model, and rarely allow for information transfer across the break. We introduce a methodology that allows the number of breaks to be determined endogenously and including an economically motivated model of transition regimes between each break. We demonstrate the usefulness of our approach for forecasts of the equity premium. We find the demonstrated success of the historical average can be

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Skrobotov, Anton. "Time series forecasting under structural breaks." Applied Econometrics 76, no. 4 (2024): 120–39. https://doi.org/10.22394/1993-7601-2024-76-120-139.

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In this paper, we overview the forecasting methods in the presence of structural breaks. Methods for selecting a forecast window that includes the break date, weighted average methods of pre- and post-break estimators, and averaging-based methods are discussed. The considered methods are compared in terms of predictive power using Russian macroeconomic time series. The results demonstrate the superiority of forecasts that take into account the presence of break.

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Tsuji, Chikashi. "Structural Breaks and Volatility Spillovers: The Case of the US and Canadian Stock Markets." Journal of Management Research 11, no. 2 (2019): 30. http://dx.doi.org/10.5296/jmr.v11i2.14513.

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This paper investigates the relations of structural breaks and volatility spillovers by using the US and Canadian stock return data. Specifically, applying spillover MGARCH models without and with structural break dummy variables to the two stock returns, this study derives the following interesting evidence. (1) First, we reveal that for both the US and Canadian stock returns, the volatility persistence parameter values in our spillover MGARCH models decline when structural break dummy variables are incorporated. (2) Second, we further clarify that when we do not take structural breaks into a

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Thèses sur le sujet "Structural breaks"

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Karlsson, Olov. "Volatility forecasting under structural breaks." Thesis, Uppsala universitet, Statistiska institutionen, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-302398.

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Sobreira, Nuno. "Three essays on structural breaks." Doctoral thesis, NSBE - UNL, 2012. http://hdl.handle.net/10362/11853.

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Zhang, Dayong. "Structural breaks in empirical modelling of stock markets." Thesis, University of Birmingham, 2006. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.433631.

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Nazare, Ronaldo. "Essays in applied factor analysis with structural breaks." Thesis, University of Southampton, 2013. https://eprints.soton.ac.uk/360375/.

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Malki, Issam. "A structural breaks approach to modelling United States inflation." Thesis, University of Dundee, 2008. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.505641.

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Banerjee, Abhisek. "Essays on semiparametric estimation of models with structural breaks." Thesis, London School of Economics and Political Science (University of London), 2011. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.538732.

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Kartsaklas, Aris. "Long memory, structural breaks and the volatility-volume relationship." Thesis, University of York, 2008. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.495883.

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Lazarova, Stepana. "Long memory and structural breaks in time series models." Thesis, London School of Economics and Political Science (University of London), 2006. http://etheses.lse.ac.uk/1927/.

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This thesis examines structural breaks in time series regressions where both regressors and errors may exhibit long range dependence. Statistical properties of methods for detecting and estimating structural breaks are analysed and asymptotic distribution of estimators and test statistics are obtained. Valid bootstrap methods of approximating the limiting distribution of the relevant statistics are also developed to improve on the asymptotic approximation in finite samples or to deal with the problem of unknown asymptotic distribution. The performance of the asymptotic and bootstrap methods ar

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Mendonça, Francisco António Teixeira. "Double unit tests in the presence of structural breaks." Master's thesis, Instituto Superior de Economia e Gestão, 2017. http://hdl.handle.net/10400.5/14894.

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Mestrado em Econometria Aplicada e Previsão<br>Apresentam-se dois testes estatísticos que permitem averiguar a existência de duas raízes unitárias numa série temporal univariada que contenha um quebra estrutural na função determinística. Os testes foram aplicados a várias séries económicas, e encontrou-se evidência estatística que suporta a hipótese nula.<br>We present two statistical tests that to verify the existence of two unit roots in a univariate time series that contains a structural break in the deterministic function. The tests were applied to several economic series, and statistic

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Wang, Bruce Chang-Ming. "Structural breaks and regime switching models : theoretical extensions and applications /." Thesis, Connect to this title online; UW restricted, 2007. http://hdl.handle.net/1773/7476.

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Livres sur le sujet "Structural breaks"

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Smith, Jeremy. Structural breaks and seasonal integration. University of Warwick, Dept. of Economics, 1995.

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Smith, Jeremy. Structural breaks and seasonal integration. University of Warwick Department of Economics, 1995.

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Pástor, Lubos̆. The equity premium and structural breaks. National Bureau of Economic Research, 2000.

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Gregory, Allan W. Testing for structural breaks in cointegrated relationships. Institute for Economic Research, Queen's University, 1991.

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Timmermann, Allan. Structural breaks, incomplete information and stock prices. London School of Economics, Financial Markets Group, 1998.

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Hashem, Pesaran M. Forecasting time series subject to multiple structural breaks. IZA, 2004.

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León, Javier. Structural breaks and long-run trends in commodity prices. World Bank, 1995.

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Busetti, Fabio. Testing for stochastic trends in series with structural breaks. Banca d'Italia, 2000.

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1964-, Piehl Anne Morrison, and National Bureau of Economic Research., eds. Testing for structural breaks in the evaluation of programs. National Bureau of Economic Research, 1999.

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Clark, Todd E. Forecast-based model selection in the presence of structural breaks. Research Division, Federal Reserve Bank of Kansas City, 2002.

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Chapitres de livres sur le sujet "Structural breaks"

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Levendis, John D. "Structural Breaks." In Springer Texts in Business and Economics. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-98282-3_8.

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Levendis, John D. "Structural Breaks." In Springer Texts in Business and Economics. Springer International Publishing, 2023. http://dx.doi.org/10.1007/978-3-031-37310-7_8.

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Hall, Stephen G., and Martin Sola. "Structural Breaks and Garch Modelling." In Advances in Computational Economics. Springer Netherlands, 1996. http://dx.doi.org/10.1007/978-94-015-8743-3_11.

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Montañés, Antonio, and Esther Ruiz. "Structural Breaks and Common Factors." In Time Series and Wavelet Analysis. Springer Nature Switzerland, 2024. https://doi.org/10.1007/978-3-031-66398-7_3.

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Ghosh, Madhusudan. "Structural Breaks and Performance in Agriculture." In Liberalization, Growth and Regional Disparities in India. Springer India, 2012. http://dx.doi.org/10.1007/978-81-322-0981-2_6.

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Andreou, Elena, and Eric Ghysels. "Structural Breaks in Financial Time Series." In Handbook of Financial Time Series. Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-540-71297-8_37.

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Karavias, Yiannis. "Structural Breaks in Financial Panel Data." In Encyclopedia of Finance. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-91231-4_95.

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Karavias, Yiannis. "Structural Breaks in Financial Panel Data." In Encyclopedia of Finance. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-73443-5_95-1.

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Mills, Terence C. "Trends, Cycles, and Structural Breaks in Cliometrics." In Handbook of Cliometrics. Springer Berlin Heidelberg, 2015. http://dx.doi.org/10.1007/978-3-642-40406-1_21.

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Mills, Terence C. "Trends, Cycles, and Structural Breaks in Cliometrics." In Handbook of Cliometrics. Springer Berlin Heidelberg, 2014. http://dx.doi.org/10.1007/978-3-642-40458-0_21-1.

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Actes de conférences sur le sujet "Structural breaks"

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Violos, John, Konstantinos Stavrianos, Fotios Voutsas, and Aris Leivadeas. "Leveraging Light Intensity Structural Breaks for IoT Context-Awareness." In 2024 IEEE 10th World Forum on Internet of Things (WF-IoT). IEEE, 2024. https://doi.org/10.1109/wf-iot62078.2024.10811355.

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Leishear, Robert A. "Water Hammer and Fatigue Strength Reduction from Grit Blasting for Coatings." In CORROSION 2020. NACE International, 2020. https://doi.org/10.5006/c2020-14310.

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Abstract Piping systems are incorrectly designed when subjected to fatigue, and coatings are applied by preparing surfaces with grit blasting. Grit blasting is used on coated pipelines and steel structures to improve coating adherence, but this technique reduces the fatigue strength of in-service piping and structures. Grit blasting creates jagged peaks and valleys, or stress raisers, on metal surfaces, and at each of these sharp pointed valleys, the probability of crack initiation increases, where embedded shards of sand reduce the fatigue strength of metals to accelerate failures. As the pri

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Wiersma, B. J., J. I. Mickalonis, K. H. Subramanian, and A. G. Hansen. "Corrosion Testing of Carbon Steel in Oxalic Acid That Contains Dissolved Iron." In CORROSION 2013. NACE International, 2013. https://doi.org/10.5006/c2013-02355.

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Abstract Radioactive liquid waste has been stored in underground carbon steel tanks for nearly 60 years at the Savannah River Site (SRS). The site is currently in the process of removing the waste from these tanks in order to place it into vitrified, stable state for longer term storage. The last stage in the removal sequence is a chemical cleaning step that breaks up and dissolves metal oxide solids that cannot be easily pumped out of the tank. Oxalic acid (OA) will be used to chemically clean the tanks after waste retrieval is completed. The waste tanks at SRS were constructed from carbon st

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LANGE, ALEXANDER, MAX KÄDING, ROGHUA XU, STEFFEN MARX, and JÖRN OSTERMANN. "SEMI-SUPERVISED LEARNING FOR ACOUSTIC VISION MONITORING OF TENDONS IN PRE-STRESSED CONCRETE BRIDGES." In Structural Health Monitoring 2023. Destech Publications, Inc., 2023. http://dx.doi.org/10.12783/shm2023/36855.

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Aging bridge infrastructure appears to become a major challenge in many industrialized countries. Numerous bridges are in bad condition and the current pace of repair and replacement as well as the available financial resources hence demand for a reliable bridge monitoring to facilitate an extended operation period of existing bridges. Nowadays, prestressed concrete bridges are prevalent among other construction types but may suffer from stress corrosion cracking of steel tendons. To detect wire breaks in bridge tendons, recent research suggests the use of acoustic emission analysis. In this w

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Molnar, Peter, and Sven Thies. "Structural breaks in emission allowance prices." In 2017 14th International Conference on the European Energy Market (EEM). IEEE, 2017. http://dx.doi.org/10.1109/eem.2017.7981981.

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RIJAL, MANOJ, TRAVIS OBIE-ROLLE, and MANNUR SUNDARESAN. "MONITORING DAMAGE EVOLUTION IN CARBON/ EPOXY AND CARBON/THERMOPLASTIC COMPOSITES USING ACOUSTIC EMISSION TECHNIQUE." In Structural Health Monitoring 2023. Destech Publications, Inc., 2023. http://dx.doi.org/10.12783/shm2023/36851.

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Detecting, monitoring, and quantifying the growth of damage in structural components in real time is important for assuring safety of aerospace structures. Acoustic emission (AE) technique is one of the tools that can facilitate such monitoring and quantification of damage growth and provide meaningful insight into damage evolution. Damage growth in composite materials has long been studied under laboratory setting and documented in the literature, but there is a need to track such failure modes in real structures under operational conditions. In this study the progression of damage in pristin

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Li Song and Pascal Bondon. "Structural breaks estimation for long memory signals." In 2009 IEEE/SP 15th Workshop on Statistical Signal Processing (SSP). IEEE, 2009. http://dx.doi.org/10.1109/ssp.2009.5278596.

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Miglani, Jitish, Chirag Sachdeva, and Srikant S. Padhee. "Automation of Composite Failure Analysis for Fiber Breaks." In 58th AIAA/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials Conference. American Institute of Aeronautics and Astronautics, 2017. http://dx.doi.org/10.2514/6.2017-0429.

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O'Hare, C., and Y. Li. "Structural Breaks in Mortality Models and their Consequences." In Second International Conference on Vulnerability and Risk Analysis and Management (ICVRAM) and the Sixth International Symposium on Uncertainty, Modeling, and Analysis (ISUMA). American Society of Civil Engineers, 2014. http://dx.doi.org/10.1061/9780784413609.120.

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"Testing for structural breaks in discrete choice models." In 19th International Congress on Modelling and Simulation. Modelling and Simulation Society of Australia and New Zealand (MSSANZ), Inc., 2011. http://dx.doi.org/10.36334/modsim.2011.d10.wongsosaputro.

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Rapports d'organisations sur le sujet "Structural breaks"

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Pastor, Lubos, and Robert Stambaugh. The Equity Premium and Structural Breaks. National Bureau of Economic Research, 2000. http://dx.doi.org/10.3386/w7778.

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Cogley, Timothy, and Boyan Jovanovic. Structural Breaks in an Endogenous Growth Model. National Bureau of Economic Research, 2020. http://dx.doi.org/10.3386/w28026.

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Piehl, Anne Morrison, Suzanne Cooper, Anthony Braga, and David Kennedy. Testing for Structural Breaks in the Evaluation of Programs. National Bureau of Economic Research, 1999. http://dx.doi.org/10.3386/w7226.

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Owyang, Michael T., and Howard J. Wall. Structural Breaks and Regional Disparities in the Transmission of Monetary Policy. Federal Reserve Bank of St. Louis, 2003. http://dx.doi.org/10.20955/wp.2003.008.

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Ben-David, Dan, Robin Lumsdaine, and David Papell. Unit Roots, Postwar Slowdowns and Long-Run Growth: Evidence from Two Structural Breaks. National Bureau of Economic Research, 1998. http://dx.doi.org/10.3386/w6397.

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Akber, Nusrat, Anjani Kumar, and Seema Bathla. Public expenditure and growth dynamics in Indian agriculture: Trends, structural breaks, and linkages. International Food Policy Research Institute, 2023. http://dx.doi.org/10.2499/p15738coll2.137019.

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Debuque-Gonzales, Margarita, Charlotte Justine Diokno-Sicat, Robert Hector Palomar, Mark Gerald Ruiz, John Paul Corpus, and Ramona Maria Miral. Fiscal Effects of the COVID-19 Pandemic: Philippine Debt Sustainability. Philippine Institute for Development Studies, 2023. http://dx.doi.org/10.62986/pn2023.05.

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The Philippine government’s debt-to-gross domestic product (GDP) ballooned from 39.6 percent in 2019 to 54.5 percent in 2020 and 60.5 percent in 2021. In this Policy Notes, the authors explain that the current debt episode differs from other periods of large fiscal deficits. While past debt episodes were deep-rooted or self-inflicted, the current high debt was caused by a large exogenous shock (i.e., the coronavirus disease 2019 pandemic). Based on their projections, the country’s debt-to-GDP ratio will decline after 2024, provided there are no policy reversals or structural breaks and no new

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Gonzáles-Castillo, Alberto, and Rolando Ossowski. Manna from Heaven: The Impact of Nonrenewable Resource Revenues on Other Revenues of Resource Exporters in Latin America and the Caribbean. Inter-American Development Bank, 2012. http://dx.doi.org/10.18235/0011400.

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This paper examines the impact of the availability of fiscal revenues from nonrenewable resources on other revenues of Latin American and Caribbean resource-exporting countries. It compares the performance of nonresource revenues in these countries to that in other countries in the region. The effect of resource revenue on nonresource revenue is found to be negative and statistically significant, with structural breaks both over time and across countries. Nonresource revenues have risen considerably, but they are still lower on average than in comparator countries, and the wedge between both g

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Romero-Chamorro, José Vicente, and Sara Naranjo-Saldarriaga. Weather Shocks and Inflation Expectations in Semi-Structural Models. Banco de la República Colombia, 2022. http://dx.doi.org/10.32468/be.1218.

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Colombia is particularly affected by the El Niño Southern Oscillation (ENSO) weather fluctuations. In this context, this study explores how the adverse weather events linked to ENSO affect the inflation expectations in Colombia and how to incorporate these second-round effects into a small open economy New Keynesian model. Using BVARx models we provide evidence that the inflation expectations obtained from surveys and break-even inflation measures are affected by weather supply shocks. Later, using this stylised fact, we modify one of the core forecasting models of the Banco de la República by

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Pawlowski, Wojtek P., and Avraham A. Levy. What shapes the crossover landscape in maize and wheat and how can we modify it. United States Department of Agriculture, 2015. http://dx.doi.org/10.32747/2015.7600025.bard.

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Meiotic recombination is a process in which homologous chromosomes engage in the exchange of DNA segments, creating gametes with new genetic makeup and progeny with new traits. The genetic diversity generated in this way is the main engine of crop improvement in sexually reproducing plants. Understanding regulation of this process, particularly the regulation of the rate and location of recombination events, and devising ways of modifying them, was the major motivation of this project. The project was carried out in maize and wheat, two leading crops, in which any advance in the breeder’s tool

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