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Testing and dating of structural changes in practice

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Cited by:

  1. Bennett Kleinberg & Isabelle Vegt & Paul Gill, 2021. "The temporal evolution of a far-right forum," Journal of Computational Social Science, Springer, vol. 4(1), pages 1-23, May.
  2. Jounghyeon Kim, 2012. "Monetary and Exchange Rate Policy in the Aftermath of the Asian Financial Crisis: The Case of Korea," Korean Economic Review, Korean Economic Association, vol. 28, pages 91-116.
  3. Camilo Alberto Cárdenas-Hurtado & María Alejandra Hernández-Montes, 2019. "Understanding the Consumer Confidence Index in Colombia: A structural FAVAR analysis," Borradores de Economia 1063, Banco de la Republica de Colombia.
  4. Liu, Guan-Chun & Lee, Chien-Chiang & Lee, Chi-Chuan, 2016. "The nexus between insurance activity and economic growth: A bootstrap rolling window approach," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 299-319.
  5. Ole Boysen & Kirsten Boysen-Urban & Alan Matthews, 2021. "Alternative EU CAP Tools for Stabilising Farm Incomes in the Era of Climate Change," Working Papers 202103, Geary Institute, University College Dublin.
  6. De Bonis, Riccardo & Marinelli, Giuseppe & Vercelli, Francesco, 2018. "Playing yo-yo with bank competition: New evidence from 1890 to 2014," Explorations in Economic History, Elsevier, vol. 67(C), pages 134-151.
  7. Frijns, Bart & Indriawan, Ivan & Otsubo, Yoichi & Tourani-Rad, Alireza, 2019. "The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks," International Review of Economics & Finance, Elsevier, vol. 60(C), pages 176-187.
  8. Gerdesmeier, Dieter & Reimers, Hans-Eggert & Roffia, Barbara, 2023. "Investigating the inflation-output-nexus for the euro area: Old questions and new results," Wismar Discussion Papers 01/2023, Hochschule Wismar, Wismar Business School.
  9. Chang, Bi-Juan & Hung, Mao-Wei, 2021. "Corporate debt and cash decisions: A nonlinear panel data analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 15-37.
  10. Casson, Catherine & Fry, J. M. & Casson, Mark, 2011. "Evolution or revolution? a study of price and wage volatility in England, 1200-1900," MPRA Paper 31518, University Library of Munich, Germany.
  11. Christian Aßmann & Jens Hogrefe & Roman Liesenfeld, 2009. "The decline in German output volatility: a Bayesian analysis," Empirical Economics, Springer, vol. 37(3), pages 653-679, December.
  12. Korbinian von Blanckenburg, Gerrit Reher, "undated". "Testverfahren zur Beurteilung der Funktionsfähigkeit von Marktprozessen," Working Papers 201154, Institute of Spatial and Housing Economics, Munster Universitary.
  13. Yonglin Shen & Xiuguo Liu, 2015. "Phenological Changes of Corn and Soybeans over U.S. by Bayesian Change-Point Model," Sustainability, MDPI, vol. 7(6), pages 1-23, May.
  14. Davide De Gaetano, 2018. "Forecast Combinations in the Presence of Structural Breaks: Evidence from U.S. Equity Markets," Mathematics, MDPI, vol. 6(3), pages 1-19, March.
  15. Jozef Baruník & Evžen KoÄ enda b,a & Lukáš Vácha, 2016. "Volatility Spillovers Across Petroleum Markets," The Energy Journal, , vol. 37(1), pages 136-158, January.
  16. Steinhübel, Linda & Prehn, Sören & Brümmer, Bernhard & Pies, Ingo & Will, Matthias Georg, 2017. "The impact of index funds on grain futures markets revisited," 2017 International Congress, August 28-September 1, 2017, Parma, Italy 261428, European Association of Agricultural Economists.
  17. Zeileis, Achim & Shah, Ajay & Patnaik, Ila, 2010. "Testing, monitoring, and dating structural changes in exchange rate regimes," Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1696-1706, June.
  18. David (David Patrick) Madden, 2007. "Doctors’ fees in Ireland following the change in reimbursement : did they jump," Open Access publications 10197/598, School of Economics, University College Dublin.
  19. repec:zbw:rwirep:0134 is not listed on IDEAS
  20. Hull, Isaiah, 2015. "What Broke First? Characterizing Sources of Structural Change Prior to the Great Recession," Working Paper Series 301, Sveriges Riksbank (Central Bank of Sweden).
  21. Jose PINEDA & Rodolfo MÉNDEZ, 2009. "Fiscal Sustainability and Economic Growth in Bolivia," EcoMod2009 21500075, EcoMod.
  22. Han Lin Shang & Jiguo Cao & Peijun Sang, 2022. "Stopping time detection of wood panel compression: A functional time‐series approach," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 71(5), pages 1205-1224, November.
  23. Philip Bertram & Robinson Kruse & Philipp Sibbertsen, 2013. "Fractional integration versus level shifts: the case of realized asset correlations," Statistical Papers, Springer, vol. 54(4), pages 977-991, November.
  24. Mika Kurohata, 2020. "Effect of the CITES trade ban on preferences for ivory in Japan," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 22(3), pages 383-403, July.
  25. Beckmann, Joscha & Belke, Ansgar & Kühl, Michael, 2009. "How Stable Are Monetary Models of the Dollar-Euro Exchange Rate? - A Time-varying Coefficient Approach," Ruhr Economic Papers 134, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  26. Liu, Guanchun & He, Lei & Yue, Yiding & Wang, Jiying, 2014. "The linkage between insurance activity and banking credit: Some evidence from dynamic analysis," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 239-265.
  27. Sergio Adriani David & Claudio M. C. Inácio & José A. Tenreiro Machado, 2019. "Ethanol Prices and Agricultural Commodities: An Investigation of Their Relationship," Mathematics, MDPI, vol. 7(9), pages 1-25, August.
  28. Rodríguez Caballero, Carlos Vladimir, 2020. "Growth, war, and pandemics: Europe in the very long-run," IFCS - Working Papers in Economic History.WH 30574, Universidad Carlos III de Madrid. Instituto Figuerola.
  29. F. Peters & J. P. Mackenbach & W. J. Nusselder, 2016. "Does the Impact of the Tobacco Epidemic Explain Structural Changes in the Decline of Mortality?," European Journal of Population, Springer;European Association for Population Studies, vol. 32(5), pages 687-702, December.
  30. James, Nicholas A. & Matteson, David S., 2015. "ecp: An R Package for Nonparametric Multiple Change Point Analysis of Multivariate Data," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 62(i07).
  31. Guo, Zhichao & Feng, Yuanhua & Tan, Xiangyong, 2011. "Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products," Economic Modelling, Elsevier, vol. 28(6), pages 2359-2368.
  32. Cathy W. S. Chen & Bonny Lee, 2021. "Bayesian inference of multiple structural change models with asymmetric GARCH errors," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(3), pages 1053-1078, September.
  33. Grinis, Inna, 2017. "Trend growth durations & shifts," LSE Research Online Documents on Economics 85126, London School of Economics and Political Science, LSE Library.
  34. Fan, Ying & Xu, Jin-Hua, 2011. "What has driven oil prices since 2000? A structural change perspective," Energy Economics, Elsevier, vol. 33(6), pages 1082-1094.
  35. Pouliot, Sébastien, 2012. "On the Economics of Adulteration in Food Imports: Application to US Fish and Seafood Imports," Working Papers 148596, Structure and Performance of Agriculture and Agri-products Industry (SPAA).
  36. Zaldívar, José-Manuel & Strozzi, Fernanda & Dueri, Sibylle & Marinov, Dimitar & Zbilut, Joseph P., 2008. "Characterization of regime shifts in environmental time series with recurrence quantification analysis," Ecological Modelling, Elsevier, vol. 210(1), pages 58-70.
  37. Muhammad Nadim Hanif & Muhammad Jahanzeb Malik, 2015. "Evaluating the Performance of Inflation Forecasting Models of Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 11, pages 43-78.
  38. Nidhi Aggarwal & Sanchit Arora & Rajeswari Sengupta, 2021. "Capital account liberalisation in a large emerging economy: An Analysis of onshore-offshore arbitrage," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2021-013, Indira Gandhi Institute of Development Research, Mumbai, India.
  39. Colin O’hare & Youwei Li, 2017. "Modelling mortality: are we heading in the right direction?," Applied Economics, Taylor & Francis Journals, vol. 49(2), pages 170-187, January.
  40. Christos Katris & Manolis G. Kavussanos, 2021. "Time series forecasting methods for the Baltic dry index," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(8), pages 1540-1565, December.
  41. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2008. "Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks," Computational Statistics & Data Analysis, Elsevier, vol. 52(11), pages 4998-5013, July.
  42. Boako, Gideon & Alagidede, Paul, 2017. "Co-movement of Africa’s equity markets: Regional and global analysis in the frequency–time domains," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 468(C), pages 359-380.
  43. Joscha Beckmann & Ansgar Belke & Michael Kühl, 2009. "How Stable Are Monetary Models of the Dollar-Euro Exchange Rate? - A Time-varying Coefficient Approach," Ruhr Economic Papers 0134, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  44. Peter Klein & Daryl Purdy & Isaac Schweigert & Alexander Vedrashko, 2015. "The Canadian Hedge Fund Industry: Performance and Market Timing," International Review of Finance, International Review of Finance Ltd., vol. 15(3), pages 283-320, September.
  45. Patrik Nosil & Zachariah Gompert & Daniel J. Funk, 2024. "Divergent dynamics of sexual and habitat isolation at the transition between stick insect populations and species," Nature Communications, Nature, vol. 15(1), pages 1-15, December.
  46. Pierre Masselot & Fateh Chebana & Céline Campagna & Éric Lavigne & Taha B.M.J. Ouarda & Pierre Gosselin, 2021. "Machine learning approaches to identify thresholds in a heat‐health warning system context," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 184(4), pages 1326-1346, October.
  47. Benoît Le Maux & Yvon Rocaboy, 2016. "Competition in fragmentation among political coalitions: theory and evidence," Public Choice, Springer, vol. 167(1), pages 67-94, April.
  48. Kufenko, Vadim & Prettner, Klaus & Geloso, Vincent, 2020. "Divergence, convergence, and the history-augmented Solow model," Structural Change and Economic Dynamics, Elsevier, vol. 53(C), pages 62-76.
  49. Tighe, Kara & Piggott, Nicholas & Nicholas, Oscar & Mounter, Stuart & Villano, Renato, 2019. "Testing for pre-committed quantities of Australian meat demand," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 60(2), April.
  50. Karpf, Andreas & Mandel, Antoine & Battiston, Stefano, 2018. "Price and network dynamics in the European carbon market," Journal of Economic Behavior & Organization, Elsevier, vol. 153(C), pages 103-122.
  51. Lasse Loepfe & Jordi Martinez-Vilalta & Josep Piñol, 2012. "Management alternatives to offset climate change effects on Mediterranean fire regimes in NE Spain," Climatic Change, Springer, vol. 115(3), pages 693-707, December.
  52. Kang-Ping Lu & Shao-Tung Chang, 2023. "An Advanced Segmentation Approach to Piecewise Regression Models," Mathematics, MDPI, vol. 11(24), pages 1-23, December.
  53. Yu, Honghai & Du, Donglei & Fang, Libing & Yan, Panpan, 2018. "Risk contribution of crude oil to industry stock returns," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 179-199.
  54. Mario Cimoli & Jose Antonio Ocampo & Gabriel Porcile & Nunzia Saporito, 2020. "Choosing sides in the trilemma: international financial cycles and structural change in developing economies," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 29(7), pages 740-761, October.
  55. De Santis, Paola & Drago, Carlo, 2014. "Asimmetria del rischio sistematico dei titoli immobiliari americani: nuove evidenze econometriche [Systematic Risk Asymmetry of the American Real Estate Securities: Some New Econometric Evidence]," MPRA Paper 59381, University Library of Munich, Germany.
  56. Abu-Qarn Aamer S & Abu-Bader Suleiman, 2008. "Structural Breaks in Military Expenditures: Evidence for Egypt, Israel, Jordan and Syria," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 14(1), pages 39-61, April.
  57. Cruz, Jose Cesar Jr. & Silveira, Rodrigo L. F. & Capitani, Daniel H. D. & Urso, Fabiana S. P. & Martines, Joao G. Filho, 2016. "The effect of Brazilian corn and soybean crop expansion on price and volatility transmission," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 236127, Agricultural and Applied Economics Association.
  58. Kleiber, Christian, 2016. "Structural Change in (Economic) Time Series," Working papers 2016/06, Faculty of Business and Economics - University of Basel.
  59. Casson, Catherine & Fry, J. M., 2011. "Revolutionary change and structural breaks: A time series analysis of wages and commodity prices in Britain 1264-1913," MPRA Paper 27866, University Library of Munich, Germany.
  60. Noriah Al-Kandari & Emad-Eldin Aly, 2014. "An ANOVA-type test for multiple change points," Statistical Papers, Springer, vol. 55(4), pages 1159-1178, November.
  61. Martin T. Bohl & Dimitrios Kanelis & Pierre L. Siklos, 2022. "How Central Bank Mandates Influence Content and Tone of Communication Over Time," CQE Working Papers 9622, Center for Quantitative Economics (CQE), University of Muenster.
  62. Zeileis, Achim, 2006. "Implementing a class of structural change tests: An econometric computing approach," Computational Statistics & Data Analysis, Elsevier, vol. 50(11), pages 2987-3008, July.
  63. Rannou, Yves & Barneto, Pascal, 2016. "Futures trading with information asymmetry and OTC predominance: Another look at the volume/volatility relations in the European carbon markets," Energy Economics, Elsevier, vol. 53(C), pages 159-174.
  64. Sinclair Davidson & Ashton de Silva, 2018. "Did Recent Tobacco Reforms Change the Cigarette Market?," Economic Papers, The Economic Society of Australia, vol. 37(1), pages 55-74, March.
  65. James Nolan & Zoe Laulederkind, 2022. "Plane to See? Empirical Analysis of the 1999–2006 Air Cargo Cartel," Advances in Airline Economics, in: The International Air Cargo Industry, volume 9, pages 241-262, Emerald Group Publishing Limited.
  66. Haase, Marco & Huss, Matthias, 2018. "Guilty speculators? Range-based conditional volatility in a cross-section of wheat futures," Journal of Commodity Markets, Elsevier, vol. 10(C), pages 29-46.
  67. Omane-Adjepong, Maurice & Boako, Gideon, 2017. "Long-range dependence in returns and volatility of global gold market amid financial crises," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 472(C), pages 188-202.
  68. Carraro, Alessandro & Stefani, Gianluca, 2011. "Price Transmission in Three Italian Food Chains: A Structural Break Approach," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114317, European Association of Agricultural Economists.
  69. Lindeløv, Jonas Kristoffer, 2020. "mcp: An R Package for Regression With Multiple Change Points," OSF Preprints fzqxv, Center for Open Science.
  70. Basu, Deepankar & Das, Debarshi, 2015. "Profitability in India’s Organized Manufacturing Sector: The Role of Technology, Distribution, and Demand," UMASS Amherst Economics Working Papers 2015-04, University of Massachusetts Amherst, Department of Economics.
  71. Brester, Gary W. & Swanser, Kole & Crosby, Brett, 2020. "Adding Weight to a Thinning Live Cattle Market," MSU Staff Papers 305569, Montana State University > Department of Agricultural Economics and Economics.
  72. Ferris, J. Stephen & Voia, Marcel C., 2015. "The effect of federal government size on private economic performance in Canada: 1870–2011," Economic Modelling, Elsevier, vol. 49(C), pages 172-185.
  73. Wiese, Rasmus, 2014. "What triggers reforms in OECD countries? Improved reform measurement and evidence from the healthcare sector," European Journal of Political Economy, Elsevier, vol. 34(C), pages 332-352.
  74. Carsten J. Crede, 2015. "A structural break cartel screen for dating and detecting collusion," Working Paper series, University of East Anglia, Centre for Competition Policy (CCP) 2015-11, Centre for Competition Policy, University of East Anglia, Norwich, UK..
  75. Haase, Marco & Zimmermann, Heinz & Huss, Matthias, 2023. "Wheat price volatility regimes over 140 years: An analysis of daily price ranges," Journal of Commodity Markets, Elsevier, vol. 31(C).
  76. Ernesto Azzurro & Paula Moschella & Francesc Maynou, 2011. "Tracking Signals of Change in Mediterranean Fish Diversity Based on Local Ecological Knowledge," PLOS ONE, Public Library of Science, vol. 6(9), pages 1-8, September.
  77. Fry, J. M. & Masood, Omar, 2011. "Testable implications of economic revolutions: An application to historic data on European wages," MPRA Paper 32812, University Library of Munich, Germany.
  78. Ashok Chanabasangouda Patil & Shailesh Rastogi, 2020. "Multifractal Analysis of Market Efficiency across Structural Breaks: Implications for the Adaptive Market Hypothesis," JRFM, MDPI, vol. 13(10), pages 1-18, October.
  79. Aurelio Fernández Bariviera & M. Belén Guercio & Lisana B. Martinez, 2014. "Informational Efficiency in Distressed Markets: The Case of European Corporate Bonds," The Economic and Social Review, Economic and Social Studies, vol. 45(3), pages 349-369.
  80. Bian, Zilin & Zuo, Fan & Gao, Jingqin & Chen, Yanyan & Pavuluri Venkata, Sai Sarath Chandra & Duran Bernardes, Suzana & Ozbay, Kaan & Ban, Xuegang (Jeff) & Wang, Jingxing, 2021. "Time lag effects of COVID-19 policies on transportation systems: A comparative study of New York City and Seattle," Transportation Research Part A: Policy and Practice, Elsevier, vol. 145(C), pages 269-283.
  81. Boako, Gideon & Alagidede, Paul, 2018. "African stock markets in the midst of the global financial crisis: Recoupling or decoupling?," Research in International Business and Finance, Elsevier, vol. 46(C), pages 166-180.
  82. Aleš Toman, 2014. "Robust confirmatory factor analysis based on the forward search algorithm," Statistical Papers, Springer, vol. 55(1), pages 233-252, February.
  83. Bohl, Martin T. & Kanelis, Dimitrios & Siklos, Pierre L., 2023. "Central bank mandates: How differences can influence the content and tone of central bank communication," Journal of International Money and Finance, Elsevier, vol. 130(C).
  84. Andrés Martínez & Alfonso Salafranca & Ana E. Sipols & Clara Simon Blas & Daniel Hengel, 2024. "Distributed lags using elastic-net regularization for market response models: focus on predictive and explanatory capacity," Journal of Marketing Analytics, Palgrave Macmillan, vol. 12(2), pages 417-435, June.
  85. Russell P. Robins & Geoffrey Peter Smith, 2020. "Selection bias and pseudo discoveries on the constancy of stock return anomalies," Review of Quantitative Finance and Accounting, Springer, vol. 55(4), pages 1407-1426, November.
  86. Clegg, Matthew & Krauss, Christopher & Rende, Jonas, 2017. "partialCI: An R package for the analysis of partially cointegrated time series," FAU Discussion Papers in Economics 05/2017, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
  87. João Sousa Andrade & Adelaide Duarte & Marta Simões, 2011. "Inequality and Growth in Portugal: a time series analysis," GEMF Working Papers 2011-11, GEMF, Faculty of Economics, University of Coimbra.
  88. Badi H. Baltagi & Chihwa Kao & Long Liu, 2017. "Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term," Econometric Reviews, Taylor & Francis Journals, vol. 36(1-3), pages 85-102, March.
  89. Eskandar Elmarzougui & Bruno Larue, 2013. "On the Evolving Relationship Between Corn and Oil Prices," Agribusiness, John Wiley & Sons, Ltd., vol. 29(3), pages 344-360, June.
  90. Dima, Bogdan & Dima, Ştefana Maria, 2017. "Mutual information and persistence in the stochastic volatility of market returns: An emergent market example," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 36-59.
  91. Shuping Chen & Terry Shevlin & Yen H. Tong, 2007. "Does the Pricing of Financial Reporting Quality Change Around Dividend Changes?," Journal of Accounting Research, Wiley Blackwell, vol. 45(1), pages 1-40, March.
  92. Addona Vittorio & Yates Philip A, 2010. "A Closer Look at the Relative Age Effect in the National Hockey League," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 6(4), pages 1-19, October.
  93. Rodrigo A. de Marcos & Derek W. Bunn & Antonio Bello & Javier Reneses, 2020. "Short-Term Electricity Price Forecasting with Recurrent Regimes and Structural Breaks," Energies, MDPI, vol. 13(20), pages 1-14, October.
  94. O'Hare, Colin & Li, Youwei, 2014. "Identifying structural breaks in stochastic mortality models," MPRA Paper 62994, University Library of Munich, Germany.
  95. Josué M. Polanco-Martínez & Luis M. Abadie, 2016. "Analyzing Crude Oil Spot Price Dynamics versus Long Term Future Prices: A Wavelet Analysis Approach," Energies, MDPI, vol. 9(12), pages 1-19, December.
  96. Zabel, Jeffrey & Dalton, Maurice, 2011. "The impact of minimum lot size regulations on house prices in Eastern Massachusetts," Regional Science and Urban Economics, Elsevier, vol. 41(6), pages 571-583.
  97. Yin, Anwen, 2015. "Forecasting and model averaging with structural breaks," ISU General Staff Papers 201501010800005727, Iowa State University, Department of Economics.
  98. Shahzad Ahmad & Farooq Pasha, 2015. "A Pragmatic Model for Monetary Policy Analysis I: The Case of Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 11, pages 1-42.
  99. Makram El-Shagi & Sebastian Giesen, 2013. "Testing for Structural Breaks at Unknown Time: A Steeplechase," Computational Economics, Springer;Society for Computational Economics, vol. 41(1), pages 101-123, January.
  100. Saisai Ding & Xiaoqin Li & Xiang Dong & Wenzhi Yang, 2020. "The Consistency of the CUSUM-Type Estimator of the Change-Point and Its Application," Mathematics, MDPI, vol. 8(12), pages 1-12, November.
  101. Ibrahim, Omar, 2019. "Modelling Risk on the Egyptian Stock Market: Evidence from a Markov-Regime Switching GARCH Process," MPRA Paper 98091, University Library of Munich, Germany.
  102. Ambrosius, Christian, 2017. "What explains the speed of recovery from banking crises?," Journal of International Money and Finance, Elsevier, vol. 70(C), pages 257-287.
  103. Davide De Gaetano, 2016. "Forecast Combinations For Realized Volatility In Presence Of Structural Breaks," Departmental Working Papers of Economics - University 'Roma Tre' 0208, Department of Economics - University Roma Tre.
  104. Erhard Reschenhofer & David Preinerstorfer & Lukas Steinberger, 2013. "Non-monotonic penalizing for the number of structural breaks," Computational Statistics, Springer, vol. 28(6), pages 2585-2598, December.
  105. David R.B. Stockwell & Kenneth Stewart, 2012. "Biases in the Australian High Quality Temperature Network," Energy & Environment, , vol. 23(8), pages 1273-1294, December.
  106. Gary W. Brester & Kole Swanser & Brett Crosby, 2021. "Adding Weight to a Thinning Live Cattle Market," MSU Staff Papers 310364, Montana State University > Department of Agricultural Economics and Economics.
  107. de Silva, Ashton J & Boymal, Jonathan & Potts, Jason & Thomas, Stuart, 2015. "Does innovation in residential mortgage products explain rising house prices? No," MPRA Paper 62548, University Library of Munich, Germany.
  108. Wakamatsu, Hiroki & Miyata, Tsutomu, 2014. "Do Radioactive Spills from the Fukushima Disaster Have any Influence on Seafood Market in Japan?," MPRA Paper 55667, University Library of Munich, Germany, revised 18 Jun 2014.
  109. Fried, Roland, 2007. "On the robust detection of edges in time series filtering," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 1063-1074, October.
  110. Hiroki Wakamatsu, 2014. "The Impact of MSC Certification on a Japanese Certified Fishery," Marine Resource Economics, University of Chicago Press, vol. 29(1), pages 55-67.
  111. Zhu, Hui-Ming & Li, Rong & Li, Sufang, 2014. "Modelling dynamic dependence between crude oil prices and Asia-Pacific stock market returns," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 208-223.
  112. Arnone, Marco & Romelli, Davide, 2013. "Dynamic central bank independence indices and inflation rate: A new empirical exploration," Journal of Financial Stability, Elsevier, vol. 9(3), pages 385-398.
  113. DIMA, Bogdan & DIMA, Ştefana Maria & IOAN, Roxana, 2021. "Remarks on the behaviour of financial market efficiency during the COVID-19 pandemic. The case of VIX," Finance Research Letters, Elsevier, vol. 43(C).
  114. Lee, Yen-Sheng & Vo, Ace & Chapman, Thomas A., 2022. "Examining the Maturity of Bitcoin Price through a Catastrophic Event: The Case of Structural Break Analysis During the COVID-19 Pandemic," Finance Research Letters, Elsevier, vol. 49(C).
  115. Anne Halvorsen & Haris N. Koutsopoulos & Zhenliang Ma & Jinhua Zhao, 2020. "Demand management of congested public transport systems: a conceptual framework and application using smart card data," Transportation, Springer, vol. 47(5), pages 2337-2365, October.
  116. Andrej Srakar & Miroslav Verbic, 2018. "Internal and external factors in the development of a network organization in the arts: A mediation analysis," ACEI Working Paper Series AWP-05-2018, Association for Cultural Economics International, revised Nov 2018.
  117. Ambrosius, Christian, 2016. "What Explains the Speed of Recovery from Banking Crises?," VfS Annual Conference 2016 (Augsburg): Demographic Change 145606, Verein für Socialpolitik / German Economic Association.
  118. Paolo Libenzio Brignoli & Alessandro Varacca & Cornelis Gardebroek & Paolo Sckokai, 2024. "Machine learning to predict grains futures prices," Agricultural Economics, International Association of Agricultural Economists, vol. 55(3), pages 479-497, May.
  119. Chevallier, Julien, 2011. "Detecting instability in the volatility of carbon prices," Energy Economics, Elsevier, vol. 33(1), pages 99-110, January.
  120. Woojae Myung & Geung-Hee Lee & Hong-Hee Won & Maurizio Fava & David Mischoulon & Maren Nyer & Doh Kwan Kim & Jung-Yoon Heo & Hong Jin Jeon, 2015. "Paraquat Prohibition and Change in the Suicide Rate and Methods in South Korea," PLOS ONE, Public Library of Science, vol. 10(6), pages 1-10, June.
  121. Zhichao Guo & Yuanhua Feng & Thomas Gries, 2015. "Changes of China’s agri-food exports to Germany caused by its accession to WTO and the 2008 financial crisis," China Agricultural Economic Review, Emerald Group Publishing Limited, vol. 7(2), pages 262-279, May.
  122. Julia Nasiadka & Weronika Nitka & Rafa{l} Weron, 2022. "Calibration window selection based on change-point detection for forecasting electricity prices," Papers 2204.00872, arXiv.org.
  123. Abhijit Sharma & Kelvin G Balcombe & Iain M Fraser, 2009. "Non-renewable resource prices: Structural breaks and long term trends," Economics Bulletin, AccessEcon, vol. 29(2), pages 805-819.
  124. Carpantier, Jean-François, 2021. "Anything but gold - The golden constant revisited," Journal of Commodity Markets, Elsevier, vol. 24(C).
  125. Benjamin Petruželka & Miroslav Barták, 2020. "The Identification of Precursor Regulation Impact on the Methamphetamine Market and Public Health Indicators in the Czech Republic: Time Series Structural Break Analysis," IJERPH, MDPI, vol. 17(21), pages 1-28, October.
  126. Márcio P. Laurini & Pedro Chaim, 2021. "Brazilian stock market bubble in the 2010s," SN Business & Economics, Springer, vol. 1(1), pages 1-19, January.
  127. Dean Fantazzini, 2014. "Nowcasting and Forecasting the Monthly Food Stamps Data in the US Using Online Search Data," PLOS ONE, Public Library of Science, vol. 9(11), pages 1-27, November.
  128. Wakamatsu, Hiroki, 2012. "The Impact of the MSC certification on the Japanese fisheries: Case of the Kyoto Flathead Flounder Danish Seine Fishery," MPRA Paper 42505, University Library of Munich, Germany, revised 09 Nov 2012.
  129. Omane-Adjepong, Maurice & Boako, Gidoen & Alagidede, Paul, 2018. "Modelling heterogeneous speculation in Ghana’s foreign exchange market: Evidence from ARFIMA-FIGARCH and Semi-Parametric methods," MPRA Paper 86617, University Library of Munich, Germany.
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