Search results for " structural breaks"

showing 5 items of 5 documents

The euro impact on trade. Long run evidence with structural breaks

2012

In this paper we present new evidence on the euro effect on trade. We use a data set containing all bilateral combinations in a panel of 26 OECD countries during the period 1967-2008. From a methodological point of view, we implement a new generation of tests that allow solving some of the problems derived from the non-stationary nature of the data. To this aim we apply panel tests that account for the presence of cross-section dependence as well as discontinuities in the non-stationary panel data. We test for cointegration between the variables using panel cointegration tests, especially the ones proposed by Banerjee and Carrióni- Silvestre (2010). We also efficiently estimate the long-run…

Gravity models; trade; panel cointegration; common factors; structural breaks; cross-section dependence.
researchProduct

50 years of capital mobility in the eurozone: breaking the Feldstein-Horioka puzzle

2021

AbstractThis paper assesses capital mobility for the Eurozone countries by studying the long-run relationship between domestic investment and savings for the period 1970-2019. Our main goal is to analyze the impact of economic events on capital mobility during this period. We apply the cointegration methodology in a setting that allows us to identify endogenous breaks in the long-run saving-investment relationship. Precisely, the breaks coincide with relevant economic events. We find a downward trend in the saving-investment retention since the 70s for the so-called “core countries”, whereas this trend is not so evident in the peripheral, where the financial and sovereign crises have had a …

Economics and Econometricscointegrationmultiple structural breaksF36UNESCO::CIENCIAS ECONÓMICASunit rootsF45feldstein-horioka puzzle:CIENCIAS ECONÓMICAS [UNESCO]capital mobilityFeldstein-horioka puzzleO16
researchProduct

New Evidence of the Real Interest Rate Parity for OECD Countries Using Panel Unit Root Tests with Breaks

2006

This paper tests for real interest parity (RIRP) among the nineteen major OECD countries over the period 1978:Q2-1998:Q4. The econometric methods applied consist of combining the use of several unit root or stationarity tests designed for panels valid under cross-section dependence and presence of multiple structural breaks. Our results strongly support the fulfillment of the weak version of the RIRP for the studied period once dependence and structural breaks are accounted for.

Econometric methodsEconomicsEconometricsjel:F21jel:F32jel:C32Unit rootOecd countriesjel:C33Real interest rateParity (mathematics)Real interest rate parity economic integration panel data unit root tests structural breaks cross-section dependenceSSRN Electronic Journal
researchProduct

Trade Openness and Income: A Tale of Two Regions

2015

In this article we present evidence of the long-run effect of trade openness on income per worker for two regions that have followed different liberalization strategies, namely Asia and Latin America. A model that re-examines these questions is estimated for two panels of Asian and Latin American countries over the 1980-2008 period using a novel empirical approach that accounts for endogeneity as well as for the time series properties of the variables involved. From an econometric point of view, we apply recent panel cointegration techniques based on factor models that account for two additional elements usually neglected in previous empirical literature: cross-dependence and structural bre…

MacroeconomicsGDP per worker trade openness panel cointegration structural breaks crosssection dependence Asia Latin Americapanel cointegrationEconomics and EconometricsLatin AmericansAsiaDeveloping countryjel:F43jel:C22Discount pointsjel:O40Accounting0502 economics and businessOpenness to experienceEconomicsEndogeneityGDP per worker050207 economicscrosssection dependence050205 econometrics Factor analysisCointegrationLiberalization05 social sciences1. No povertytrade opennessjel:F15Latin America8. Economic growthPolitical Science and International Relationsstructural breaksFinance
researchProduct

Wavelet Analysis and Denoising: New Tools for Economists

2007

This paper surveys the techniques of wavelets analysis and the associated methods of denoising. The Discrete Wavelet Transform and its undecimated version, the Maximum Overlapping Discrete Wavelet Transform, are described. The methods of wavelets analysis can be used show how the frequency content of the data varies with time. This allow us to pinpoint in time such events as major structural breaks. The sparse nature of the wavelets representation also facilitates the process of noise reduction by nonlinear \textit{wavelet shrinkage,} which can be used to reveal the underlying trends in economic data. An application of these techniques to the UK real GDP (1873--2001) is described. The purpo…

Wavelets Denoising Structural Breaks Trend Estimation.Settore SECS-P/05 - Econometria
researchProduct