Assessing French inflation persistence with impulse saturation break tests and automatic general-to-specific modelling

Santos, Carlos; Oliveira, Maria Alberta

doi:10.1080/00036840701721521

Cited by 9 publications

(2 citation statements)

References 43 publications

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“…BP supplied the appropriate asymptotic theory for the tests, but emphasized that the size and power of these tests are conditional on the trimming factor (i.e., the minimum proportion of observations in each regime). For example, the overall testing procedures can be quite robust to the presence of autocorrelation in the residuals as well as different variances in each regime, but requires an appropriate trimming factor (Santos & Oliveira, ). Given we have 156 observations in the sample a trimming factor of 0.15 would require a minimum of 23 observations in each regime.…”

Section: Empirical Strategymentioning

confidence: 99%

Detecting COOL Impacts on United States–Canada Bilateral Hog and Pork Trade Flows

Rude

Felt

Twine³

2015

Agribusiness

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This paper examines the impact of mandatory Country of Origin Labeling on American imports of Canadian hogs and pork by testing for structural change. Given the uncertainties over the timing of the implementation and reform of COOL, we implement statistical procedures that endogenously test for structural change over multiple time periods. We find evidence that COOL has impacted U.S./Canada feeder and slaughter hog trade flows. In contrast, we found no evidence of structural change for pork trade flows that could be associated with COOL. [EconLit citations: Q17; C12]. C 2015 Wiley Periodicals, Inc.

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Section: Empirical Strategymentioning

confidence: 99%

Detecting COOL Impacts on United States–Canada Bilateral Hog and Pork Trade Flows

Rude

Felt

Twine³

2015

Agribusiness

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“…It has also been applied in such domains as budget deficits (Bajo-Rubio, Díaz-Roldán and Esteve, 2008), export performance (Rodríguez and Samy, 2003) and inflation (Santos and Oliveira, 2008).…”

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confidence: 99%

Recent trends and structural breaks in the US and EU15 labour productivity growth

Turner

Boulhol

2011

Applied Economics

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This article examines shifts in labour productivity growth in the US and in Europe between 1970 and 2007 based on econometric tests of structural breaks. Additionally, it makes use of time-series-based projections of labour productivity growth up to 2009 in order to detect breaks depending on confidence intervals of the projections. The identification of structural breaks in the US labour productivity growth is far from obvious. A statistically significant break is found in the late 1990s only if at least the 97.5th percentile of forecasts materializes in the future, which means that despite a clear pick up in productivity growth in the second half of the 1990s, the size of the hump is not large enough compared with past variations to make this change a statistically significant break. However, a significant break point is detected in the mid-1990s for the difference in labour productivity growth between the US and the EU15, even when controlling for the convergence of Europe towards the US productivity levels that has contributed to higher European performance in the early catch up phase. Finally, within Europe, the accumulation of Information and Communication Technology (ICT) capital seems to be related to differences in the shifts in structural labour productivity growth across countries.

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Does Ricardian equivalence hold in Australia? A revision based on testing super exogeneity with impulse-indicator saturation

Kónya

Abdullaev

2014

Empir Econ

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Assessing French inflation persistence with impulse saturation break tests and automatic general-to-specific modelling

Cited by 9 publications

References 43 publications

Detecting COOL Impacts on United States–Canada Bilateral Hog and Pork Trade Flows

Detecting COOL Impacts on United States–Canada Bilateral Hog and Pork Trade Flows

Recent trends and structural breaks in the US and EU15 labour productivity growth

Does Ricardian equivalence hold in Australia? A revision based on testing super exogeneity with impulse-indicator saturation

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