Structural Breaks in Financial Panel Data

Karavias, Yiannis

doi:10.1007/978-3-030-73443-5_95-1

Cited by 36 publications

References 47 publications

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Admissions of Children and Adolescents With Deliberate Self-harm to Intensive Care During the SARS-CoV-2 Outbreak in Australia

et al. 2022

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IMPORTANCEIdentification of potential indirect outcomes associated with the COVID-19 pandemic in the pediatric population may be essential for understanding the challenges of the current global public health crisis for children and adolescents. OBJECTIVE To investigate whether the SARS-CoV-2 outbreak and subsequent effective public health measures in Australia were associated with an increase in admissions to intensive care units (ICUs) of children and adolescents with deliberate self-harm (DSH). DESIGN, SETTING, AND PARTICIPANTS This national, multicenter cohort study was conducted using the Australian data subset of the binational Australian and New Zealand Paediatric Intensive Care registry, a collaborative containing more than 200 000 medical records with continuous contributions from all 8 Australian specialist, university-affiliated pediatric ICUs, along with 1 combined neonatal-pediatric ICU and 14 general (adult) ICUs in Australia. The study period

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Admissions of Children and Adolescents With Deliberate Self-harm to Intensive Care During the SARS-CoV-2 Outbreak in Australia

et al. 2022

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US grass‐fed beef premiums

2022

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This study examined monthly retail‐level price premiums for grass‐fed beef (relative to conventional grain‐fed beef) in the United States from 2014 through 2021. We found that premiums were heterogeneous, with premium cuts, such as sirloin steak, tenderloin, ribeye and filet mignon enjoying the highest premiums. Premiums were not consistent with price levels, as the lowest premiums were observed for short ribs, skirt steak and flank steak. Our findings suggest that grass‐fed beef price premiums were negatively affected by the consumption of food away from home. Changes in income, increased information about taste, protein and minerals, fat, revocation of the USDA grass‐fed certification program in 2016 and COVID‐19 pandemic, also affected premiums for several individual cuts. Premiums were not sensitive to changes in information about climate change. [EconLit Citations: Q11, Q13].

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The Relationship Between Interest Rates and Agricultural Commodity Price Dynamics

Sun,

Katchova

2024

Agribusiness

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The U.S. Federal Reserve has undertaken several interest rate interventions in the past decade. This study explores the relationship between U.S. corn and soybean prices and Federal Reserve monetary policy interventions, in the short and long run. We use a nonlinear autoregressive distributed lag model to capture three key features of agricultural commodity price responses to changes in interest rates. First, we observe that corn and soybean prices initially overreact to changes in interest rates, overshooting their long‐run equilibrium before gradually reverting. Second, in the short run, the relationship between soybean prices and interest rates is asymmetric; the initial price change is more pronounced for an interest rate increase than for a decrease of the same magnitude. Lastly, both corn and soybean prices display symmetry in the long run. These results help to understand how changes in interest rates affect commodity prices. Assessing the relationship between agricultural commodity prices and interest rates can assist farmers and processors in planning investments and loans based on interest rate forecasts.

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Structural Breaks in Financial Panel Data

Cited by 36 publications

References 47 publications

Admissions of Children and Adolescents With Deliberate Self-harm to Intensive Care During the SARS-CoV-2 Outbreak in Australia

Admissions of Children and Adolescents With Deliberate Self-harm to Intensive Care During the SARS-CoV-2 Outbreak in Australia

US grass‐fed beef premiums

The Relationship Between Interest Rates and Agricultural Commodity Price Dynamics

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