Concepedia

Cointegration Breaks

Cointegration Breaks is a structural break analysis framework that identifies and models abrupt changes in the long-run equilibrium relationship among cointegrated time series variables.

264

Publications

22.6K

Citations

476

Authors

343

Institutions

Publications per year

2017–2026

70

Parents

Publications

264

Residual-based tests for cointegration in models with regime shifts

Allan W. Gregory, Bruce E. Hansen · Journal of Econometrics · 1996 · 2.5K citations · Full text

, , +13

Further evidence on breaking trend functions in macroeconomic variables

Pierre Perrón · Journal of Econometrics · 1997 · 2K citations · Full text

, , +15

Multiple Trend Breaks and the Unit-Root Hypothesis

Robin L. Lumsdaine, David H. Papell · The Review of Economics and Statistics · 1997 · 1.5K citations

, , +15

A Simple Test for Cointegration in Dependent Panels with Structural Breaks*

Joakim Westerlund, David Edgerton · Oxford Bulletin of Economics and Statistics · 2008 · 768 citations · Full text

, , +16

Energy consumption and real GDP in G7 countries: New evidence from panel cointegration with structural breaks

Paresh Kumar Narayan, Russell Smyth · Energy Economics · 2007 · 740 citations

, , +12

1–5 of 264

Authors

476

  1. LA
    Luis A. Gil‐Alana

    Universidad de Navarra, Spain

    6 publications · 270 citations

    6

    h-index

  2. JW
    Joakim Westerlund

    Lund University, Sweden

    6 publications · 1.3K citations

    6

    h-index

  3. MS
    Muhammad Shahbaz

    COMSATS University Islamabad, Pakistan

    5 publications · 178 citations

    5

    h-index

  4. AB
    Anindya Banerjee

    European University Institute, Italy

    5 publications · 1K citations

    5

    h-index

  5. PK
    Paresh Kumar Narayan

    Deakin University, Australia

    4 publications · 808 citations

    4

    h-index

1–5 of 476

Institutions

343

  1. Universidad de Navarra

    Pamplona, Spain

    6 h-index

    6 publications

    270 citations

  2. Monash University

    Melbourne, Australia

    5 h-index

    6 publications

    1K citations

  3. Lund University

    Lund, Sweden

    5 h-index

    7 publications

    2.2K citations

  4. University of Pretoria

    Pretoria, South Africa

    4 h-index

    12 publications

    482 citations

  5. Griffith University

    Brisbane, Australia

    4 h-index

    4 publications

    132 citations

  6. University of Nottingham

    Nottingham, United Kingdom

    4 h-index

    6 publications

    440 citations

  7. University of Oxford

    Oxford, United Kingdom

    4 h-index

    4 publications

    1.1K citations

  8. COMSATS University Islamabad

    Islamabad, Pakistan

    4 h-index

    6 publications

    401 citations

1–8 of 343

Venues

  1. SSRN Electronic Journal

    Repository · 15 publications · 314 citations

    12

    h-index

  2. Journal of Econometrics

    11 publications · 5.8K citations

    11

    h-index

  3. RePEc: Research Papers in Economics

    Repository · 12 publications · 187 citations

    10

    h-index

  4. Applied Economics Letters

    9 publications · 235 citations

    9

    h-index

  5. Economics Letters

    8 publications · 238 citations

    8

    h-index

1–5