Journal article
Co-breaking: Recent Advances and a Synopsis of the Literature.
- Abstract:
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This article has two aims. First, we provide a synopsis of the literature on co-breaking that has developed in several, seemingly disconnected, strands. We establish a consistent terminology, collect theoretical results, delimit co-breaking to cointegration and common features, and review recent contributions to co-breaking regressions and the budding analysis of co-breaking rank. Second, we present new results in the field, particularly, on the importance of co-breaking for policy analysis, ...
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- Publication status:
- Published
- Peer review status:
- Not peer reviewed
Actions
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- Files:
-
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(Author's original, pdf, 257.0KB)
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- Publisher copy:
- 10.1198/073500106000000422
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Authors
Funding
+ Economic and Social Research Council
More from this funder
Funding agency for:
Hendry, D
Grant:
RES 051 270035
Bibliographic Details
- Publisher:
- Taylor and Francis Publisher's website
- Journal:
- Journal of Business and Economic Statistics Journal website
- Volume:
- 25
- Issue:
- 1
- Pages:
- 33 - 51
- Publication date:
- 2007-01-01
- DOI:
- ISSN:
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0735-0015
Item Description
- Language:
- English
- UUID:
-
uuid:3954c408-5475-4755-9587-674c8b5f9888
- Local pid:
- oai:economics.ouls.ox.ac.uk:10838
- Deposit date:
- 2011-08-16
Related Items
Terms of use
- Copyright holder:
- American Statistical Association
- Copyright date:
- 2007
- Notes:
- This is an Author's Original Manuscript of an article whose final and definitive form, the Version of Record, has been published in the Journal of Business & Economic Statistics (2007), © 2007 American Statistical Association, available online at: http://www.tandfonline.com/10.1198/073500106000000422.
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