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Multiple Structural Breaks in Australia's Macroeconomic Data: An Application of the Lumbsdaine and Papell Test

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posted on 2024-11-14, 02:15 authored by Abbas Valadkhani, Allan Layton, Mosayeb Pahlavani
This paper employs all available annual time series data to endogenously determine the timing of structural breaks for 10 macroeconomic variables in the Australian economy.

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Citation

Valadkhani, A., Pahlavani, M. & Layton, A. (2005). Multiple Structural Breaks in Australia''s Macroeconomic Data: An Application of the Lumbsdaine and Papell Test. International Journal of Applied Econometrics and Quantitative Studies, 2 (3), 19-32.

Journal title

International Journal of Applied Econometrics and Quantitative Studies

Volume

2

Issue

3

Pagination

19-32

Language

English

RIS ID

13098

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    Keywords

    MultipleStructuralBreaksAustraliaMacroeconomicDataApplicationLumbsdainePapellTest

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    Copyright - All rights reserved

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