scholarly journals Forecasting House Prices in the United States with Multiple Structural Breaks

2014 ◽  
Vol 6 (1) ◽  
pp. 1-23 ◽  
Author(s):  
Mahua Barari ◽  
Nityananda Sarkar ◽  
Srikanta Kundu ◽  
Kushal Banik Chowdhury
Keyword(s):  
United States ◽  
Structural Breaks ◽  
House Prices ◽  
The United States ◽  
Multiple Structural Breaks

scholarly journals House prices and credit risk: Evidence from the United States

2015 ◽  
Vol 51 ◽  
pp. 123-135 ◽  
Author(s):  
Mohammad Tajik ◽  
Saeideh Aliakbari ◽  
Thaana Ghalia ◽  
Sepideh Kaffash
Keyword(s):  
United States ◽  
Credit Risk ◽  
House Prices ◽  
The United States

scholarly journals Does Economic Policy Uncertainty Affect CO2 Emissions? Empirical Evidence from the United States

2020 ◽  
Vol 12 (21) ◽  
pp. 9108 ◽  
Author(s):  
Qing Wang ◽  
Kefeng Xiao ◽  
Zhou Lu
Keyword(s):  
United States ◽  
Economic Policy ◽  
Co2 Emissions ◽  
Structural Breaks ◽  
Unit Root Test ◽  
The United States ◽  
Policy Uncertainty ◽  
Energy Prices ◽  
Economic Policy Uncertainty ◽  
Long Run

This paper aims to examine the effects of economic policy uncertainty (measured by the World Uncertainty Index—WUI) on the level of CO2 emissions in the United States for the period from 1960 to 2016. For this purpose, we consider the unit root test with structural breaks and the autoregressive-distributed lag (ARDL) model. We find that the per capita income promotes CO2 emissions in the long run. Similarly, the WUI measures are positively associated with CO2 emissions in the long run. Energy prices negatively affect CO2 emissions both in the short run and the long run. Possible implications of climate change are also discussed.

scholarly journals International Mobility of Capital in the United States: Robust Evidence from Time-Series Tests

2016 ◽  
Vol 8 (2) ◽  
Author(s):  
Tarlok Singh
Keyword(s):  
United States ◽  
Structural Breaks ◽  
High Mobility ◽  
The United States ◽  
Single Equation ◽  
Numerical Magnitude ◽  
Domestic Saving ◽  
Slope Parameter ◽  
International Mobility ◽  
Long Run

AbstractThis study examines the relationship between domestic saving and investment and measures the international mobility of capital in the United States. The long-run model, “with” and “without” structural breaks, is estimated using several single-equation and system estimators to assess the robustness of results and take an exhaustive account of the methodological and measurement issues. The results provide dominant support for the long-run relationship between domestic saving and investment. The estimates of the slope parameter on saving above zero and the dominant support for cointegration between saving and investment across estimators vindicate the validity of intertemporal budget constraint and suggest the sustainability of current account deficits. The numerical magnitude of the slope parameter on saving is consistently low across estimators. The results showing the low slope parameter on saving resonate with the observed high mobility of capital. The estimates of the model with structural breaks reinforce the dominant support for the long-run relationship between domestic saving and investment. The inclusion of these structural breaks in the model generally reduces the numerical magnitude of the slope parameter on saving and suggests the high mobility of capital.

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