Multiple Structural Breaks in Interactive Effects Panel Data Models
(2025) In Journal of Applied Econometrics 40(1).- Abstract
- This paper develops new econometric methods for multiple structural break detection in panel data models with interactive fixed effects. The new methods include tests for the presence of structural breaks, estimators for the number of breaks and their location, and a method for constructing asymptotically valid break date confidence intervals. The new methodology is applied to a large panel of US banks for a period characterized by massive quantitative easing programs aimed at lessening the impact of the global financial crisis and the COVID-19 pandemic. The question we ask is as follows: Have these programs been successful in spurring bank lending in the US economy? The short answer turns out to be: “No”.
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/5f59d6e3-2d5f-489b-bf91-8fa94a41a5ce
- author
- Ditzen, Jan ; Karavias, Ioannis and Westerlund, Joakim LU
- organization
- publishing date
- 2025
- type
- Contribution to journal
- publication status
- published
- subject
- in
- Journal of Applied Econometrics
- volume
- 40
- issue
- 1
- publisher
- John Wiley & Sons Inc.
- external identifiers
-
- scopus:85208937797
- ISSN
- 0883-7252
- DOI
- 10.1002/jae.3097
- language
- English
- LU publication?
- yes
- id
- 5f59d6e3-2d5f-489b-bf91-8fa94a41a5ce
- date added to LUP
- 2024-09-04 08:37:23
- date last changed
- 2025-12-03 17:11:32
@article{5f59d6e3-2d5f-489b-bf91-8fa94a41a5ce,
abstract = {{This paper develops new econometric methods for multiple structural break detection in panel data models with interactive fixed effects. The new methods include tests for the presence of structural breaks, estimators for the number of breaks and their location, and a method for constructing asymptotically valid break date confidence intervals. The new methodology is applied to a large panel of US banks for a period characterized by massive quantitative easing programs aimed at lessening the impact of the global financial crisis and the COVID-19 pandemic. The question we ask is as follows: Have these programs been successful in spurring bank lending in the US economy? The short answer turns out to be: “No”.}},
author = {{Ditzen, Jan and Karavias, Ioannis and Westerlund, Joakim}},
issn = {{0883-7252}},
language = {{eng}},
number = {{1}},
publisher = {{John Wiley & Sons Inc.}},
series = {{Journal of Applied Econometrics}},
title = {{Multiple Structural Breaks in Interactive Effects Panel Data Models}},
url = {{http://dx.doi.org/10.1002/jae.3097}},
doi = {{10.1002/jae.3097}},
volume = {{40}},
year = {{2025}},
}