{"id":3331,"date":"2021-10-01T18:23:21","date_gmt":"2021-10-01T10:23:21","guid":{"rendered":"http:\/\/www.gssinst.org\/irer\/?p=3331"},"modified":"2025-12-03T02:59:39","modified_gmt":"2025-12-02T18:59:39","slug":"the-demerits-of-using-integral-transforms-in-predicting-structural-break-points","status":"publish","type":"post","link":"https:\/\/www.gssinst.org\/irer\/2021\/10\/01\/the-demerits-of-using-integral-transforms-in-predicting-structural-break-points\/","title":{"rendered":"The (De)merits of using Integral Transforms in Predicting Structural Break Points"},"content":{"rendered":"\t\t<div data-elementor-type=\"wp-post\" data-elementor-id=\"3331\" class=\"elementor elementor-3331\" data-elementor-settings=\"[]\">\n\t\t\t\t\t\t<div class=\"elementor-inner\">\n\t\t\t\t\t\t\t<div class=\"elementor-section-wrap\">\n\t\t\t\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-6b084dbc elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"6b084dbc\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t\t\t<div class=\"elementor-row\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-47d15be8\" data-id=\"47d15be8\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-column-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t<div class=\"elementor-widget-wrap\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-73767d13 elementor-widget elementor-widget-text-editor\" data-id=\"73767d13\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<div class=\"elementor-text-editor elementor-clearfix\"><div class=\"article_label\">Article<\/div><p class=\"article_title\">The (De)merits of using Integral Transforms in Predicting Structural Break Points<\/p><div><p class=\"title_label_large\">Author<\/p><p class=\"title_label_large\">Start Page \/ End Page<\/p><p class=\"title_label\">Volume<\/p><p class=\"title_label\">Issue Number<\/p><p class=\"title_label\">Year<\/p><p class=\"title_label_large\">Publication<\/p><\/div><div><p><!-- Author \/ StartEndPage \/ Volume \/ IssueNumber \/ Year \/ Publication --><\/p><p class=\"title_text_large\">Katlego Kola<\/p><p class=\"title_text_large\">405 \/ 467<\/p><p class=\"title_text\">24<\/p><p class=\"title_text\">3<\/p><p class=\"title_text\">2021<\/p><p class=\"title_text_large\">International Real Estate Review<\/p><\/div><div class=\"empty\">\u00a0<\/div><p class=\"abstract_label\">Abstract<\/p><p><!-- Abstract Content --><br \/>The structural break points of returns and volatility are generally illustrated by using uni and-multivariate time series models. Despite the elegance of uni-and-multivariate models, the interchangeability of different structural break points is not well accounted for in those models. This study uses integral transforms (Fourier and Laplace) to illustrate the interchangeability of structural break points of indices. Furthermore, structural break points are validated with commonly used unit root structural break tests [(i) augmented Dickey Fuller (ADF), (ii) ADF-generalized least squares (GLS), Phillips Perron (PP) 1988 and Zivot-Andrews (ZA) 1992 tests]. The results illustrate persistent interchangeability and interconnectedness patterns of structural break points throughout the time series. Moreover, the structural break points tests confirm the findings of the integral transforms.<\/p><p>\u00a0<\/p><p><!-- PDF DownloadLink --><\/p><p class=\"download\"><a href=\"http:\/\/www.gssinst.org\/irer\/wp-content\/uploads\/2023\/12\/v24-no3-4_The-Demerits-of-using-Integral-Transforms-in-Predicting-Structural-Break-Points-.pdf\"><strong>View PDF -https:\/\/doi.org\/10.53383\/100327<\/strong><\/a><\/p><div class=\"empty\">\u00a0<\/div><p class=\"abstract_label\">Keywords<\/p><p><!-- Keywords --><\/p><div><p class=\"p1\">Integral transforms, structural breaks<\/p><\/div><\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t","protected":false},"excerpt":{"rendered":"<p>Article The (De)merits of using Integral Transforms in Predicting Structural Break Points Author Start Page \/ End Page Volume Issue&hellip;<\/p>\n","protected":false},"author":6,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"article-template.php","format":"standard","meta":[],"categories":[225,224],"tags":[],"_links":{"self":[{"href":"https:\/\/www.gssinst.org\/irer\/wp-json\/wp\/v2\/posts\/3331"}],"collection":[{"href":"https:\/\/www.gssinst.org\/irer\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.gssinst.org\/irer\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.gssinst.org\/irer\/wp-json\/wp\/v2\/users\/6"}],"replies":[{"embeddable":true,"href":"https:\/\/www.gssinst.org\/irer\/wp-json\/wp\/v2\/comments?post=3331"}],"version-history":[{"count":5,"href":"https:\/\/www.gssinst.org\/irer\/wp-json\/wp\/v2\/posts\/3331\/revisions"}],"predecessor-version":[{"id":4691,"href":"https:\/\/www.gssinst.org\/irer\/wp-json\/wp\/v2\/posts\/3331\/revisions\/4691"}],"wp:attachment":[{"href":"https:\/\/www.gssinst.org\/irer\/wp-json\/wp\/v2\/media?parent=3331"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.gssinst.org\/irer\/wp-json\/wp\/v2\/categories?post=3331"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.gssinst.org\/irer\/wp-json\/wp\/v2\/tags?post=3331"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}