How to detect regime changes?

Détecter les changements de régime: quelles méthodes ?

Robert Boyer and Sandrine Michel ()
Additional contact information
Robert Boyer: EHESS, GIS IDA - Institut des Amériques - Université Sorbonne Nouvelle - Paris 3 - M.E.N.E.S.R. - Ministère de l'Education nationale, de l’Enseignement supérieur et de la Recherche - CNRS - Centre National de la Recherche Scientifique
Sandrine Michel: UMR ART-Dev - Acteurs, Ressources et Territoires dans le Développement - Cirad - Centre de Coopération Internationale en Recherche Agronomique pour le Développement - UPVM - Université Paul-Valéry - Montpellier 3 - UPVD - Université de Perpignan Via Domitia - UM - Université de Montpellier - CNRS - Centre National de la Recherche Scientifique

Post-Print from HAL

Abstract: Against the structurally stable equilibrium hypothesis of new classical macroeconomics, econometric research on regime shifts was once stimulated by disequilibrium theory. Regulation theory has mobilized these techniques to show how institutionalized compromises are at the origin of possible macroeconomic regularities, which may or may not have repercussions on the accumulation regime. The chapter reviews the various techniques available and discusses their relevance, then presents the main results thus obtained. They express the synergy between an institutionalist and historical approach and the econometrics of regime change. The period of intense structural transformations, evident in the 2020s, calls for a relaunch of this research program.

Keywords: Disequilibrium Econometrics; Institutional forms; Stability tests; Causality tests; Co-integration; Accumulation regime; Mode of regulation; Econométrie du déséquilibre; Formes institutionnelles; Tests de stabilité; Tests de causalité; Co-intégration; Régime d’accumulation; Mode de régulation (search for similar items in EconPapers)
Date: 2023-09-09
New Economics Papers: this item is included in nep-hme
Note: View the original document on HAL open archive server: https://hal.umontpellier.fr/hal-04254971v1
References: View references in EconPapers View complete reference list from CitEc
Citations:

Published in Théorie de la régulation, un nouvel état des savoirs, Dunod, 2023, 978-2-10-084057-1

Downloads: (external link)
https://hal.umontpellier.fr/hal-04254971v1/document (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-04254971

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().