Identifying regime switches using causal recipes

Kun-Huang Huarng

Journal of Business Research, 2016, vol. 69, issue 4, 1498-1502

Abstract: This study proposes a new method to identify regime switches in a time series. First, the method uses fuzzy set/qualitative comparative analysis (fsQCA) instead of quantitative methods because studies show that fsQCA outperforms quantitative methods. The new method is unique in that the method examines causes for regime switches instead of outcome as in previous studies. FsQCA explores the relationships between relevant antecedents of energy consumption and gross domestic product as the outcome. Historical events validate the results, which demonstrate that the method successfully identifies regime switches.

Keywords: Causal combinations; Regime switches (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:jbrese:v:69:y:2016:i:4:p:1498-1502

DOI: 10.1016/j.jbusres.2015.10.131

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