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Fourier ARDL Bounds Test/Evidence
Method evidence record

Fourier ARDL Bounds Test

The Fourier ARDL bounds test augments the Pesaran-Shin-Smith cointegration framework with trigonometric (Fourier) terms that capture gradual, smooth structural breaks in the data-generating process. It tests for a long-run level relationship between variables without requiring the researcher to specify the number, timing, or form of structural breaks in advance.

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Source record

Citations copied verbatim from the method’s source record. No claim-level verification is inferred from them.

Fourier Autoregressive Distributed Lag Bounds Test
Taxonomic method record · regression-model / econometrics
  • Nazlioglu, S., Gormus, A., & Soytas, U. (2021). Oil prices and monetary policy in emerging markets: structural breaks, asymmetries, and Fourier approximations. Energy Economics, 95, 105119. · URL
  • Pesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds testing approaches to the analysis of level relationships. Journal of Applied Econometrics, 16(3), 289-326. · DOI 10.1002/jae.616
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Related methods

Generated from the method graph and shown as machine-suggested relations — no evidence claim is inferred.

Same method familyARDL Bounds Testmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketFourier Engle-Granger cointegrationmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketNonlinear ARDLmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketStructural Break ARDL Bounds Testmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketVector Error Correction Modelmachine-suggested · Relational suggestion, not evidence.

Evidence status

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Bibliographic sources are present. Claim-level evidence review has not been performed.

Sources

2 recorded citations, copied from the method source record.

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