השוואת שיטות

	רגרסיית קוונטיל-על-קוונטיל פורייה	מבחן גריינג'ר לסיבתיות פורייה
תחום	אקונומטריקה	אקונומטריקה
משפחה	Regression model	Regression model
שנת המקור	2015-2020s	2016
הוגה השיטה	Extension combining Sim & Zhou (2015) QQ regression with Fourier flexible-form smoothing	Enders and Jones
סוג	Nonparametric quantile regression with Fourier smoothing	Causality test
מקור מכונן	Sim, N., & Zhou, H. (2015). Oil prices, US stock return, and the dependence between their quantiles. Journal of Banking and Finance, 55, 1-8.	Enders, W., & Jones, P. (2016). Grain prices, oil prices, and multiple smooth breaks in a VAR. Studies in Nonlinear Dynamics and Econometrics, 20(4), 399–419.
כינויים	Fourier QQ regression, Fourier-QQR, Fourier quantile regression with quantile regressors, smooth structural-break QQ regression	Fourier Granger causality test, Enders-Jones Granger causality, smooth structural break Granger test, spectral Granger causality
קשורות	6	6
תקציר	Fourier quantile-on-quantile regression extends the quantile-on-quantile (QQ) framework of Sim and Zhou (2015) by embedding Fourier trigonometric terms into the local linear quantile model. This allows the estimated dependence between the quantiles of one variable and the quantiles of another to vary smoothly over time, capturing gradual structural change without imposing a known break date.	The Fourier Granger causality test extends the classic Granger causality framework by embedding low-frequency Fourier terms in the VAR equation, allowing the causal relationship to shift gradually over time without requiring the researcher to pre-specify the number or location of structural breaks.