اختبارات جذر الوحدة والانكسارات الهيكلية: دراسة تطبيقية على سلسلة سعر البترول

Abstract EN

This paper aims to study unit root and structural breaks tests for the oil price series during the period 1960-2018.

in this framework were conducted different tests of the unit root with structural breaks, which enabled to compare the possible differences, and we discuss the distinction between taking structural break dates as exogenously determined, and endogenously testing break dates.

the results show that the oil price has unit root and that breaks are rapidly.

in addition, most of the dates of structural breaks were coincidental with economic crises.

the results also indicate that more than one test should be used and compared when testing structural breaks in time series.