Title: A SAS macro for examining stationarity under the presence of up to m endogenous structural breaks with an application on EU28 agri-food exports

Authors: Dimitrios Dadakas

Addresses: Department of Economics, University of Ioannina, Panepistimioupoli, 45110, Ioannina, Greece

Abstract: I present a SAS macro that allows the examination of stationarity under the presence of up to m, endogenously determined, structural breaks using the methodology presented by Kapetanios (2005). The computationally intensive grid-search procedure allows researchers with minimum programming skills to easily apply the macro to the scope of their research. I demonstrate the macro using EU28 exports of agri-food products, HS categories 1 through 24. The code prepares a report of the results in PDF format.

Keywords: endogenous structural breaks; stationarity; time series; SAS; macro.

DOI: 10.1504/IJCEE.2022.122833

International Journal of Computational Economics and Econometrics, 2022 Vol.12 No.3, pp.275 - 283

Received: 17 Mar 2020
Accepted: 13 Mar 2021
Published online: 13 May 2022 *

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