Core Facility Hohenheim

Permanent URI for this collectionhttps://hohpublica.uni-hohenheim.de/handle/123456789/16626

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Detecting multiple structural breaks in systems of linear regression equations with integrated and stationary regressors
(2025) Schweikert, Karsten
In this paper, we propose a two‐step procedure based on the group LASSO estimator in combination with a backward elimination algorithm to detect multiple structural breaks in linear regressions with multivariate responses. Applying the two‐step estimator, we jointly detect the number and location of structural breaks and provide consistent estimates of the coefficients. Our framework is flexible enough to allow for a mix of integrated and stationary regressors, as well as deterministic terms. Using simulation experiments, we show that the proposed two‐step estimator performs competitively against the likelihood‐based approach in finite samples. However, the two‐step estimator is computationally much more efficient. An economic application to the identification of structural breaks in the term structure of interest rates illustrates this methodology.
Household food waste quantification and cross-examining the official figures: A study on household wheat bread waste in Shiraz, Iran
(2022) Ghaziani, Shahin; Ghodsi, Delaram; Schweikert, Karsten; Dehbozorgi, Gholamreza; Faghih, Shiva; Mohabati, Shabnam; Doluschitz, Reiner
The global consumer food waste (FW) estimates are mainly based on modeling data obtained from governments. However, a major data gap exists in FW at the household level, especially in developing countries. Meanwhile, the reliability of the existing data is questionable. This study aimed to quantify wheat bread waste (HBW) in Shiraz, Iran, and cross-examine the governmental HBW data. Face-to-face waste recall questionnaire interviews were conducted in 419 households from December 2018 to August 2019. A multistage sampling strategy consisting of stratification, clustering, and systematic sampling was employed. Moreover, we carried out a comprehensive document review to extract and analyze the official HBW data. The results revealed that the HBW in Shiraz is 1.80%—the waste amounts for traditional bread and non-traditional bread were 1.70% and 2.50%, respectively. The survey results were compared with the previous official data, revealing a substantial contradiction with the 30% HBW reported between 1991 and 2015. Possible reasons for this disparity are explored in this paper. Although our results cannot be generalized to other food commodities and locations, our findings suggest that considering the substantial likelihood of bias in the official data, policymakers should conduct more FW measurements and re-evaluate the accuracy of the existing data.
Investigating the environmental Kuznets curve between economic growth and chemical fertilizer surpluses in China: a provincial panel cointegration approach
(2022) Yu, Xiaomin; Schweikert, Karsten; Doluschitz, Reiner
This study investigated the relationship between fertilizer nitrogen (N) and phosphate (P) surpluses and economic development on the regional level in China. With a balanced panel dataset covering 30 provinces of mainland China from 1988 to 2019, we employed panel cointegrating polynomial regression (CPR) analysis using fully modified OLS (FM-OLS) estimators. Our results suggested that all provinces exhibit a long-run cointegrated relationship between fertilizer surpluses and real per capita gross regional product (GRP). A total of 22 provinces out of 30 showed a significant inverted U-shaped environmental Kuznets curve (EKC). Among those, 14 provinces are considered to have reached the peak and 8 provinces are considered to be before the peak. The group-mean turning points on the EKC are CNY 7022, CNY 9726, CNY 4697, CNY 3749, and CNY 5588 per capita GRP (1978 = 100) for the Northeast, Northcentral, Middle, and lower reaches of the Yangtze River, Southwest and Northwest China, respectively. The overall turning point of China is CNY 6705 per capita real gross domestic product (GDP), which was reached in circa 2012. This shows a general improvement of chemical fertilizer management in China. However, six provinces still exhibit linear growth in fertilizer surpluses when the economy grows. These regions are characterized by high cash-crop ratios and are mostly located along the southeast coast. Therefore, more effort and attention should be given to these regions to promote further fertilizer reduction. At the same time, nutrient use efficiencies should be improved, especially for cash crops such as fruit and vegetables.
Predictor preselection for mixed‐frequency dynamic factor models: a simulation study with an empirical application to GDP nowcasting
(2025) Franjic, Domenic; Schweikert, Karsten
We investigate the performance of dynamic factor model nowcasting with preselected predictors in a mixed‐frequency setting. The predictors are selected via the elastic net as it is common in the targeted predictor literature. A simulation study and an application to empirical data are used to evaluate different strategies for variable selection, the influence of tuning parameters, and to determine the optimal way to handle mixed‐frequency data. We propose a novel cross‐validation approach that connects the preselection and nowcasting step. In general, we find that preselecting provides more accurate nowcasts compared with the benchmark dynamic factor model using all variables. Our newly proposed cross‐validation method outperforms the other specifications in most cases.

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