Structural breaks in analysis lead to false cointegration results, study finds.
The article shows that if you don't consider breaks in data patterns, you might mistakenly think there's a connection between them. This can happen when using certain tests to check if different sets of data are related. The study looked at three tests and found that all of them can give wrong results if they don't account for breaks in the data. So, it's important to be aware of these breaks when analyzing data to avoid making incorrect conclusions about relationships between different sets of information.