Are Apparent Findings of Nonlinearity Due to Structural Instability in Economic Time Series

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Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks (2010, background): “Examples include Pesaran, Pettenuzzo and Timmerman (2006) and Koop and Potter (2007).”
Estimation and forecasting in models with multiple breaks (2007, methodology): “This was the approach followed in Koop and Potter (2001) and it has the advantage that one can also integrate out over lag length in a trivial fashion. in the in ation process both in the conditional mean and conditional variance of a smooth type.”
Price Setting and Inflation Persistence: Did Emu Matter? (2006, unknown): “This specification is quite standard in the literature (Koop, 2003; Koop and Potter, 2001) and has the advantage of capturing permanent or transitory changes in the dynamics of inflation process of the types that EMU might have introduced.”
Non-Linear Unit Root Properties of Crude Oil Production (2009, unknown): “As noted by Koop and Potter (2001), " if departures from linearity exist, it is important to know whether these are endogenously generated (as in, for example, a threshold autoregressive model) or whether they merely reflect changing structure over time.”
Forecasting and Estimating Multiple Change-Point Models with an Unknown Number of Change Points (2004, unknown): “4 The desirable properties of this feature are explored in more detail in Koop and Potter (2004).5”