Showing 11 - 20 of 58
Persistent link: https://www.econbiz.de/10011995632
Persistent link: https://www.econbiz.de/10011995775
Persistent link: https://www.econbiz.de/10011996351
Persistent link: https://www.econbiz.de/10011996362
In this paper we have examined the unemployment rate series in Turkey by using long memory models and in particular employing fractionally integrated techniques. Our results suggest that unemployment in Turkey is highly persistent, with orders of integration equal to or higher than 1 in most...
Persistent link: https://www.econbiz.de/10012119645
This paper examines the relationship between the logarithms of CO2 emissions and real GDP in China by applying fractional integration and cointegration methods. The univariate results indicate that the two series are highly persistent, their orders of integration being around 2, whilst the...
Persistent link: https://www.econbiz.de/10012119768
Persistent link: https://www.econbiz.de/10010520824
both the S&P 500 Index and the Euro Stoxx 50 Index. Also, fractional cointegration appears to hold at least for the …
Persistent link: https://www.econbiz.de/10011334455
This study examines the relationship between healthcare expenditure and disposable income in the 50 US states over the period 1966-2009 using fractional integration and cointegration techniques. The degree of integration and nonlinearity of both series are found to vary considerably across...
Persistent link: https://www.econbiz.de/10011280006
This study examines the relationship between healthcare expenditure and disposable income in the 50 US states over the period 1966-2009 using fractional integration and cointegration techniques. The degree of integration and non-linearity of both series are found to vary considerably across...
Persistent link: https://www.econbiz.de/10011283833