Measuring unemployment persistence in terms of I(d) statistical models

In the paper the unemployment rate series of nineteen countries are examined by means of fractionally integrated techniques. The results show that unemployment series are more persistent in some countries, such as Finland, Belgium or Spain, than in others, like the USA, Japan, Austria, Italy or Canada.

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Year of publication:	2001
Authors:	Gil-Alana, Luis
Published in:	Applied Economics Letters. - Taylor & Francis Journals, ISSN 1350-4851. - Vol. 8.2001, 12, p. 761-763
Publisher:	Taylor & Francis Journals

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009195775