the fractional integration parameter of each series. Almost all of them are found to be highly persistent, with orders of …

This paper investigates unemployment persistence in the 27 EU member states by applying fractional integration methods …

complexities, structural changes and nonlinearities in modern financial markets, we employ the fractional integration technique … which performs better than other commonly used techniques in the presence of structural breaks, fractional integration …

This paper analyses the relationship between CPI and real GDP in both the US and the UK using fractional integration …

prices and bond yields using fractional integration techniques. The model is estimated first over the period January 1966 …

This paper uses R/S analysis and fractional integration techniques to examine the persistence of two sets of 12 ESG and …