is characterised by long-range dependence or long-memory behaviour, with an order of integration higher than 0 and …

a Kaleckian framework, emphasizing the long-memory properties of wages. We develop a stochastic model in which wages … persistence of unemployment by weakening consumption and effective demand over time. Our findings highlight that long-memory wage …

a Kaleckian framework, emphasizing the long-memory properties of wages. We develop a stochastic model in which wages … persistence of unemployment by weakening consumption and effective demand over time. Our findings highlight that long-memory wage …

is characterised by long-range dependence or long-memory behaviour, with an order of integration higher than 0 and …

to 15 January 2026 for the latter. Their long-memory and persistence properties are investigated initially over the full …

This paper uses fractional integration methods to analyse the long-memory and persistence properties of inflation in …

This study investigates the long-memory properties of the prices of three Kenyan commodities (tea, coffee and …

We consider a threshold regression model in a long-memory setting. A method for estimating the threshold parameter is …, but approaches the usual fast rate of Op(n-1)when the long-memory parameter of the residuals converges to zero …