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 …

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 …

the breaks in the parameters and in the covariance of a system of long memory time series regressions is proposed. The …This paper focuses on the estimation and testing of multiple breaks that occur at unknown dates in multivariate long … memory time series regression models, allowing for fractional cointegration. A likelihood-ratio based approach for estimating …

to January 2024 using fractional integration methods. The results support the hypothesis of long memory and mean …

This paper examines the long-memory properties of returns of exchange-traded funds (ETFs) specializing in robotics and …

In this paper we find an alternative explanation for the presence of long memory in marginalized time series of an … MA(1) part of the data generating process followed by the marginalized time series. For a given time dimension T the long … memory observed in the marginalized time series will depend on the number of time series in the VAR(1) system but not on the …