This article deals with the analysis of house price indexes from a long-range dependence viewpoint. In particular, it estimates the fractional differencing parameter in the London and Paris house price series recognizing in some cases the potential seasonality and allowing for breaks in the...

This article investigates inflation in Mozambique using long-range dependence (LRD) techniques in monthly data from December 1995 to October 2012. Two important features of the data are analysed: persistence and seasonality, looking at aggregated and disaggregated data. The stability of the...

This article analyses how long former university students stay unemployed, when searching for a new job after the leaving of the French higher education. Cox duration models are used to account for the proportional hypothesis. The main result of this article is that the worker's recruitment is...