In this paper, the convergence of income per capita across U.S. metropolitan statistical areas (metros) are examined over the period between 1969 and 2011. We initiate the analysis with multivariate tests for stability, and the existence of unit roots. The analysis is complemented by the use of...

This paper employs a comprehensive set of “state-of-the-art” unit root tests, including the autoregressive neural network (ARNN) unit root test (Yaya et al. 2021; Oxford Bulletin of Economics and Statistics), to investigate unemployment hysteresis in five European countries: France, Italy, the...

This paper initiates a non-linear fractional unit root test also known as autoregressive neural network–fractional integration (ARNN–FI) test. The test is based on a new multilayer perceptron of a neural network process which is applied in Yaya et al. (2021). Further, to investigate the...

The present paper investigates unemployment hysteresis in 47 Asian countries using annual data from 1991 to 2019. A novel unit root framework, capable of modelling nonlinearity in the form of smooth break is applied due to the small sample sizes of the unemployment data. The results show...

The article aims to investigate the possibility of the convergence and catching up of life expectancy values observed in West African countries with those noted in North African countries. Following the theory of time series convergence, documented in Bernard and Durlauf (1996) and Greasley and...