Measuring unemployment persistence in terms of I(d) statistical models
In the paper the unemployment rate series of nineteen countries are examined by means of fractionally integrated techniques. The results show that unemployment series are more persistent in some countries, such as Finland, Belgium or Spain, than in others, like the USA, Japan, Austria, Italy or Canada.
Year of publication: |
2001
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Authors: | Gil-Alana, Luis |
Published in: |
Applied Economics Letters. - Taylor & Francis Journals, ISSN 1350-4851. - Vol. 8.2001, 12, p. 761-763
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Publisher: |
Taylor & Francis Journals |
Saved in:
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