González-Val, Rafael - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-22
whether the foreclosure rate is a stationary series, exhibits a unit root or is stationary around a process subject to … percentage of unit root rejections is around 40%, thus, providing the evidence of both stationarity around occasional shocks that … have permanent effects, and of a unit root, where all shocks have a permanent effect on the foreclosure rate. We also test …