Showing 1 - 6 of 6
This paper considers the question of whether changes in persistence have occurred during the long-run evolution of U … for a structural break when testing for a break in persistence, thus disentangling the effect of a deterministic break … from that of a stochastic break and advancing the existing literature on the persistence properties of non …
Persistent link: https://www.econbiz.de/10009293729
This study examines the long-memory properties of German energy price indices (specifically, import and export prices, as well as producer and consumer prices) for hard coal, lignite, mineral oil and natural gas adopting a fractional integration modelling framework. The analysis is undertaken...
Persistent link: https://www.econbiz.de/10009646237
The paper studies the persistence of profit and its determinants in emerging markets. We apply Markov chain analysis … empirical results show a moderate level of profit persistence, as well as a relatively low speed of adjustment to the steady …-state profit level, thus providing no support for the hypothesis that there is a lower persistence of profits in emerging markets …
Persistent link: https://www.econbiz.de/10004963898
rate, namely its persistence and cyclical behaviour. It examines annual, monthly, bi-weekly and weekly data, from 1954 …
Persistent link: https://www.econbiz.de/10010592916
This paper examines the degree of persistence of youth unemployment (total, male and female) in twenty-four countries … longmemory processes respectively. The evidence suggests that persistence is particularly high in Japan and some EU countries …
Persistent link: https://www.econbiz.de/10010601624
We investigate the persistence of levels of self-employment and new business formation in different time periods and …
Persistent link: https://www.econbiz.de/10010896194