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This paper investigates unemployment persistence in the 27 EU member states by applying fractional integration methods …
Persistent link: https://www.econbiz.de/10012668044
This paper analyses monthly hours worked in the US over the sample period 1939m1 - 2011m10 using a cyclical long memory model; this is based on Gegenbauer processes and characterised by autocorrelations decaying to zero cyclically and at a hyperbolic rate along with a spectral density that is...
Persistent link: https://www.econbiz.de/10009514773
Persistent link: https://www.econbiz.de/10003364224