Showing 1 - 10 of 128
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/10010287315
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/10010288234
This paper examines the degree of persistence of youth unemployment (total, male and female) in twenty-four countries …-memory processes respectively. The evidence suggests that persistence is particularly high in Japan and some EU countries such as Spain …
Persistent link: https://www.econbiz.de/10010288467
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/10010289802
rate, namely its persistence and cyclical behaviour. It examines annual, monthly, bi-weekly and weekly data, from 1954 …
Persistent link: https://www.econbiz.de/10010289805
rate, namely its persistence and cyclical behaviour. It examines annual, monthly, bi-weekly and weekly data, from 1954 …
Persistent link: https://www.econbiz.de/10010291553
This paper examines tourism persistence in a group of Southeastern European (SEE) countries (Albania, Bosnia, Bulgaria … persistence of these series as measured by the fractional differencing parameter; specifically, it has removed the mean reversion …
Persistent link: https://www.econbiz.de/10015074888
This paper analyses the persistence and mean reversion properties of sovereign debt and its components by applying … persistence in all debt/GDP series, which appear to be I(1). However, cross-country differences emerge when analysing the … low persistence and mean reversion (0<d<0.5). We also assess debt sustainability by analysing the stochastic properties of …
Persistent link: https://www.econbiz.de/10015166061
-stationary series. This more general setup provides valuable information on the degree of persistence and mean-reverting properties of … their degree of persistence and cyclical behaviour. The results indicate that economic activity in the US is highly …
Persistent link: https://www.econbiz.de/10015175267
on trends and persistence in the series under investigation. The results indicate that the effects of shocks to …
Persistent link: https://www.econbiz.de/10015175301