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The persistence of unemployment in the USA and Europe in terms of fractionally ARIMA models

Gil-Alaña, Luis A. - In: Applied economics 33 (2001) 10, pp. 1263-1269

Persistent link: https://www.econbiz.de/10001590553

U.S. historical initial jobless claims : is it different with the coronavirus crisis? : a fractional integration analysis

Monge González, Manuel - In: International economics : a journal published by CEPII … 167 (2021), pp. 88-95

Persistent link: https://www.econbiz.de/10013269319

A nonlinear long memory model, with an application to US unemployment

Dijk, Dick van; Franses, Philip Hans; Paap, Richard - In: Journal of econometrics 110 (2002) 2, pp. 135-165

Persistent link: https://www.econbiz.de/10001703505

Unemployment rate forecasting : a hybrid approach

Chakraborty, Tanujit; Chakraborty, Ashis Kumar; Biswas, … - In: Computational economics 57 (2021) 1, pp. 183-201

Persistent link: https://www.econbiz.de/10012486888

Forecasting self-employment in the UK

Saridakis, George; Papaioannou, Grammatoula - In: The empirical economics letters : a monthly … 13 (2014) 9, pp. 923-930

Persistent link: https://www.econbiz.de/10010520403

Fractional integration and business cycle features

Candelon, Bertrand; Gil-Alaña, Luis A. - 2001

We show in this article that fractionally integrated univariate models for GDP may lead to a better replication of business cycle characteristics. We firstly show that the business cycle features are clearly affected by the degree of integration as well as by the other short run components of...

Persistent link: https://www.econbiz.de/10009614295