We analyze persistence in patterns of bilateral financial investment using data on US investors’ holdings of foreign …

- and long-run variation in total volatility of the series, degree of persistence, mean-reversion properties, and …

A well-known fact in the time series of aggregate output is the persistence of shocks. This paper argues that the … empirical relation between the expected growth rate of a firm and its size provides a microfoundation of aggregate persistence … aggregate persistence. It does not require changes in either the number of firms in the market or the rate of technological …

This paper investigates persistence in financial time series at three different frequencies (daily, weekly and monthly …. The results indicate that persistence is higher at lower frequencies, for both returns and their volatility. This is true …

regression we analyze the persistence of inflation expectations from the Consensus Economics Survey at different quantiles. We …

This study analyses the persistence and true state dependence of overqualification, i.e. a mismatch between workers … persistence can be attributed to a true state dependence effect. Unobserved factors are found to be the main driver of the high … persistence of overqualification. In particular, selection into initial overqualification at the start of the career is of high …

This paper investigates persistence in financial time series at three different frequencies (daily, weekly and monthly …. The results indicate that persistence is higher at lower frequencies, for both returns and their volatility. This is true …