Showing 1 - 10 of 70,946
Persistent link: https://www.econbiz.de/10010225923
This study examines the impact of volatility shifts on volatility persistence for three major sector indices of … reduces volatility persistence and suggest that the sudden shifts in volatility should not be ignored in modelling volatility …
Persistent link: https://www.econbiz.de/10010289422
This study examines the impact of volatility shifts on volatility persistence for three major sector indices of … reduces volatility persistence and suggest that the sudden shifts in volatility should not be ignored in modelling volatility …
Persistent link: https://www.econbiz.de/10009393964
We analyze the degree of persistence of the unemployment rates of the 10 Canadian provinces using quarterly data for … linear model with multiple structural changes to estimate the different degrees of persistence over the different regimes …. The results suggest that the degree of persistence decreases when multiple breaks are allowed. Issues regarding the …
Persistent link: https://www.econbiz.de/10008461083
We estimate inequality including Gini coefficients using a lognormal parametric model for an investigation of persistent inequality. The asymptotic theory of selected order statistics enables us to construct a linear model based on grouped data. We extend the linear model to a dynamic model in...
Persistent link: https://www.econbiz.de/10010711983
This paper deals with statistics�and econometrics�properties of fractionally integra- ted GARCH (FIGARCH). We compare these characteristics with those of traditional models. We insist on the GARCH exponential/IGARCH in�nite decrease of volatility impact. Then, we apply it on three Tunisian...
Persistent link: https://www.econbiz.de/10008836445
The asymmetry or counter-cyclical nature and its influence on the persistence of the number of registered unemployed is …
Persistent link: https://www.econbiz.de/10005119367
The decline in fertility that has been observed in Portugal is an apparent fact. From 1960 to 2002, the average number … trajectories sustainable in the sense of reflecting persistence in time or are just mere phases of a cycle in fertility? The paper … adequate to measure the degree of persistence over time. …
Persistent link: https://www.econbiz.de/10011498614
-memory processes respectively. The evidence suggests that persistence is particularly high in Japan and some EU countries such as Spain …This paper examines the degree of persistence of youth unemployment (total, male and female) in twenty-four countries …, Portugal, Ireland and Finland, where appropriate policy actions are of the essence. Specifically, active labour market policies …
Persistent link: https://www.econbiz.de/10010288467
such as Spain, Portugal, Ireland and Finland, where appropriate policy actions are of the essence. Specifically, active …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