This note provides extensive evidence on the persistence properties of real GDP in 17 European countries and in the US … stationary and fluctuates arounda long-run equilibrium level. Further, the degree of persistence varies across countries, with …

setup provides valuable information on the degree of persistence and mean-reverting properties of the series. Second, the …, Manufacturing, Personal Income) over the period from 1967 to 2019 in order to shed light on their degree of persistence and cyclical …

-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 …

and persistence, especially in the case of CPI. Since the two variables have different degrees of integration in each of … find that the only significant relationship implies the existence of a lagged effect of prices on output in the case of the …

This paper examines the degree of persistence in UK inflation by applying long-memory methods to historical data that … detect any shifts in the degree of persistence, and also run rolling-window and recursive regressions to investigate its … evolution over time. On the whole, the evidence suggests that the degree of persistence of UK inflation has been relatively …

This paper examines the degree of persistence in UK inflation by applying long-memory methods to historical data that … detect any shifts in the degree of persistence, and also run rolling-window and recursive regressions to investigate its … evolution over time. On the whole, the evidence suggests that the degree of persistence of UK inflation has been relatively …

and persistence, especially in the case of CPI. Since the two variables have different degrees of integration in each of … find that the only significant relationship implies the existence of a lagged effect of prices on output in the case of the …

processes, and provide information about the persistence and long-memory properties of the series and thus on whether or not the …