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Measuring unemployment persistence in terms of I(d) statistical models

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  • Luis Gil-Alana

Abstract

In the paper the unemployment rate series of nineteen countries are examined by means of fractionally integrated techniques. The results show that unemployment series are more persistent in some countries, such as Finland, Belgium or Spain, than in others, like the USA, Japan, Austria, Italy or Canada.

Suggested Citation

  • Luis Gil-Alana, 2001. "Measuring unemployment persistence in terms of I(d) statistical models," Applied Economics Letters, Taylor & Francis Journals, vol. 8(12), pages 761-763.
    • Handle: RePEc:taf:apeclt:v:8:y:2001:i:12:p:761-763
    DOI: 10.1080/13504850110044220
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    Cited by:

    1. Juan Carlos Cuestas & Javier Ordonez, 2011. "Unemployment and common smooth transition trends in Central and Eastern European Countries," Economic Issues Journal Articles, Economic Issues, vol. 16(2), pages 39-52, September.
    2. Andréa Zaitune Curi & Naércio Aquino Menezes-Filho, 2005. "A Relação Entre O Desempenho Escolar E Os Salários No Brasil," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting] 158, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    3. de Figueiredo, Erik Alencar, 2010. "Dynamics of regional unemployment rates in Brazil: Fractional behavior, structural breaks, and Markov switching," Economic Modelling, Elsevier, vol. 27(5), pages 900-908, September.

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