Measuring unemployment persistence in terms of I(d) statistical models
AbstractIn 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.
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Bibliographic InfoArticle provided by Taylor & Francis Journals in its journal Applied Economics Letters.
Volume (Year): 8 (2001)
Issue (Month): 12 ()
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