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Testing the degree of persistence of Covid-19 using Fourier quantile unit root test

Author

Listed:
  • Mohsen Bahmani-Oskooee

    (University of Wisconsin-Milwaukee)

  • Tsangyao Chang

    (Feng Chia University, Taichung, TAIWAN)

  • Zahra Elmi

    (University of Mazandaran, Babolsar, IRAN)

  • Omid Ranjbar

    (Allameh Tabataba''i University, Tehran, IRAN Trade Promotion Organization of Iran, Tehran, IRAN)

Abstract

In this paper, we test the stochastic properties of daily accumulated number of confirmed cases of Covid-19 (ANCCC) in the 20 countries using Fourier quantile unit root test. The results indicate that the negative shocks to ANCCC series have long lasting effects in all countries (except China) and big positive shocks have permanent effects in some countries. Our results have important policy implications.

Suggested Citation

  • Mohsen Bahmani-Oskooee & Tsangyao Chang & Zahra Elmi & Omid Ranjbar, 2021. "Testing the degree of persistence of Covid-19 using Fourier quantile unit root test," Economics Bulletin, AccessEcon, vol. 41(2), pages 490-494.
    • Handle: RePEc:ebl:ecbull:eb-20-01034
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    File URL: http://www.accessecon.com/Pubs/EB/2021/Volume41/EB-21-V41-I2-P43.pdf
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    Citations

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    Cited by:

    1. Guglielmo Maria Caporale & Luis A. Gil-Alana & Amir Imeri, 2023. "Tourism persistence in the Southeastern European countries: The impact of covid-19," Cogent Economics & Finance, Taylor & Francis Journals, vol. 11(2), pages 2280349-228, October.

    More about this item

    Keywords

    Covid-19; Quantile unit root; Smooth breaks; Fourier expansion;
    All these keywords.

    JEL classification:

    • I1 - Health, Education, and Welfare - - Health
    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General

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