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A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network

Citations

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Cited by:

  1. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Carlos Poza, 2022. "Inflation in the G7 countries: persistence and structural breaks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(3), pages 493-506, July.
  2. Luis A. Gil-Alana & Sakiru Adebola Solarin & Mehmet Balcilar & Rangan Gupta, 2023. "Productivity and GDP: international evidence of persistence and trends over 130 years of data," Empirical Economics, Springer, vol. 64(3), pages 1219-1246, March.
  3. Gil-Alana, Luis Alberiko & Poza, Carlos, 2024. "Volatility persistence in metal prices," Resources Policy, Elsevier, vol. 88(C).
  4. Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko & Puertolas, Francisco, 2024. "Modelling profitability of private equity: A fractional integration approach," Research in International Business and Finance, Elsevier, vol. 67(PA).
  5. Juan Carlos Cuestas & Luis Gil-Alana, 2024. "Unemployment Hysteresis by Sex and Education Attainment in the EU," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(1), pages 801-827, March.
  6. Gil-Alana, Luis A. & Infante, Juan & Martín-Valmayor, Miguel Angel, 2023. "Persistence and long run co-movements across stock market prices," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 347-357.
  7. Solarin, Sakiru Adebola & Gil-Alana, Luis A. & Hernández-Herrera, María, 2024. "Persistence of human capital development in OECD countries over 150 years: Evidence from linear and nonlinear fractional integration methods," Economic Systems, Elsevier, vol. 48(3).
  8. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025. "Persistence in Real GDP: Evidence from Europe and the US," CESifo Working Paper Series 11764, CESifo.
  9. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2023. "Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks," SN Business & Economics, Springer, vol. 3(8), pages 1-10, August.
  10. Sakiru Adebola Solarin & Gema Lopez & Luis A. Gil‐Alana, 2022. "Persistence analysis of research intensity in OECD countries since 1870," Australian Economic Papers, Wiley Blackwell, vol. 61(4), pages 738-750, December.
  11. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Sakiru A. Solarin & OlaOluwa S. Yaya, 2024. "Testing for Persistence in German Green and Brown Stock Market Indices," CESifo Working Paper Series 11207, CESifo.
  12. Guglielmo Maria Caporale & José Javier de Dios Mazariegos & Luis A. Gil-Alana, 2024. "Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 64(6), pages 3543-3553, December.
  13. Aysegul Corakci & Tolga Omay & Mübariz Hasanov, 2022. "Hysteresis and stochastic convergence in Eurozone unemployment rates: evidence from panel unit roots with smooth breaks and asymmetric dynamics," Oeconomia Copernicana, Institute of Economic Research, vol. 13(1), pages 11-55, March.
  14. Fumitaka Furuoka & Luis A. Gil-Alana & OlaOluwa S. Yaya & Elayaraja Aruchunan & Ahamuefula E. Ogbonna, 2024. "A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis," Empirical Economics, Springer, vol. 66(6), pages 2471-2499, June.
  15. Fumitaka Furuoka, 2021. "Testing hysteresis in unemployment using artificial network (ANN) unit root test," Economics Bulletin, AccessEcon, vol. 41(3), pages 1947-1958.
  16. Martin-Valmayor, Miguel A. & Gil-Alana, Luis A. & Infante, Juan, 2023. "Energy prices in Europe. Evidence of persistence across markets," Resources Policy, Elsevier, vol. 82(C).
  17. Martin-Valmayor, Miguel A. & Gil-Alana, Luis A. & Martín, Asís Pardo, 2023. "US biofuel market persistence and mean reversion properties," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 648-660.
  18. Alaba, Oluwayemisi O. & Ojo, Oluwadare O. & Yaya, OlaOluwa S & Abu, Nurudeen & Ajobo, Saheed A., 2021. "Comparative Analysis of Market Efficiency and Volatility of Energy Prices Before and During COVID-19 Pandemic Periods," MPRA Paper 109825, University Library of Munich, Germany.
  19. Sakiru, Solarin Adebola & Gil-Alana, Luis A. & Gonzalez-Blanch, Maria Jesus, 2022. "Persistence of economic complexity in OECD countries," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 603(C).
  20. Raquel Ayestarán & Juan Infante & Juan José Tenorio & Luis Alberiko Gil-Alana, 2023. "Evidence of Inflation Using Harmonized Consumer Price Indices in Some Euro Countries: France, Germany, Italy, and Spain, along with the Euro Zone," Mathematics, MDPI, vol. 11(10), pages 1-12, May.
  21. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2023. "Long-Run Trends and Cycles in US House Prices," CESifo Working Paper Series 10751, CESifo.
  22. Caglar, Abdullah Emre & Daştan, Muhammet & Avci, Salih Bortecine, 2024. "Persistence of disaggregate energy RD&D expenditures in top-five economies: Evidence from artificial neural network approach," Applied Energy, Elsevier, vol. 365(C).
  23. Monge, Manuel & Romero Rojo, María Fátima & Gil-Alana, Luis Alberiko, 2023. "The impact of geopolitical risk on the behavior of oil prices and freight rates," Energy, Elsevier, vol. 269(C).
  24. Erdas, Mehmet Levent & Caglar, Abdullah Emre & Uche, Emmanuel & Ahmed, Zahoor, 2025. "A new frontier in understanding the dynamics of environmental sustainability in the context of finance and low carbon energy investment: Evidence from artificial intelligence and Fourier approach," Energy, Elsevier, vol. 315(C).
  25. Luis Alberiko Gil-Alana & Francisco Puertolas-Montanes, 2023. "Profitability of private equity: mean reversion and transitory shocks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 47(2), pages 458-471, June.
  26. Dettoni, Robinson & Gil-Alana, Luis Alberiko, 2023. "Testing the hypothesis of duration dependence in the U.S. housing market," Finance Research Letters, Elsevier, vol. 58(PD).
  27. Gloria Claudio-Quiroga & Luis Alberiko Gil-Alana & Andoni Maiza Larrarte, 2025. "Persistence in China’s household consumption level: implications for the new growth model," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 49(1), pages 283-298, March.
  28. Maha Mohamed Alsebai Mohamed & Pingfeng Liu & Guihua Nie, 2022. "Causality between Technological Innovation and Economic Growth: Evidence from the Economies of Developing Countries," Sustainability, MDPI, vol. 14(6), pages 1-39, March.
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