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| Sep 30 2025 |
Guglielmo Maria Caporale and Luis Alberiko Gil-Alana |
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Persistence in real GDP: Evidence from Europe and the US |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 30 2025 |
Guglielmo Maria Caporale , Luis Alberiko Gil-Alana and Sakiru Solarin |
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Persistence in US real personal consumption expenditure: durable versus non-durable goods |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 30 2025 |
Shiba Suzuki and Hiroaki Yamagami |
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Pessimism toward climate disasters and asset prices: A quantitative investigation |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 30 2025 |
Laura Molero González , Juan E. Trinidad-Segovia , Marta Vidal and Javier Vidal-García |
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Predictability of Korean mutual fund performance |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 30 2023 |
Jean Claude Kouakou Brou and Mamadou Thiam |
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External debt and capital flight in sub-Saharan Africa: The role of institutions |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 30 2023 |
Guglielmo Maria Caporale , Juan Infante , Luis Gil-Alana and Raquel Ayestaran |
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Inflation persistence in Europe: the effects of the covid-19 pandemic and of the Russia-Ukraine war |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 30 2022 |
Corey J.M. Williams |
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The evolution of inventory dynamics in a post-crisis economy |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 30 2022 |
Cesar Sobrino |
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The persistence of regional disparities in labor markets: Evidence from Puerto Rico |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 30 2022 |
Guglielmo Maria Caporale , Luis A Gil-Alana and Olaoluwa Simon Yaya |
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Modeling persistence and non-linearities in the US treasury 10-year bond yields |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 30 2022 |
Fábio A. R. Gomes |
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Consumption function: nondurable and durable goods |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 30 2022 |
Cássio R. A. Alves and Márcio P. Laurini |
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Measuring inflation persistence under time-varying inflation target and stochastic volatility with jumps |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 09 2021 |
Mohsen Bahmani-Oskooee , Tsangyao Chang , Zahra Elmi and Omid Ranjbar |
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Testing the degree of persistence of Covid-19 using Fourier quantile unit root test |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 09 2021 |
Pedro Clavijo-Cortes |
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How persistent is unemployment in major Latin American economies? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 28 2020 |
Rae Yule Kim |
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Share of Voice: Findings from the US Automotive Industry |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 08 2020 |
Kais Tissaoui , Taha Zaghdoudi and Khaled issa Alfreahat |
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Can intraday public information explain Bitcoin Returns and Volatility? A PGARCH-Based Approach. |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 30 2019 |
Cynthia Royal Tori and Scott L. Tori |
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Swedish krona-euro return volatility and non-traditional monetary policies |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 31 2019 |
Pavel Jelnov |
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What Remains After the Oil Boom Is Over? |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 26 2019 |
Amélie Charles and Olivier Darné |
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Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 10 2019 |
Samir Amine and Wilner Predelus |
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The Persistence of the 2008-2009 Recession and Insolvency Filings in Canada |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 23 2018 |
Jagadish Prasad Sahu and Sitakanta Panda |
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Political regime persistence and economic growth in Odisha: An empirical assessment of the Naveen Patnaik rule |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 24 2018 |
Guglielmo Maria Caporale and Luis Gil-Alana |
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The asymmetric behaviour of spanish unemployment persistence |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 28 2017 |
Pei-Ling Lee , Lee Chin , Siong Hook Law and W.N.W. Azman-Saini |
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Do integrated economies grow faster? Evidence from domestic equity holdings |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Nov 19 2017 |
Ceyhun Elgin and Hasan kadir Tosun |
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A note on informality and public trust |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 26 2017 |
Bala A. Dahiru , Pam W. Jim and Kalu N. Nwonyuku |
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Equity markets volatility dynamics in developed and newly emerging economies: EGARCH-with-skewed-t density approach |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 08 2016 |
Afees A. Salisu |
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Modelling Oil Price Volatility with the Beta-Skew-t-EGARCH Framework |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 11 2016 |
Emna Trabelsi |
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What effects exert Economic Globalization and Central Bank Transparency on inflation of OECD countries? An Application of LSDVC Estimator on a dynamic Panel Model |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 14 2016 |
Shin S. Ikeda and Yan Zhang |
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A dynamic panel analysis of suicide in Japanese municipalities |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 12 2015 |
Younoh Kim |
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Hypertension dynamics in the elderly population |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Nov 05 2014 |
Juan carlos Cuestas and Barry Harrison |
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Unemployment hysteresis in the EU15: Has anything changed? |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 26 2014 |
Josh Stillwagon |
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Reexamining what survey data say about currency risk and irrationality using the cointegrated VAR |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 03 2014 |
Cleomar Gomes da Silva and Flávio Vilela Vieira |
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BRICS countries: real interest rates and long memory |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 22 2013 |
Hamza Bennani |
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Does the ECB consider the persistence of inflation differentials? |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 02 2013 |
Luis a. Gil-alana and Liang Jiang |
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Unemployment in the US. Unemployment rate versus claimant counts. Mean reversion, persistence or hysteresis |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 11 2013 |
Philippe Bernard and Michel Blanchard |
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The performance of amateur traders on a public internet site: a case of a stock-exchange contest |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 19 2013 |
Marcus F. da Silva , Eder J. A. Leão , Idaraí Santos de Santana and José Garcia Vivas Miranda |
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Pattern of fluctuations in the exchange rate change from fixed to floating, in Brazil, Argentina and Mexico |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Feb 21 2013 |
Binet Marie-estelle and Francois Facchini |
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Okun's law in the french regions: a cross-regional comparison |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jan 14 2013 |
Randall K.Q Akee , David A Jaeger and Konstantinos Tatsiramos |
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The Persistence of Self-Employment Across Borders: New Evidence on Legal Immigrants to the United States |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 22 2012 |
Naveen Srinivasan and Pankaj Kumar |
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Inflation Persistence: Does Credibility of the Monetary Regime Matter? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Oct 16 2012 |
Marcelo Resende |
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Long Memory in Mergers and Acquisitions: Sectoral Evidence for an Emerging Economy |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 28 2012 |
Shigeyuki Hamori and Yoshihiro Hashiguchi |
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Small sample properties of CIPS panel unit root test under conditional and unconditional heteroskedasticity |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 26 2012 |
Keisuke Otsu |
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How well can business cycle accounting account for business cycles? |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 19 2012 |
Shinji Teraji |
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The Emergence of Agriculture: Trickle-Down Growth and Climate Change |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 27 2012 |
Ghassen El Montasser and Ahdi Noomen Ajmi |
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The fractional integrated bi- parameter smooth transition autoregressive model |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 24 2012 |
Kuang-Liang Chang |
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Stock return predictability and stationarity of dividend yield |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 09 2011 |
Kang Shi |
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Shock Persistence and Current Account Dynamics |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 25 2011 |
Tapas Mishra , Bazoumana Ouattara and Mamata Parhi |
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A Note on Shock Persistence in Total Factor Productivity Growth |
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Abstract Contact Information Citation Full Text - Note |
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| May 15 2011 |
Fardous Alom , Bert D Ward and Baiding Hu |
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Cross country mean and volatility spillover effects of food prices: multivariate GARCH analysis |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 15 2011 |
Keiichi Morimoto |
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Inflation inertia and optimal delegation of monetary policy |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 21 2011 |
Daisuke Ida |
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The gains from commitment when inflation persistence and data uncertainty coexist |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 02 2010 |
Carlo Migliardo |
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Asymmetries in the price setting behavior of Firms: evidence from a panel of Italian firms |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 20 2010 |
Tapas Mishra , Alexia Prskawetz , Mamata Parhi and Claude Diebolt |
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Shock persistence in output and the role of stochastic population growth |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 21 2010 |
Matthew J. Holian and Ali M. Reza |
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The persistence of accounting versus economic profit |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 23 2009 |
Herve Queneau and Amit Sen |
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Further Evidence on the Dynamics of Unemployment by Gender |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 09 2009 |
Tomoaki Yamada |
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Persistence of income shocks and consumption inequality: A case in Japan |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 06 2009 |
Herve Queneau and Amit Sen |
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Regarding the unemployment gap by race and gender in the United States |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 08 2009 |
Scott W Hegerty |
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Capital flows to transition economies: what is the role of external shocks? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 05 2009 |
Ching-Chun Wei |
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An Empirical Analysis of the Taiwan Institutional Trading Volume Volatility Spillover on Stock Market Index Return |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 07 2009 |
Tilemahos Efthimiadis |
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Unemployment persistence, wage indexing and central bank independence |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 11 2009 |
Aaron Lowen and Chung-Hua Shen |
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The random walk hypothesis revisited: evidence from the 16 OECD stock prices |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 05 2009 |
Helena Veiga |
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Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 19 2009 |
Hyeongwoo Kim and Young-Kyu Moh |
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On the Importance of Span of the Data in Univariate Estimation of the Persistence in Real Exchange Rates |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 28 2008 |
Wan-Hsiu Cheng |
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Overestimation in the Traditional GARCH Model During Jump Periods |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Oct 10 2008 |
Ching-Chun Wei |
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The analysis of interest rate mean and volatility spillover to the industrial production index and stock markets: The case of China |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 09 2008 |
George J. Bratsiotis |
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Cross price effects, nominal rigidity and endogenous persistence |
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Abstract Contact Information Citation Full Text - Note |
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| May 22 2008 |
Laurent Ferrara and Dominique Guégan |
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Business surveys modelling with Seasonal-Cyclical Long Memory models |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 06 2008 |
Chia-Hui Huang |
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A Note on the Persistence of Firms' Innovation Behavior: A Dynamic Random Effect Probit Model Approach |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 14 2007 |
Amit Sen and Herve Queneau |
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Evidence Regarding Persistence in the Gender Unemployment Gap Based on the Ratio of Female to Male Unemployment Rate |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 30 2006 |
Luca Bossi and Pere Gomis-Porqueras |
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Deficit financing in overlapping generation economies with habit persistence |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 08 2006 |
Attila Ratfai |
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How Fast Is Convergence to the Law of One Price? Very |
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Abstract Contact Information Citation Full Text - Note |
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| May 17 2006 |
Gong Liutang and Zhu Shenghao |
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Does observational equivalence always hold in hyperbolic discounting models? |
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Abstract Contact Information Citation Full Text - Note |
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| May 11 2006 |
Ossama Mikhail |
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Trading Business-Cycle Depth for Duration using an economy-specific characteristic |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 20 2006 |
Luiz Lima and Breno Neri |
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Omitted Asymmetric Persistence and Conditional Heteroskedasticity |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 06 2005 |
Jin Lee |
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Long horizon regressions with moderate deviations from a unit root |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Feb 24 2005 |
Michael Bleaney and Manuela Francisco |
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Inflation persistence and exchange rate regimes: evidence from developing countries |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 13 2004 |
Robert Taylor and Stephen Leybourne |
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Some New Tests for a Change in Persistence |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 11 2004 |
Steven Cook |
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Detecting changes in persistence in linear time series |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 22 2004 |
Stéphane Auray , Patrick Fève and Fabrice Collard |
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Habit Persistence and Money in the Utility Function |
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Abstract Contact Information Citation Full Text - Note |
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| May 22 2003 |
Tristan-Pierre Maury and Fabien Tripier |
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Output persistence in human capital-based growth models |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 29 2002 |
Patrick Fève , Fabrice Collard and Stéphane Auray |
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Habit Persistence and Beliefs Based Liquidity Effect |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 05 2001 |
Sumru Altug and Michel Demers |
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The Impact of Tax Risk and Persistence on Investment Decisions |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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