Listar por tema "Fractional integration"

Mostrando ítems 1-3 de 3

    • openAccess   Public finances in Europe: Are they sustainable? 

      Cuestas, Juan Carlos; Gil-Alana, Luis; Sauci, Laura Springer (2018-07-17)
      In this paper we aim to analyse the degree of mean reversion of public expenditure, revenue and the difference between them, over GDP for 27 European Union (EU) countries. To gain flexibility in the analysis of the order ...

    • openAccess   Public finances in the EU-27: Are they sustainable? 

      Cuestas, Juan Carlos; Gil-Alana, Luis; Sauci, Laura Springer (2020)
      In this paper we aim to analyse the degree of mean reversion of public expenditure, revenue and the difference between them, over GDP for 27 European Union (EU) countries. To gain flexibility in the analysis of the order ...

    • openAccess   Unemployment Hysteresis by Sex and Education Attainment in the EU 

      Cuestas, Juan Carlos; Gil-Alana, Luis Springer (2023)
      In this paper, we analyse the degree of persistence of shocks in unemployment rates for a group of 22 European countries, disaggregating the data by sex and education attainment. By means of using a long-memory model with ...