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

被引：0

作者：

Bahmani-Oskooee, Mohsen ^{[1
]}

Chang, Tsangyao ^{[2
]}

Elmi, Zahra ^{[3
]}

Ranjbar, Omid ^{[4
,5
]}

机构：

[1] Univ Wisconsin Milwaukee, Milwaukee, WI 53211 USA

[2] Feng Chia Univ, Taichung, Taiwan

[3] Univ Mazandaran, Babolsar, Iran

[4] Allameh Tabatabai Univ, Tehran, Iran

[5] Trade Promot Org Iran, Tehran, Iran

来源：

ECONOMICS BULLETIN | 2021年 / 41卷 / 02期

关键词：

EFFICIENT TESTS; TIME-SERIES;

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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.

引用

页码：490 / 494

页数：6

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