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

共 50 条

[21] CO2 emissions converge in China and G7 countries? Further evidence from Fourier quantile unit root test
Ye, Cuihong
Chen, Yiguo
Inglesi-Lotz, Roula
Chang, Tsangyao
ENERGY & ENVIRONMENT, 2020, 31 (02) : 348 - 363
[22] Persistence of shocks on non-renewable and renewable energy consumption: evidence from 15 leading countries with Fourier unit root test
Baygin, Burcu Kiran
Cil, Nilgun
ENVIRONMENT DEVELOPMENT AND SUSTAINABILITY, 2024, 26 (03) : 5915 - 5934
[23] Commodity Prices after COVID-19: Persistence and Time Trends
Monge, Manuel
Lazcano, Ana
RISKS, 2022, 10 (06)
[24] Modelling the COVID-19 infection trajectory: A piecewise linear quantile trend model*
Jiang, Feiyu
Zhao, Zifeng
Shao, Xiaofeng
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2022, 84 (05) : 1589 - 1607
[25] A comparative analysis of the financialization of commodities during COVID-19 and the global financial crisis using a quantile regression approach
Sharma, Aarzoo
RESOURCES POLICY, 2022, 78
[26] Financial Technologies (FINTECH) Revolution and Covid-19: Time Trends and Persistence
Cerona, Berta Marcos
Monge, Manuel
REVIEW OF DEVELOPMENT FINANCE, 2023, 13 (01) : 58 - 64
[27] Sustainability of the Current Account in Developing Countries: A Fourier Wavelet-Based Unit Root Test
Oruc, Erhan
SUSTAINABILITY, 2024, 16 (17)
[28] Mean reversion in stock prices of seven Asian stock markets: Unit root test and stationary test with Fourier functions
Wang, Juan
Zhang, Dongxiang
Zhang, Jian
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2015, 37 : 157 - 164
[29] Unemployment persistence in EU countries: new evidence using bounded unit root tests
Albulescu, Claudiu Tiberiu
Tiwari, Aviral Kumar
APPLIED ECONOMICS LETTERS, 2018, 25 (12) : 807 - 810
[30] Testing fractional unit roots with non-linear smooth break approximations using Fourier functions
Gil-Alana, Luis A.
Yaya, OlaOluwa S.
JOURNAL OF APPLIED STATISTICS, 2021, 48 (13-15) : 2542 - 2559

← 1 2 3 4 5 →