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

Mohsen Bahmani-Oskooee, Tsangyao Chang, Zahra Elmi () and Omid Ranjbar ()
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Zahra Elmi: University of Mazandaran, Babolsar, IRAN

Economics Bulletin, 2021, vol. 41, issue 2, 490-494

Abstract: 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.

Keywords: Covid-19; Quantile unit root; Smooth breaks; Fourier expansion (search for similar items in EconPapers)
JEL-codes: C1 I1 (search for similar items in EconPapers)
Date: 2021-04-09
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Citations: View citations in EconPapers (2)

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