Modelling the Persistence of Unemployment in Canada

Luis Gil-Alana

International Review of Applied Economics, 2002, vol. 16, issue 4, 465-477

Abstract: The persistence of unemployment in Canada is examined in this article by means of fractionally integrated techniques. Using Sowell's (1992) procedure of estimating ARFIMA models by maximum likelihood along with other techniques, we show that the order of integration of the series is higher than one, implying that unemployment is a highly persistent variable.

Date: 2002
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (9)

Downloads: (external link)
http://www.tandfonline.com/doi/abs/10.1080/02692170210161183 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:irapec:v:16:y:2002:i:4:p:465-477

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/CIRA20

DOI: 10.1080/02692170210161183

Access Statistics for this article

International Review of Applied Economics is currently edited by Professor Malcolm Sawyer

More articles in International Review of Applied Economics from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().