Quantile ARDL Estimation of the Relationship between the Confirmed COVID-19 Cases and Deaths in the U.S

Xin Jing and Jin Seo Cho ()
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Xin Jing: Yonsei University

No 2025rwp-247, Working papers from Yonsei University, Yonsei Economics Research Institute

Abstract: This study exploits the quantile ARDL model to investigate the dynamic relationship between the confirmed COVID-19 cases and deaths in the U.S. following vaccination, with a focus on examining heterogeneity across different percentiles. The findings indicate that the confirmed case fatality rate decreased after vaccination, and the relationship between confirmed cases and deaths varies across different percentiles.

Keywords: Quantile ARDL; Cointegration; COVID-19; Vaccination; Heterogeneity. (search for similar items in EconPapers)
JEL-codes: C12 C22 I18 (search for similar items in EconPapers)
Pages: 19pages
Date: 2025-06
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Persistent link: https://EconPapers.repec.org/RePEc:yon:wpaper:2025rwp-247

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