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dc.contributor.authorAdebola Solarin, Sakiru
dc.contributor.authorGil Alana, Luis A. 
dc.contributor.authorLafuente Ibáñez, María Carmen 
dc.date.accessioned2020-01-23T09:04:10Z
dc.date.available2020-01-23T09:04:10Z
dc.date.issued2019
dc.identifier.issn0303-8300spa
dc.identifier.urihttp://hdl.handle.net/10641/1838
dc.description.abstractThis paper deals with the analysis of the misery index in a group of 55 African countries by using fractional integration. In doing so, we can measure the degree of persistence of the index in a more flexible way than with other methods that simply use integer degrees of differentiation (zero or one). Our results indicate a large degree of heterogeneity across the countries, with some showing short memory behaviour (d = 0); others long memory mean reverting behaviour (0 < d < 1) and others indicating the presence of unit roots (d = 1). Thus, shocks will have different effects depending on the country examined. We also find a positive relationship between the levels of persistence and income.spa
dc.language.isoengspa
dc.publisherSocial Indicators Researchspa
dc.rightsAtribución-NoComercial-SinDerivadas 3.0 España*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/*
dc.subjectMisery Indexspa
dc.subjectFractional integrationspa
dc.subjectPersistencyspa
dc.subjectAfrican countriesspa
dc.titlePersistence of the Misery Index in African Countries.spa
dc.typearticlespa
dc.description.versionpre-printspa
dc.rights.accessRightsopenAccessspa
dc.description.extent418 KBspa
dc.identifier.doi10.1007/s11205-019-02184-yspa
dc.relation.publisherversionhttps://link.springer.com/article/10.1007/s11205-019-02184-yspa


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