Adebola Solarin, SakiruGil Alana, Luis A.Lafuente Ibáñez, María Carmen2020-01-232020-01-2320190303-8300http://hdl.handle.net/10641/1838This 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.engAtribución-NoComercial-SinDerivadas 3.0 Españahttp://creativecommons.org/licenses/by-nc-nd/3.0/es/Misery IndexFractional integrationPersistencyAfrican countriesjournal articleopen access10.1007/s11205-019-02184-y