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

被引：0
|
作者：
Bahmani-Oskooee, Mohsen [1 ]
Chang, Tsangyao [2 ]
Elmi, Zahra [3 ]
Ranjbar, Omid [4 ,5 ]
机构：
[1] Univ Wisconsin Milwaukee, Milwaukee, WI 53211 USA
[2] Feng Chia Univ, Taichung, Taiwan
[3] Univ Mazandaran, Babolsar, Iran
[4] Allameh Tabatabai Univ, Tehran, Iran
[5] Trade Promot Org Iran, Tehran, Iran
来源：
ECONOMICS BULLETIN | 2021年 / 41卷 / 02期
关键词：
EFFICIENT TESTS; TIME-SERIES;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
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.
引用
收藏
页码：490 / 494
页数：6
相关论文
共 50 条
  • [41] Testing the Convergence Hypothesis for OECD Countries: RALS Panel Fourier SURADF Unit Root Test
    Yilanci, Veli
    Canpolat-Gokce, Esra
    SOSYOEKONOMI, 2020, 28 (44) : 395 - 407
  • [42] Revisiting purchasing power parity in the ASEAN-5 countries: evidence from the Fourier quantile unit root test
    Bahramian, Pejman
    Saliminezhad, Andisheh
    APPLIED ECONOMICS LETTERS, 2021, 28 (13) : 1104 - 1109
  • [43] A new nonlinear unit root test with Fourier function
    Guris, Burak
    COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2019, 48 (10) : 3056 - 3062
  • [44] Analyzing the efficient market hypothesis with asymmetric persistence in cryptocurrencies: Insights from the Fourier non-linear quantile unit root approach
    Kilic, Emre
    Yavuz, Ersin
    Pazarci, Sevket
    Kar, Asim
    FINANCE RESEARCH LETTERS, 2023, 58
  • [45] Testing Hysteresis in Unemployment in G7 Countries Using Quantile Unit Root Test with both Sharp Shifts and Smooth Breaks
    Yushi Jiang
    Yifei Cai
    Yi-Ting Peng
    Tsangyao Chang
    Social Indicators Research, 2019, 142 : 1211 - 1229
  • [46] Testing Hysteresis in Unemployment in G7 Countries Using Quantile Unit Root Test with both Sharp Shifts and Smooth Breaks
    Jiang, Yushi
    Cai, Yifei
    Peng, Yi-Ting
    Chang, Tsangyao
    SOCIAL INDICATORS RESEARCH, 2019, 142 (03) : 1211 - 1229
  • [47] Testing for COVID-19
    Burki, Talha Khan
    LANCET RESPIRATORY MEDICINE, 2020, 8 (07): : E63 - E64
  • [48] Revisiting the efficient market hypothesis in transition countries using quantile unit root test.
    Bahmani-Oskooee, Mohsen
    Chang, Tsangyao
    Chen, Tsung-hsien
    Tzeng, Ha-wen
    ECONOMICS BULLETIN, 2016, 36 (04): : 2171 - +
  • [49] COVID-19 testing
    Ferrari, Roberto
    De Angelis, Marco
    EUROPEAN HEART JOURNAL, 2020, 41 (26) : 2427 - 2428
  • [50] COVID-19 Testing
    Russill, Chris
    CANADIAN JOURNAL OF COMMUNICATION, 2020, 45 (02) : 195 - 197
12345