Detecting breaks on the long memory: a case about the brazilian unemployment
This study analyzed the dynamic behavior of the Brazilian unemployment rate, focusing on the persistence level of the series. For this purpose, it was adopted first models of fractionary integration, besides persistence change tests for the series. The first results indicated a non-stationary behavi...
| Main Authors: | , , |
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| Format: | Article |
| Language: | Portuguese |
| Published: |
Universidade de São Paulo
2015-12-01
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| Series: | Economia Aplicada |
| Subjects: | |
| Online Access: | http://www.revistas.usp.br/ecoa/article/view/110726 |