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Zahra Mila Elmi

Academic rank: Professor
ORCID:
Education: PhD.
ScopusId:
Faculty: Faculty of Economics and Administrative Sciences
Address:
Phone: 09112153929

Research

Title
Testing the degree of persistence of Covid-19 using Fourier quantile unit root test
Type
JournalPaper
Keywords
Covid-19- using Fourier quantile- unit root test
Year
2021
Journal Economics Bulletin
DOI
Researchers mohsen bahmani-oskooee ، Tsangyao chang ، Zahra Mila Elmi ، Omid Ranjbar

Abstract

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. Citation: Mohsen Bahmani-Oskooee and Tsangyao Chang and Zahra Elmi and Omid Ranjbar,(2021)''Testing the degree of persistence of Covid-19 using Fourier quantile unit root test'