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The Persistence of Political Partisanship: Evidence from 9/11
Persistence Political Partisanship
2015/9/21
This paper empirically examines whether the act of deciding to support a political party
can impact partisan leanings years later. We use the discontinuity in the probability of being
registered to ...
Caught in the Bulimic Trap?Persistence and State Dependence of Bulimia Among Young Women
Bulimia Nervosa Demographics State Dependence Instrumental Variables and Dynamic Panel Data Estimation
2015/9/18
Bulimia nervosa (BN) is a growing health concern and its consequences are especially serious given the compulsive nature of the disorder. However, little is known about the mechanisms underlying the p...
Record statistics and persistence for a random walk with a drift
Record statistics persistence random walk with a drift
2012/9/14
We study the statistics of records of a one-dimensional random walk of nsteps,starting from the origin, and in presence of a constant bias c. At each time-step
the walker makes a random jump of lengt...
Persistence in US Interest Rates: Is it Stable Over Time?
Fractional integration interest rates persistence
2010/9/7
This paper analyses persistence in US interest rates. It focuses on the Federal Funds effective rate, whose degree of persistence is modelled using fractional integration, monthly from July 1954 throu...
Double Power Law Decay of the Persistence in Financial Markets
Statistical Finance Data Analysis Statistics Probability Physics Society
2010/12/16
The persistence phenomenon is studied in the Japanese financial market by using a novel mapping of the time evolution of the values of shares quoted on the Nikkei Index onto Ising spins. The method is...
On the Persistence of Real Interest Rates: New Evidence from Long-Horizon Data
Real interest rate CCAPM local-to-unity half-life
2010/9/7
Since the paper of Rose (1988), a large literature has emerged on testing the stationarity of real interest rates using a variety of econometric procedures. In this study, we emphasize that the low po...