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This paper focuses on the analysis of the time series behaviour of the air quality in the 50 US states by looking at the statistical properties of the particulate matter (PM10 and PM2.5) datasets. We use long daily time series of outdoor air quality indices to examine issues such as the degree of persistence as well as the existence of time trends in data. For this purpose, we use a long memory fractionally integrated framework. The results show significant negative time trend coefficients in a number of states and evidence of long memory in the majority of the cases. In general, we observe heterogeneous results across counties though we notice higher degrees of persistence in the states on the West with respect to those on the East, where there is a general decreasing trend. It is hoped that the findings in the paper will continue to assist in quantitative evidence-based air quality regulation and policies.

Unemployment hysteresis of the Middle East and North African (MENA) countries is investigated under a battery of unit root testing frameworks in the extant literature, including a recently proposed Panel SUR Dickey-Fuller-like unit root test with Fourier and Exponential Smooth Transition Regression (ESTR) nonlinearities. The Fourier function allows for smooth nonlinear breaks, while the ESTR nonlinearity allows for instantaneous breaks. The two nonlinearity types make the recent approach quite appealing. It has, however, been scarcely applied to empirically test unemployment hysteresis hypothesis. Although we find conflicting stances from ADF, FADF and ADF-SB testing frameworks, evidence of unemployment hysteresis effect in Lebanon is consistent across all three tests. The ADF and FADF tests confirm the hysteresis hypothesis in Kuwait and Lebanon, while FADF-SB rejects the unemployment hysteresis hypothesis across all the 19 MENA countries. The results from the KSS and FKSS unit root testing frameworks consistently affirmed the hysteresis effect in Oman and Turkey, while there are mixed stances for Kuwait and Lebanon. The results from SURADF and SURKSS only support the hysteresis hypothesis in Turkey, while the same is confirmed only for Bahrain under the SURFADF and SURFKSS testing frameworks. Unemployment 1 ACKNOWLEDGEMENTS: This research is partly funded by the University of Economics Ho Chi Minh City, Vietnam. This acknowledged by the first named author, Dr OlaOluwa S. Yaya. hysteresis hypothesis is confirmed for 12 (about 63.15% of the total number considered) MENA economies.

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