In this work we study the dynamics of zonal index variability in the two-layer QG model, which is the simplest model that can produce a baroclinic feedback. We show that zonal index variability is very strongly correlated with baroclinicity variability, especially at low frequency. Consequently, the barotropic (zonal index) and baroclinic zonal-mean zonal wind exhibit similar decorrelation rates at long lags, a result that remains robust as the model's external parameters are varied. This implies that baroclinicity damping may also affect the persistence of jet shifts, although this is only observed in the model with unrealistically strong damping. For realistic parameters, the strength of the positive feedback and zonal index persistence are most sensitive to changes in barotropic friction.