Access Statistics for Josep Lluís Carrion-i-Silvestre

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Another Look at the Null of Stationary RealExchange Rates. Panel Data with Structural Breaks and Cross-section Dependence 1 4 16 67 2 7 33 133
Breaking the panels. An application to the GDP per capita 2 16 35 138 5 28 82 422
Cointegration in Panel Data with Breaks and Cross-Section Dependence 1 6 32 178 2 10 62 380
Deconstructing Shocks and Persistence in OECD Real Exchange Rates 0 0 11 24 0 1 28 45
Evidence on the Purchasing Power Parity in Panel of Cities 3 6 19 125 6 15 43 319
GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses 5 15 15 15 11 33 34 34
Level shifts in a panel data based unit root test. An application to the rate of unemployment 1 2 10 211 3 10 41 556
Multicointegration, polynomial cointegration and I(2) cointegration with structural breaks. An application to the sustainability of the US external deficit 0 1 15 51 1 5 30 79
New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks 6 8 41 113 14 22 118 350
New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks 3 6 33 131 10 26 103 382
Panel Data Stochastic Convergence Analysis of the Mexican Regions 0 7 34 60 3 16 73 116
Price level convergence, purchasing power parity and multiple structural breaks: An application to US cities 1 5 47 53 4 20 110 141
Structural changes, common stochastic trends and unit roots in panel data 1 7 51 362 4 15 91 646
Testing for Changes in the Unconditional Variance of Financial Time Series 4 13 73 216 30 65 287 688
Testing for hysteresis in unemployment in OECD countries. New evidence using stationarity panel tests with breaks 1 5 21 141 3 13 51 293
Testing for hysteresis in unemployment in OECD countries. New evidence using stationarity panel tests with breaks† 2 4 14 151 2 4 31 450
Testing for multicointegration in panel data with common factors 2 3 14 62 2 10 30 128
Testing the Null of Cointegration with Structural Breaks 3 14 55 217 7 22 85 380
The KPSS Test with Two Structural Breaks 3 8 42 151 6 22 93 362
Unemployment dynamics and NAIRU estimates for CEECs: A univariate approach 1 7 20 146 4 14 58 365
Total Working Papers 40 137 598 2,612 119 358 1,483 6,269

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A guide to the computation of stationarity tests 2 6 31 94 3 11 53 214
Breaking date misspecification error for the level shift KPSS test 0 0 3 18 0 0 5 76
Breaking the panels: An application to the GDP per capita 3 9 27 125 7 19 61 350
Evidence on the purchasing power parity in a panel of cities 0 0 1 17 0 1 14 108
Health care expenditure and GDP: Are they broken stationary? 2 7 25 97 4 12 40 190
Joint hypothesis specification for unit root tests with a structural break &ast 0 0 3 42 1 1 40 226
Price Level Convergence, Purchasing Power Parity and Multiple Structural Breaks in Panel Data Analysis: An Application to U.S. Cities 1 9 28 28 1 31 79 79
Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks 1 4 6 24 2 5 11 88
Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data 5 18 33 33 9 37 69 69
TESTING FOR REAL INTEREST RATE PARITY USING PANEL STATIONARITY TESTS WITH DEPENDENCE: A NOTE 2 6 24 24 19 33 63 63
Testing for Hysteresis in Unemployment in OECD Countries: New Evidence using Stationarity Panel Tests with Breaks 0 5 21 63 1 7 40 181
Testing for Multicointegration in Panel Data with Common Factors 0 2 19 64 3 13 53 181
Testing the Null of Cointegration with Structural Breaks 3 4 21 81 5 9 56 201
The KPSS test with two structural breaks 1 3 14 37 3 11 45 100
Unemployment Hysteresis in Transition Countries: Evidence using Stationarity Panel Tests with Breaks 0 1 7 7 0 2 17 17
Unemployment dynamics and NAIRU estimates for accession countries: A univariate approach 1 3 6 24 2 4 19 103
Unit root and stationarity tests' wedding 0 1 3 32 0 2 11 141
Total Journal Articles 21 78 272 810 60 198 676 2,387

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Swedish Business School at Örebro University.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2009-11-04