Access Statistics for Marco R. Barassi

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
A COMPARISON BETWEEN TESTS FOR CHANGES IN THE ADJUSTMENT COEFFICIENTS IN COINTEGRATED SYSTEMS 1 1 1 72 1 2 6 188
Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models 0 0 1 45 0 0 2 98
Fractional Integration and Cointegration: Testing the Term Structure of Interest Rates 0 0 0 141 0 0 1 315
Long Run Relationship and Structural Change Between the US and EU Wheat Export Prices 0 0 0 0 0 0 0 346
Structural Breaks, Cointegration and the B Share Discount in Chinese Stock Market 0 0 0 10 0 0 2 38
Structural breaks, cointegration and B share discount in Chinese stock market 0 0 0 1 0 0 0 20
Testing the law of one-price in the US gasoline market: a long memory approach 0 1 3 12 0 1 3 26
The Stochastic Convergence of CO2 Emissions: A Long Memory Approach 0 0 0 100 0 0 1 215
Threshold Regression in Heterogeneous Panel Data with Interactive Fixed Effects 0 2 10 34 2 4 27 65
Volatility Switching in Shanghai Stock Exchange: Does regulation help reduce volatility? 0 0 0 5 1 1 2 31
Who is Learning From Whom? A Study of Households Forming Expectations in the US and UK 0 0 0 2 0 0 0 262
Total Working Papers 1 4 15 422 4 8 44 1,604


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates 0 0 0 71 1 1 2 269
Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models 0 0 0 4 0 0 0 17
Fractional Integration Versus Structural Change: Testing the Convergence of $$\hbox {CO}_{2}$$ CO 2 Emissions 0 0 0 5 0 1 2 57
Interest rate linkages: a Kalman filter approach to detecting structural change 0 0 0 165 0 0 2 353
Interest rate linkages: identifying structural relations 0 0 0 58 0 0 0 219
Irreducibility and Structural Cointegrating Relations: An Application to the G-7 Long-Term Interest Rates 0 0 0 58 1 2 2 235
Linear and Non-linear Causality between CO2 Emissions and Economic Growth 0 0 2 86 1 2 6 235
On KPSS with GARCH errors 0 0 1 10 1 1 5 57
Residual-Based Tests for Fractional Cointegration: Testing the Term Structure of Interest Rates 0 0 0 9 0 0 1 46
Stochastic Divergence or Convergence of Per Capita Carbon Dioxide Emissions: Re-examining the Evidence 0 0 0 74 0 0 0 378
Structural Change and Long-run Relationships between US and EU Wheat Export Prices 0 0 0 2 0 0 0 27
The Stochastic Convergence of CO 2 Emissions: A Long Memory Approach 0 0 0 43 0 1 1 122
The effect of corruption on FDI: A parametric and non-parametric analysis 2 2 9 174 3 5 29 487
Total Journal Articles 2 2 12 759 7 13 50 2,502


Statistics updated 2025-03-03