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 0 0 0 72 0 0 10 200
Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models 0 0 0 46 0 0 13 115
Fractional Integration and Cointegration: Testing the Term Structure of Interest Rates 0 0 2 143 1 2 40 360
Long Run Relationship and Structural Change Between the US and EU Wheat Export Prices 0 0 0 0 0 1 8 354
Structural Breaks, Cointegration and the B Share Discount in Chinese Stock Market 0 0 1 11 0 4 25 65
Structural breaks, cointegration and B share discount in Chinese stock market 0 0 0 1 0 1 18 38
Testing the law of one-price in the US gasoline market: a long memory approach 0 0 2 14 0 0 14 41
The Stochastic Convergence of CO2 Emissions: A Long Memory Approach 0 0 0 100 1 2 25 240
Threshold Regression in Heterogeneous Panel Data with Interactive Fixed Effects 0 0 3 39 0 2 31 105
Volatility Switching in Shanghai Stock Exchange: Does regulation help reduce volatility? 0 0 0 5 1 1 9 46
Who is Learning From Whom? A Study of Households Forming Expectations in the US and UK 0 0 0 2 0 0 8 270
Total Working Papers 0 0 8 433 3 13 201 1,834

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 2 8 278
Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models 0 0 0 4 0 1 10 30
Fractional Integration Versus Structural Change: Testing the Convergence of $$\hbox {CO}_{2}$$ CO 2 Emissions 0 0 0 5 0 1 9 69
Interest rate linkages: a Kalman filter approach to detecting structural change 0 0 1 166 0 0 17 373
Interest rate linkages: identifying structural relations 0 0 1 59 0 1 10 231
Irreducibility and Structural Cointegrating Relations: An Application to the G-7 Long-Term Interest Rates 0 0 0 58 0 1 7 243
On KPSS with GARCH errors 0 0 0 10 0 1 8 65
Residual-Based Tests for Fractional Cointegration: Testing the Term Structure of Interest Rates 0 0 1 10 0 0 7 53
Stochastic Divergence or Convergence of Per Capita Carbon Dioxide Emissions: Re-examining the Evidence 0 0 0 74 0 1 46 424
Structural Change and Long-run Relationships between US and EU Wheat Export Prices 0 0 0 2 0 2 11 40
The Stochastic Convergence of CO 2 Emissions: A Long Memory Approach 0 0 0 43 0 1 8 132
The effect of corruption on FDI: A parametric and non-parametric analysis 0 0 3 180 1 1 19 517
Total Journal Articles 0 0 6 682 2 12 160 2,455
1 registered items for which data could not be found
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Statistics updated 2026-10-11