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 5 6 10 198
Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models 0 0 1 46 1 6 16 115
Fractional Integration and Cointegration: Testing the Term Structure of Interest Rates 0 2 2 143 1 27 41 357
Long Run Relationship and Structural Change Between the US and EU Wheat Export Prices 0 0 0 0 2 2 6 352
Structural Breaks, Cointegration and the B Share Discount in Chinese Stock Market 0 1 1 11 5 11 21 59
Structural breaks, cointegration and B share discount in Chinese stock market 0 0 0 1 4 9 17 37
Testing the law of one-price in the US gasoline market: a long memory approach 0 0 2 14 2 3 14 40
The Stochastic Convergence of CO2 Emissions: A Long Memory Approach 0 0 0 100 1 12 22 237
Threshold Regression in Heterogeneous Panel Data with Interactive Fixed Effects 2 2 5 39 7 11 31 96
Volatility Switching in Shanghai Stock Exchange: Does regulation help reduce volatility? 0 0 0 5 0 2 9 45
Who is Learning From Whom? A Study of Households Forming Expectations in the US and UK 0 0 0 2 3 5 8 270
Total Working Papers 2 5 11 433 31 94 195 1,806

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 7 276
Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models 0 0 0 4 2 3 11 28
Fractional Integration Versus Structural Change: Testing the Convergence of $$\hbox {CO}_{2}$$ CO 2 Emissions 0 0 0 5 1 4 11 68
Interest rate linkages: a Kalman filter approach to detecting structural change 0 0 1 166 1 5 20 373
Interest rate linkages: identifying structural relations 0 1 1 59 1 3 10 229
Irreducibility and Structural Cointegrating Relations: An Application to the G-7 Long-Term Interest Rates 0 0 0 58 1 1 7 242
On KPSS with GARCH errors 0 0 0 10 1 3 7 64
Residual-Based Tests for Fractional Cointegration: Testing the Term Structure of Interest Rates 0 0 1 10 0 0 5 51
Stochastic Divergence or Convergence of Per Capita Carbon Dioxide Emissions: Re-examining the Evidence 0 0 0 74 3 18 44 422
Structural Change and Long-run Relationships between US and EU Wheat Export Prices 0 0 0 2 3 3 10 38
The Stochastic Convergence of CO 2 Emissions: A Long Memory Approach 0 0 0 43 1 3 9 131
The effect of corruption on FDI: A parametric and non-parametric analysis 0 0 5 180 1 4 27 516
Total Journal Articles 0 1 8 682 16 48 168 2,438
1 registered items for which data could not be found
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Statistics updated 2026-05-06