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 1 72 1 2 6 192
Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models 0 0 1 46 2 4 8 106
Fractional Integration and Cointegration: Testing the Term Structure of Interest Rates 0 0 0 141 3 6 11 326
Long Run Relationship and Structural Change Between the US and EU Wheat Export Prices 0 0 0 0 2 3 3 349
Structural Breaks, Cointegration and the B Share Discount in Chinese Stock Market 0 0 0 10 1 1 3 41
Structural breaks, cointegration and B share discount in Chinese stock market 0 0 0 1 1 2 2 22
Testing the law of one-price in the US gasoline market: a long memory approach 0 1 1 13 3 6 7 33
The Stochastic Convergence of CO2 Emissions: A Long Memory Approach 0 0 0 100 3 5 5 220
Threshold Regression in Heterogeneous Panel Data with Interactive Fixed Effects 0 1 3 37 3 8 19 82
Volatility Switching in Shanghai Stock Exchange: Does regulation help reduce volatility? 0 0 0 5 2 4 11 41
Who is Learning From Whom? A Study of Households Forming Expectations in the US and UK 0 0 0 2 1 2 2 264
Total Working Papers 0 2 6 427 22 43 77 1,676


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 2 3 5 273
Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models 0 0 0 4 0 3 6 23
Fractional Integration Versus Structural Change: Testing the Convergence of $$\hbox {CO}_{2}$$ CO 2 Emissions 0 0 0 5 0 1 5 61
Interest rate linkages: a Kalman filter approach to detecting structural change 0 1 1 166 1 5 8 361
Interest rate linkages: identifying structural relations 0 0 0 58 1 4 6 225
Irreducibility and Structural Cointegrating Relations: An Application to the G-7 Long-Term Interest Rates 0 0 0 58 1 5 7 241
Linear and Non-linear Causality between CO2 Emissions and Economic Growth 0 0 0 86 2 5 8 242
On KPSS with GARCH errors 0 0 0 10 0 0 1 57
Residual-Based Tests for Fractional Cointegration: Testing the Term Structure of Interest Rates 0 1 1 10 0 2 2 48
Stochastic Divergence or Convergence of Per Capita Carbon Dioxide Emissions: Re-examining the Evidence 0 0 0 74 1 5 5 383
Structural Change and Long-run Relationships between US and EU Wheat Export Prices 0 0 0 2 2 3 5 32
The Stochastic Convergence of CO 2 Emissions: A Long Memory Approach 0 0 0 43 2 4 6 128
The effect of corruption on FDI: A parametric and non-parametric analysis 1 1 6 178 3 10 25 508
Total Journal Articles 1 3 8 765 15 50 89 2,582


Statistics updated 2026-01-09