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 5 191
Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models 0 1 1 46 0 2 4 102
Fractional Integration and Cointegration: Testing the Term Structure of Interest Rates 0 0 0 141 2 3 7 322
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 2 2 40
Structural breaks, cointegration and B share discount in Chinese stock market 0 0 0 1 1 1 1 21
Testing the law of one-price in the US gasoline market: a long memory approach 0 0 1 12 0 1 2 27
The Stochastic Convergence of CO2 Emissions: A Long Memory Approach 0 0 0 100 1 1 2 216
Threshold Regression in Heterogeneous Panel Data with Interactive Fixed Effects 1 1 6 37 4 4 20 78
Volatility Switching in Shanghai Stock Exchange: Does regulation help reduce volatility? 0 0 0 5 1 2 8 38
Who is Learning From Whom? A Study of Households Forming Expectations in the US and UK 0 0 0 2 1 1 1 263
Total Working Papers 1 2 9 426 11 19 52 1,644


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 0 0 2 270
Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models 0 0 0 4 0 1 3 20
Fractional Integration Versus Structural Change: Testing the Convergence of $$\hbox {CO}_{2}$$ CO 2 Emissions 0 0 0 5 1 2 5 61
Interest rate linkages: a Kalman filter approach to detecting structural change 1 1 1 166 1 3 4 357
Interest rate linkages: identifying structural relations 0 0 0 58 2 3 4 223
Irreducibility and Structural Cointegrating Relations: An Application to the G-7 Long-Term Interest Rates 0 0 0 58 2 2 5 238
Linear and Non-linear Causality between CO2 Emissions and Economic Growth 0 0 0 86 2 2 6 239
On KPSS with GARCH errors 0 0 0 10 0 0 4 57
Residual-Based Tests for Fractional Cointegration: Testing the Term Structure of Interest Rates 0 0 0 9 0 0 0 46
Stochastic Divergence or Convergence of Per Capita Carbon Dioxide Emissions: Re-examining the Evidence 0 0 0 74 2 2 2 380
Structural Change and Long-run Relationships between US and EU Wheat Export Prices 0 0 0 2 0 0 2 29
The Stochastic Convergence of CO 2 Emissions: A Long Memory Approach 0 0 0 43 1 2 4 125
The effect of corruption on FDI: A parametric and non-parametric analysis 0 0 7 177 1 3 20 499
Total Journal Articles 1 1 8 763 12 20 61 2,544


Statistics updated 2025-11-08