Access Statistics for Marco R. Barassi

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	1	1	72	0	2	6	188
Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models	0	0	1	45	0	0	1	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	0	2	12	0	0	2	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	0	8	34	0	2	22	65
Volatility Switching in Shanghai Stock Exchange: Does regulation help reduce volatility?	0	0	0	5	0	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	0	1	12	422	0	5	37	1,604

Journal Article	File Downloads				Abstract Views
Journal Article	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	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	0	1	2	235
Linear and Non-linear Causality between CO2 Emissions and Economic Growth	0	0	2	86	0	1	6	235
On KPSS with GARCH errors	0	0	1	10	0	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	1	1	1	28
The Stochastic Convergence of CO 2 Emissions: A Long Memory Approach	0	0	0	43	0	0	1	122
The effect of corruption on FDI: A parametric and non-parametric analysis	0	2	8	174	0	4	23	487
Total Journal Articles	0	2	11	759	1	10	45	2,503

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Statistics updated 2025-04-04