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 0 2 5 191
Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models 0 0 1 46 2 2 6 104
Fractional Integration and Cointegration: Testing the Term Structure of Interest Rates 0 0 0 141 1 4 8 323
Long Run Relationship and Structural Change Between the US and EU Wheat Export Prices 0 0 0 0 1 1 1 347
Structural Breaks, Cointegration and the B Share Discount in Chinese Stock Market 0 0 0 10 0 1 2 40
Structural breaks, cointegration and B share discount in Chinese stock market 0 0 0 1 0 1 1 21
Testing the law of one-price in the US gasoline market: a long memory approach 1 1 2 13 3 4 5 30
The Stochastic Convergence of CO2 Emissions: A Long Memory Approach 0 0 0 100 1 2 2 217
Threshold Regression in Heterogeneous Panel Data with Interactive Fixed Effects 0 1 5 37 1 5 18 79
Volatility Switching in Shanghai Stock Exchange: Does regulation help reduce volatility? 0 0 0 5 1 3 9 39
Who is Learning From Whom? A Study of Households Forming Expectations in the US and UK 0 0 0 2 0 1 1 263
Total Working Papers 1 2 9 427 10 26 58 1,654


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 3 271
Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models 0 0 0 4 3 3 6 23
Fractional Integration Versus Structural Change: Testing the Convergence of $$\hbox {CO}_{2}$$ CO 2 Emissions 0 0 0 5 0 2 5 61
Interest rate linkages: a Kalman filter approach to detecting structural change 0 1 1 166 3 5 7 360
Interest rate linkages: identifying structural relations 0 0 0 58 1 3 5 224
Irreducibility and Structural Cointegrating Relations: An Application to the G-7 Long-Term Interest Rates 0 0 0 58 2 4 7 240
Linear and Non-linear Causality between CO2 Emissions and Economic Growth 0 0 0 86 1 3 7 240
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 1 1 1 10 2 2 2 48
Stochastic Divergence or Convergence of Per Capita Carbon Dioxide Emissions: Re-examining the Evidence 0 0 0 74 2 4 4 382
Structural Change and Long-run Relationships between US and EU Wheat Export Prices 0 0 0 2 1 1 3 30
The Stochastic Convergence of CO 2 Emissions: A Long Memory Approach 0 0 0 43 1 3 5 126
The effect of corruption on FDI: A parametric and non-parametric analysis 0 0 5 177 6 8 23 505
Total Journal Articles 1 2 7 764 23 39 78 2,567


Statistics updated 2025-12-06