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 1 2 5 193
Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models 0 0 1 46 3 8 14 112
Fractional Integration and Cointegration: Testing the Term Structure of Interest Rates 2 2 2 143 19 26 34 349
Long Run Relationship and Structural Change Between the US and EU Wheat Export Prices 0 0 0 0 0 3 4 350
Structural Breaks, Cointegration and the B Share Discount in Chinese Stock Market 1 1 1 11 5 13 15 53
Structural breaks, cointegration and B share discount in Chinese stock market 0 0 0 1 3 10 11 31
Testing the law of one-price in the US gasoline market: a long memory approach 0 1 2 14 1 8 12 38
The Stochastic Convergence of CO2 Emissions: A Long Memory Approach 0 0 0 100 10 18 20 235
Threshold Regression in Heterogeneous Panel Data with Interactive Fixed Effects 0 0 3 37 3 9 23 88
Volatility Switching in Shanghai Stock Exchange: Does regulation help reduce volatility? 0 0 0 5 1 5 13 44
Who is Learning From Whom? A Study of Households Forming Expectations in the US and UK 0 0 0 2 0 2 3 265
Total Working Papers 3 4 9 431 46 104 154 1,758

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 4 6 275
Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models 0 0 0 4 1 3 9 26
Fractional Integration Versus Structural Change: Testing the Convergence of $$\hbox {CO}_{2}$$ CO 2 Emissions 0 0 0 5 1 4 8 65
Interest rate linkages: a Kalman filter approach to detecting structural change 0 0 1 166 3 11 18 371
Interest rate linkages: identifying structural relations 1 1 1 59 2 4 9 228
Irreducibility and Structural Cointegrating Relations: An Application to the G-7 Long-Term Interest Rates 0 0 0 58 0 1 6 241
Linear and Non-linear Causality between CO2 Emissions and Economic Growth 0 0 0 86 0 6 11 246
On KPSS with GARCH errors 0 0 0 10 1 5 5 62
Residual-Based Tests for Fractional Cointegration: Testing the Term Structure of Interest Rates 0 0 1 10 0 3 5 51
Stochastic Divergence or Convergence of Per Capita Carbon Dioxide Emissions: Re-examining the Evidence 0 0 0 74 9 31 35 413
Structural Change and Long-run Relationships between US and EU Wheat Export Prices 0 0 0 2 0 5 8 35
The Stochastic Convergence of CO 2 Emissions: A Long Memory Approach 0 0 0 43 1 3 7 129
The effect of corruption on FDI: A parametric and non-parametric analysis 0 3 6 180 1 8 26 513
Total Journal Articles 1 4 9 768 19 88 153 2,655

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Statistics updated 2026-03-04