Access Statistics for Josep Lluís Carrion-i-Silvestre

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
Another Look at the Null of Stationary RealExchange Rates. Panel Data with Structural Breaks and Cross-section Dependence 0 1 1 112 0 1 4 368
Análisis de la sostenibilidad del sector exterior en la OCDE con técnicas de multicointegración 0 0 1 10 0 0 3 20
Breaking the panels. An application to the GDP per capita 1 2 5 442 1 3 7 1,263
Cointegration in Panel Data with Breaks and Cross-Section Dependence 0 0 0 282 0 1 2 678
Cointegration in Panel Data with Breaks and Cross-section Dependence 0 0 0 205 0 0 5 379
Cointegration in panel data with breaks and cross-section dependence 0 1 3 426 2 5 17 1,159
Deconstructing Shocks and Persistence in OECD Real Exchange Rates 0 0 0 51 0 0 7 225
Detecting multiple level shifts in bounded time series 1 2 4 32 1 2 6 18
Detecting multiple level shifts in bounded time series 1 1 2 9 2 2 3 15
Evidence on the Purchasing Power Parity in Panel of Cities 0 0 0 182 1 1 2 635
External Imbalances in a Monetary Union. Does the Lawson Doctrine Apply to Europe? 0 0 0 5 0 0 1 48
External imbalances from a GVAR perspective 0 1 2 24 0 1 2 48
External imbalances in a monetary union. Does the Lawson doctrine apply to Europe? 0 0 0 105 0 0 1 298
External imbalances in a monetary union. Does the Lawson doctrine apply to Europe? 0 0 0 70 0 1 3 256
GLS based unit root tests for bounded processes 0 0 0 47 1 1 1 83
GLS based unit root tests for bounded processes 0 0 0 29 0 1 4 101
GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses 0 0 0 141 0 0 4 542
Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series 0 1 20 20 0 2 14 14
Global imbalances and the Intertemporal External Budget Constraint: A multicointegration approach 0 0 0 119 0 1 3 294
Level shifts in a panel data based unit root test. An application to the rate of unemployment 0 1 1 248 0 1 3 714
Measuring Persistence of U.S. City Prices: New Evidence from Robust Tests 0 0 0 67 0 0 0 179
Multicointegration, polynomial cointegration and I(2) cointegration with structural breaks. An application to the sustainability of the US external deficit 0 0 0 92 0 0 0 238
New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks 0 0 0 224 0 0 1 717
New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks 0 0 0 176 0 0 1 598
Panel Data Stochastic Convergence Analysis of the Mexican Regions 0 0 0 175 0 1 2 467
Price level convergence, purchasing power parity and multiple structural breaks: An application to US cities 1 1 2 136 1 1 4 429
Structural changes, common stochastic trends and unit roots in panel data 0 0 1 535 0 0 3 1,070
Testing Panel Cointegration with Unobservable Dynamic Common Factors 0 0 0 101 0 0 0 241
Testing for Changes in the Unconditional Variance of Financial Time Series 0 2 12 686 1 5 38 2,285
Testing for Panel Cointegration Using Common Correlated Effects 0 1 5 316 0 3 17 619
Testing for Panel Cointegration using Common Correlated Effects Estimators 0 1 3 101 1 3 7 143
Testing for hysteresis in unemployment in OECD countries. New evidence using stationarity panel tests with breaks 0 0 0 249 0 0 2 621
Testing for hysteresis in unemployment in OECD countries. New evidence using stationarity panel tests with breaks† 0 0 0 201 1 1 2 593
Testing for multicointegration in panel data with common factors 0 0 0 134 0 0 1 365
Testing for multiple level shifts in I(0) and I(1) stochastic processes 0 0 0 65 0 0 1 41
Testing the Null of Cointegration with Structural Breaks 0 0 1 692 1 3 6 1,582
The KPSS Test with Two Structural Breaks 0 0 2 256 2 2 5 740
The relationship between debt level and fiscal sustainability in OECD countries 0 0 0 14 0 0 2 80
The relationship between debt level and fiscal sustainability in OECD countries 0 0 0 33 0 0 1 55
The relationship between debt level and fiscal sustainability in OECD countries 0 0 1 54 0 0 1 115
The relationship between debt level and fiscal sustainability in OECD countries 0 0 0 51 0 0 0 110
Unbiased estimation of autoregressive models for bounded stochastic processes 0 0 1 17 0 0 3 44
Unemployment dynamics and NAIRU estimates for CEECs: A univariate approach 0 0 1 193 0 0 1 535
“Unbiased estimation of autoregressive models forbounded stochastic processes 0 1 1 9 0 1 1 30
Total Working Papers 4 16 69 7,136 15 43 191 19,055


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A guide to the computation of stationarity tests 0 0 2 179 0 1 5 432
Bounds, Breaks and Unit Root Tests 0 0 1 11 0 0 2 49
Breaking date misspecification error for the level shift KPSS test 0 0 0 28 0 0 0 119
Breaking the panels: An application to the GDP per capita 0 0 0 324 2 3 6 882
Cointegration in Panel Data with Structural Breaks and Cross‐Section Dependence 1 1 2 87 2 2 6 219
DOES REAL INTEREST RATE PARITY HOLD FOR OECD COUNTRIES? NEW EVIDENCE USING PANEL STATIONARITY TESTS WITH CROSS‐SECTION DEPENDENCE AND STRUCTURAL BREAKS 0 0 1 43 0 0 2 128
Editorial 0 0 0 5 0 0 0 25
Evidence on the purchasing power parity in a panel of cities 0 0 1 46 0 0 2 230
External imbalances from a GVAR perspective 0 0 0 9 1 2 6 22
Fiscal Decentralization and Economic Growth in Spain 0 0 2 70 0 0 4 156
Fiscal Deficit Sustainability of the Spanish Regions 0 0 1 3 1 1 2 18
GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES 1 1 3 415 1 1 8 879
GLS-based unit root tests for bounded processes 0 0 0 24 0 0 0 94
Global imbalances and the intertemporal external budget constraint: A multicointegration approach 0 0 0 33 0 0 0 126
Health care expenditure and GDP: Are they broken stationary? 0 0 2 227 0 0 3 512
Joint hypothesis specification for unit root tests with a structural break &ast 0 0 0 62 0 0 0 388
Measuring persistence of U.S. city prices: new evidence from robust tests 0 0 0 26 0 0 0 107
Nearly Unbiased Estimation of Autoregressive Models for Bounded Near‐Integrated Stochastic Processes* 0 0 0 4 2 2 2 15
PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION 0 0 1 27 0 0 1 85
Panel Cointegration Rank Testing with Cross-Section Dependence 0 1 2 75 0 1 2 210
Panel data stochastic convergence analysis of the Mexican regions 0 0 0 65 0 0 1 198
Price Level Convergence, Purchasing Power Parity and Multiple Structural Breaks in Panel Data Analysis: An Application to U.S. Cities 0 0 0 105 0 0 5 350
Productivity, Infrastructure and Human Capital in the Spanish Regions 0 0 0 4 0 0 0 19
Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending 0 0 0 2 0 0 1 15
Regime shifts in stock–flow I(2)–I(1) systems: the case of US fiscal sustainability 0 0 0 24 1 1 1 116
Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks 0 0 0 44 1 1 2 156
Short-term modified Phillips curves for the accession countries 0 0 0 3 0 0 0 38
Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration 0 0 0 2 1 1 2 12
Stochastic Convergence amongst Mexican States 0 0 0 23 0 1 3 136
Stochastic convergence in the industrial sector of the Mexican states 0 0 0 18 0 0 0 107
Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data 1 2 5 311 1 6 24 836
TESTING FOR REAL INTEREST RATE PARITY USING PANEL STATIONARITY TESTS WITH DEPENDENCE: A NOTE* 0 0 0 54 0 0 1 165
THE RELATIONSHIP BETWEEN DEBT LEVEL AND FISCAL SUSTAINABILITY IN ORGANIZATION FOR ECONOMIC COOPERATION AND DEVELOPMENT COUNTRIES 0 0 0 16 0 0 1 71
Testing for Hysteresis in Unemployment in OECD Countries: New Evidence using Stationarity Panel Tests with Breaks* 0 0 0 116 0 0 1 322
Testing for Multicointegration in Panel Data with Common Factors* 0 0 0 94 0 0 0 288
Testing for Panel Cointegration Using Common Correlated Effects Estimators 0 0 3 23 3 4 9 79
Testing for external sustainability under a monetary integration process. Does the Lawson doctrine apply to Europe? 0 0 0 12 0 0 1 52
Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors 0 0 1 44 0 0 1 113
Testing the Null of Cointegration with Structural Breaks* 1 1 1 234 1 2 8 596
The KPSS test with two structural breaks 0 0 0 95 0 0 4 270
Unemployment Hysteresis in Transition Countries: Evidence using Stationarity Panel Tests with Breaks 0 0 0 54 0 0 1 146
Unemployment dynamics and NAIRU estimates for accession countries: A univariate approach 0 0 0 55 0 0 4 215
Unit root and stationarity tests' wedding 0 0 0 69 0 0 0 254
Total Journal Articles 4 6 28 3,165 17 29 121 9,250


Statistics updated 2024-06-06