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 0 0 112 0 1 1 369
Análisis de la sostenibilidad del sector exterior en la OCDE con técnicas de multicointegración 0 0 0 10 0 0 2 22
Breaking the panels. An application to the GDP per capita 0 2 4 446 1 5 12 1,276
Cointegration in Panel Data with Breaks and Cross-Section Dependence 0 0 0 282 0 2 2 680
Cointegration in Panel Data with Breaks and Cross-section Dependence 0 0 2 207 0 1 7 386
Cointegration in panel data with breaks and cross-section dependence 0 1 3 429 0 6 18 1,179
Deconstructing Shocks and Persistence in OECD Real Exchange Rates 0 0 0 51 0 1 1 226
Detecting multiple level shifts in bounded time series 0 0 1 33 0 0 7 25
Detecting multiple level shifts in bounded time series 0 0 0 9 0 0 2 17
Evidence on the Purchasing Power Parity in Panel of Cities 0 0 0 182 0 1 3 638
External Imbalances in a Monetary Union. Does the Lawson Doctrine Apply to Europe? 0 0 0 5 0 1 2 50
External imbalances from a GVAR perspective 0 0 0 24 0 0 5 53
External imbalances in a monetary union. Does the Lawson doctrine apply to Europe? 0 0 0 105 0 0 0 298
External imbalances in a monetary union. Does the Lawson doctrine apply to Europe? 0 0 0 70 0 1 5 261
GLS based unit root tests for bounded processes 0 0 0 29 0 0 3 104
GLS based unit root tests for bounded processes 0 0 1 48 0 0 4 87
GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses 0 0 0 141 0 1 4 547
Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series 0 1 1 21 0 2 3 18
Global imbalances and the Intertemporal External Budget Constraint: A multicointegration approach 0 0 0 119 0 0 1 295
Level shifts in a panel data based unit root test. An application to the rate of unemployment 0 0 0 248 0 0 1 715
Measuring Persistence of U.S. City Prices: New Evidence from Robust Tests 0 0 0 67 0 2 3 182
Multicointegration, polynomial cointegration and I(2) cointegration with structural breaks. An application to the sustainability of the US external deficit 0 0 0 93 0 0 0 239
New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks 0 0 0 176 0 1 2 600
New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks 0 0 0 224 0 0 1 718
Panel Data Stochastic Convergence Analysis of the Mexican Regions 0 0 1 176 0 0 1 468
Price level convergence, purchasing power parity and multiple structural breaks: An application to US cities 0 0 0 136 0 1 1 431
Structural changes, common stochastic trends and unit roots in panel data 1 1 2 537 1 2 6 1,076
Testing Panel Cointegration with Unobservable Dynamic Common Factors 0 0 1 102 0 1 4 245
Testing for Changes in the Unconditional Variance of Financial Time Series 0 0 0 686 1 1 13 2,300
Testing for Panel Cointegration Using Common Correlated Effects 0 0 3 319 0 0 6 625
Testing for Panel Cointegration using Common Correlated Effects Estimators 0 1 2 103 0 1 5 148
Testing for hysteresis in unemployment in OECD countries. New evidence using stationarity panel tests with breaks 0 0 0 249 0 0 2 623
Testing for hysteresis in unemployment in OECD countries. New evidence using stationarity panel tests with breaks† 0 0 1 202 0 0 2 595
Testing for multicointegration in panel data with common factors 0 0 1 135 0 0 2 367
Testing for multiple level shifts in I(0) and I(1) stochastic processes 0 0 1 67 0 0 1 43
Testing the Null of Cointegration with Structural Breaks 0 0 3 695 0 0 8 1,590
The KPSS Test with Two Structural Breaks 0 1 1 257 0 3 6 747
The relationship between debt level and fiscal sustainability in OECD countries 0 0 1 34 0 1 5 60
The relationship between debt level and fiscal sustainability in OECD countries 0 0 0 54 0 0 2 117
The relationship between debt level and fiscal sustainability in OECD countries 0 0 0 14 0 0 1 81
The relationship between debt level and fiscal sustainability in OECD countries 0 0 0 51 0 0 2 112
Unbiased estimation of autoregressive models for bounded stochastic processes 0 0 0 17 0 0 1 45
Unemployment dynamics and NAIRU estimates for CEECs: A univariate approach 0 1 2 195 0 1 2 537
“Unbiased estimation of autoregressive models forbounded stochastic processes 0 0 1 10 0 1 3 33
Total Working Papers 1 8 32 7,170 3 37 162 19,228


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 1 180 0 0 4 436
Bounds, Breaks and Unit Root Tests 0 0 0 12 0 0 3 53
Breaking date misspecification error for the level shift KPSS test 0 0 0 28 3 3 5 125
Breaking the panels: An application to the GDP per capita 0 0 0 324 1 3 11 893
Cointegration in Panel Data with Structural Breaks and Cross‐Section Dependence 0 0 1 88 0 0 7 226
DOES REAL INTEREST RATE PARITY HOLD FOR OECD COUNTRIES? NEW EVIDENCE USING PANEL STATIONARITY TESTS WITH CROSS‐SECTION DEPENDENCE AND STRUCTURAL BREAKS 0 0 0 43 0 0 1 129
Editorial 0 0 0 5 0 0 0 25
Evidence on the purchasing power parity in a panel of cities 0 0 0 46 0 1 2 232
External imbalances from a GVAR perspective 0 2 4 13 0 3 8 30
Fiscal Decentralization and Economic Growth in Spain 0 0 0 70 0 0 0 156
Fiscal Deficit Sustainability of the Spanish Regions 0 0 2 5 0 0 3 22
GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES 0 0 1 418 0 2 9 890
GLS-based unit root tests for bounded processes 0 0 0 25 0 0 1 97
Global imbalances and the intertemporal external budget constraint: A multicointegration approach 0 0 0 33 0 0 2 128
Health care expenditure and GDP: Are they broken stationary? 0 0 0 227 0 1 8 521
Joint hypothesis specification for unit root tests with a structural break &ast 0 0 0 62 0 0 4 392
Measuring persistence of U.S. city prices: new evidence from robust tests 0 0 0 26 1 3 4 111
Nearly Unbiased Estimation of Autoregressive Models for Bounded Near‐Integrated Stochastic Processes* 0 0 0 4 0 0 2 17
PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION 0 0 0 27 0 0 0 85
Panel Cointegration Rank Testing with Cross-Section Dependence 0 1 1 76 0 1 2 212
Panel data stochastic convergence analysis of the Mexican regions 0 0 0 65 0 1 1 199
Price Level Convergence, Purchasing Power Parity and Multiple Structural Breaks in Panel Data Analysis: An Application to U.S. Cities 0 0 0 105 1 3 7 357
Productivity, Infrastructure and Human Capital in the Spanish Regions 0 0 0 4 0 0 1 20
Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending 0 0 0 2 0 0 3 19
Regime shifts in stock–flow I(2)–I(1) systems: the case of US fiscal sustainability 0 0 1 25 0 1 3 119
Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks 0 0 0 44 0 0 2 158
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 0 0 2 14
Stochastic Convergence amongst Mexican States 0 0 0 23 0 1 1 137
Stochastic convergence in the industrial sector of the Mexican states 0 0 0 18 0 0 1 108
Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data 0 4 14 326 2 10 29 867
TESTING FOR REAL INTEREST RATE PARITY USING PANEL STATIONARITY TESTS WITH DEPENDENCE: A NOTE* 0 0 0 54 0 0 0 165
THE RELATIONSHIP BETWEEN DEBT LEVEL AND FISCAL SUSTAINABILITY IN ORGANIZATION FOR ECONOMIC COOPERATION AND DEVELOPMENT COUNTRIES 0 0 0 16 1 1 4 75
Testing for Hysteresis in Unemployment in OECD Countries: New Evidence using Stationarity Panel Tests with Breaks* 0 0 0 116 0 0 3 325
Testing for Multicointegration in Panel Data with Common Factors* 0 0 1 95 0 0 1 289
Testing for Panel Cointegration Using Common Correlated Effects Estimators 0 0 0 23 1 2 9 88
Testing for external sustainability under a monetary integration process. Does the Lawson doctrine apply to Europe? 0 0 0 12 0 0 2 54
Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors 0 1 2 46 1 2 7 120
Testing the Null of Cointegration with Structural Breaks* 0 0 3 237 1 4 12 608
The KPSS test with two structural breaks 0 0 2 97 0 0 3 275
Unemployment Hysteresis in Transition Countries: Evidence using Stationarity Panel Tests with Breaks 0 0 0 54 0 1 2 148
Unemployment dynamics and NAIRU estimates for accession countries: A univariate approach 0 0 0 56 0 1 1 217
Unit root and stationarity tests' wedding 0 0 1 70 1 1 5 259
Total Journal Articles 0 8 34 3,205 13 45 175 9,439


Statistics updated 2025-07-04