Details about Marco R. Barassi

Access statistics for papers by Marco R. Barassi.

Last updated 2024-03-09. Update your information in the RePEc Author Service.

Short-id: pba206

Working Papers

2023

1. Threshold Regression in Heterogeneous Panel Data with Interactive Fixed Effects
   Papers, arXiv.org

2021

2. Testing the law of one-price in the US gasoline market: a long memory approach
   SERIES, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro" View citations (1)

2018

3. Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models, Journal of Business & Economic Statistics, Taylor & Francis Journals (2020) View citations (4) (2020)

2010

4. The Stochastic Convergence of CO2 Emissions: A Long Memory Approach
   Discussion Papers, Department of Economics, University of Birmingham View citations (13)
   See also Journal Article The Stochastic Convergence of CO 2 Emissions: A Long Memory Approach, Environmental & Resource Economics, Springer (2011) View citations (47) (2011)

2009

5. Fractional Integration and Cointegration: Testing the Term Structure of Interest Rates
   Discussion Papers, Department of Economics, University of Birmingham View citations (1)

2008

6. Volatility Switching in Shanghai Stock Exchange: Does regulation help reduce volatility?
   MPRA Paper, University Library of Munich, Germany View citations (1)

2006

7. A COMPARISON BETWEEN TESTS FOR CHANGES IN THE ADJUSTMENT COEFFICIENTS IN COINTEGRATED SYSTEMS
   Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
8. Structural Breaks, Cointegration and the B Share Discount in Chinese Stock Market
   EcoMod2006, EcoMod View citations (4)
   Also in MPRA Paper, University Library of Munich, Germany (2006) View citations (4)
9. Who is Learning From Whom? A Study of Households Forming Expectations in the US and UK
   Discussion Papers, Department of Economics, University of Birmingham

2005

10. Long Run Relationship and Structural Change Between the US and EU Wheat Export Prices
    Discussion Papers, Department of Economics, University of Birmingham View citations (2)

Journal Articles

2020

1. Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models
   Journal of Business & Economic Statistics, 2020, 38, (2), 340-349 View citations (4)
   See also Working Paper Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models, MPRA Paper (2018) (2018)

2018

2. Fractional Integration Versus Structural Change: Testing the Convergence of $$\hbox {CO}_{2}$$ CO 2 Emissions
   Environmental & Resource Economics, 2018, 71, (4), 923-968 View citations (10)

2015

3. Residual-Based Tests for Fractional Cointegration: Testing the Term Structure of Interest Rates
   Econometric Reviews, 2015, 34, (6-10), 1118-1140 View citations (1)

2012

4. Linear and Non-linear Causality between CO2 Emissions and Economic Growth
   The Energy Journal, 2012, Volume 33, (Number 3) View citations (23)
5. The effect of corruption on FDI: A parametric and non-parametric analysis
   European Journal of Political Economy, 2012, 28, (3), 302-312 View citations (64)

2011

6. The Stochastic Convergence of CO 2 Emissions: A Long Memory Approach
   Environmental & Resource Economics, 2011, 49, (3), 367-385 View citations (47)
   See also Working Paper The Stochastic Convergence of CO2 Emissions: A Long Memory Approach, Discussion Papers (2010) View citations (13) (2010)

2008

7. Stochastic Divergence or Convergence of Per Capita Carbon Dioxide Emissions: Re-examining the Evidence
   Environmental & Resource Economics, 2008, 40, (1), 121-137 View citations (74)

2007

8. Structural Change and Long-run Relationships between US and EU Wheat Export Prices
   Journal of Agricultural Economics, 2007, 58, (1), 76-90 View citations (14)

2005

9. A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates
   Open Economies Review, 2005, 16, (2), 107-133
10. Interest rate linkages: a Kalman filter approach to detecting structural change
    Economic Modelling, 2005, 22, (2), 253-284 View citations (25)
11. Interest rate linkages: identifying structural relations
    Applied Financial Economics, 2005, 15, (14), 977-986 View citations (10)
12. On KPSS with GARCH errors
    Economics Bulletin, 2005, 3, (55), 1-12 View citations (3)

2001

13. Irreducibility and Structural Cointegrating Relations: An Application to the G-7 Long-Term Interest Rates
    International Journal of Finance & Economics, 2001, 6, (2), 127-38 View citations (23)