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Details about Marco R. Barassi

Workplace:Department of Economics, University of Birmingham, (more information at EDIRC)

Access statistics for papers by Marco R. Barassi.

Last updated 2018-01-06. Update your information in the RePEc Author Service.

Short-id: pba206


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Working Papers

2010

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

2009

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

2008

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

2006

  1. 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 Downloads View citations (2)
  2. Structural breaks, cointegration and B share discount in Chinese stock market
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    Also in EcoMod2006, EcoMod Downloads View citations (2)
  3. Who is Learning From Whom? A Study of Households Forming Expectations in the US and UK
    Discussion Papers, Department of Economics, University of Birmingham

Undated

  1. 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

2015

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

2012

  1. Linear and Non-linear Causality between CO2 Emissions and Economic Growth
    The Energy Journal, 2012, Volume 33, (Number 3) Downloads View citations (13)
  2. The effect of corruption on FDI: A parametric and non-parametric analysis
    European Journal of Political Economy, 2012, 28, (3), 302-312 Downloads View citations (27)

2011

  1. The Stochastic Convergence of CO 2 Emissions: A Long Memory Approach
    Environmental & Resource Economics, 2011, 49, (3), 367-385 Downloads View citations (18)
    See also Working Paper (2010)

2008

  1. Stochastic Divergence or Convergence of Per Capita Carbon Dioxide Emissions: Re-examining the Evidence
    Environmental & Resource Economics, 2008, 40, (1), 121-137 Downloads View citations (53)

2007

  1. Structural Change and Long-run Relationships between US and EU Wheat Export Prices
    Journal of Agricultural Economics, 2007, 58, (1), 76-90 Downloads View citations (12)

2005

  1. 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 Downloads
  2. Interest rate linkages: a Kalman filter approach to detecting structural change
    Economic Modelling, 2005, 22, (2), 253-284 Downloads View citations (24)
  3. Interest rate linkages: identifying structural relations
    Applied Financial Economics, 2005, 15, (14), 977-986 Downloads View citations (8)
  4. On KPSS with GARCH errors
    Economics Bulletin, 2005, 3, (55), 1-12 Downloads View citations (2)

2001

  1. 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 Downloads View citations (16)
 
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