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Details about Josep Lluís Carrion-i-Silvestre

E-mail:
Homepage:http://www.eco.ub.es/~carrion
Phone:+34934024598
Postal address:Department of Econometrics University of Barcelona Av. Diagonal, 690 08034 Barcelona (Spain)
Workplace:Facultat d'Economia i Empresa (Faculty of Economics and Business), Universitat de Barcelona (University of Barcelona), (more information at EDIRC)
Grup d'Anàlisi Quantitativa Regional (Group of Quantitative Regional Analysis), Institut de Recerca en Economia Aplicada (IREA) (Research Institute of Applied Economics), Facultat d'Economia i Empresa (Faculty of Economics and Business), Universitat de Barcelona (University of Barcelona), (more information at EDIRC)
Institut de Recerca en Economia Aplicada (IREA) (Research Institute of Applied Economics), Facultat d'Economia i Empresa (Faculty of Economics and Business), Universitat de Barcelona (University of Barcelona), (more information at EDIRC)

Access statistics for papers by Josep Lluís Carrion-i-Silvestre.

Last updated 2017-07-10. Update your information in the RePEc Author Service.

Short-id: pca33


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Working Papers

2015

  1. Testing for multiple level shifts in I(0) and I(1) stochastic processes
    EcoMod2015, EcoMod Downloads

2014

  1. Testing for Panel Cointegration using Common Correlated Effects Estimators
    Discussion Papers, Department of Economics, University of Birmingham Downloads View citations (3)
  2. The relationship between debt level and fiscal sustainability in OECD countries
    Working Papers, Department of Applied Economics II, Universidad de Valencia Downloads View citations (1)
    Also in IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2013) Downloads
    AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group (2013) Downloads
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) (2013) Downloads

2013

  1. GLS based unit root tests for bounded processes
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads
    Also in AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group (2013) Downloads

    See also Journal Article in Economics Letters (2013)
  2. Global imbalances and the Intertemporal External Budget Constraint: A multicointegration approach
    Working Papers, Department of Applied Economics II, Universidad de Valencia Downloads View citations (5)
    See also Journal Article in Journal of Banking & Finance (2013)

2011

  1. Cointegration in Panel Data with Breaks and Cross-section Dependence
    Discussion Papers, Department of Economics, University of Birmingham Downloads View citations (4)
    Also in Economics Working Papers, European University Institute (2006) Downloads View citations (60)
    Working Paper Series, European Central Bank (2006) Downloads View citations (71)
  2. Testing for Panel Cointegration Using Common Correlated Effects
    Discussion Papers, Department of Economics, University of Birmingham Downloads View citations (18)

2010

  1. External imbalances in a monetary union. Does the Lawson doctrine apply to Europe?
    Working Papers, Asociación Española de Economía y Finanzas Internacionales Downloads View citations (3)
    Also in EcoMod2010, EcoMod Downloads
    Working Papers, Department of Applied Economics II, Universidad de Valencia (2010) Downloads View citations (1)
  2. Measuring Persistence of U.S. City Prices: New Evidence from Robust Tests
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in Empirical Economics (2011)

2009

  1. Testing Panel Cointegration with Unobservable Dynamic Common Factors
    MPRA Paper, University Library of Munich, Germany Downloads

2008

  1. Deconstructing Shocks and Persistence in OECD Real Exchange Rates
    Working Papers, Xarxa de Referència en Economia Aplicada (XREAP) Downloads View citations (4)
  2. Panel Data Stochastic Convergence Analysis of the Mexican Regions
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads View citations (29)
    See also Journal Article in Empirical Economics (2009)
  3. Price level convergence, purchasing power parity and multiple structural breaks: An application to US cities
    Working Papers, Xarxa de Referència en Economia Aplicada (XREAP) Downloads View citations (4)

2007

  1. Another Look at the Null of Stationary RealExchange Rates. Panel Data with Structural Breaks and Cross-section Dependence
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads View citations (38)
  2. GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (12)
  3. Multicointegration, polynomial cointegration and I(2) cointegration with structural breaks. An application to the sustainability of the US external deficit
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads

2006

  1. New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks
    Working Papers, Xarxa de Referència en Economia Aplicada (XREAP) Downloads View citations (7)
    Also in Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia (2006) Downloads View citations (11)
  2. Testing for multicointegration in panel data with common factors
    Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia Downloads View citations (5)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2006)

2005

  1. Testing the Null of Cointegration with Structural Breaks
    DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada Downloads View citations (8)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2006)
  2. The KPSS Test with Two Structural Breaks
    DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada Downloads View citations (2)
    See also Journal Article in Spanish Economic Review (2007)
  3. Unemployment dynamics and NAIRU estimates for CEECs: A univariate approach
    Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia Downloads View citations (3)

2004

  1. Structural changes, common stochastic trends and unit roots in panel data
    Econometric Society 2004 North American Summer Meetings, Econometric Society Downloads View citations (3)
    See also Journal Article in Review of Economic Studies (2009)
  2. Testing for hysteresis in unemployment in OECD countries. New evidence using stationarity panel tests with breaks
    Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia Downloads
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2006)
  3. Testing for hysteresis in unemployment in OECD countries. New evidence using stationarity panel tests with breaks†
    Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces Downloads View citations (1)

2003

  1. Breaking the panels. An application to the GDP per capita
    Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia Downloads View citations (15)
    See also Journal Article in Econometrics Journal (2005)
  2. Evidence on the Purchasing Power Parity in Panel of Cities
    ERSA conference papers, European Regional Science Association Downloads View citations (1)
    See also Journal Article in Applied Economics (2004)
  3. Testing for Changes in the Unconditional Variance of Financial Time Series
    DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada Downloads View citations (31)

2002

  1. Level shifts in a panel data based unit root test. An application to the rate of unemployment
    10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data Downloads View citations (13)

Journal Articles

2016

  1. Bounds, Breaks and Unit Root Tests
    Journal of Time Series Analysis, 2016, 37, (2), 165-181 Downloads

2015

  1. Cointegration in Panel Data with Structural Breaks and Cross‐Section Dependence
    Journal of Applied Econometrics, 2015, 30, (1), 1-23 Downloads View citations (13)
  2. THE RELATIONSHIP BETWEEN DEBT LEVEL AND FISCAL SUSTAINABILITY IN ORGANIZATION FOR ECONOMIC COOPERATION AND DEVELOPMENT COUNTRIES
    Economic Inquiry, 2015, 53, (1), 129-149 Downloads View citations (1)
  3. Testing for external sustainability under a monetary integration process. Does the Lawson doctrine apply to Europe?
    Economic Modelling, 2015, 44, (C), 343-349 Downloads View citations (2)

2013

  1. Editorial
    Applied Economics, 2013, 45, (30), 4203-4203 Downloads
  2. GLS-based unit root tests for bounded processes
    Economics Letters, 2013, 120, (2), 184-187 Downloads View citations (2)
    See also Working Paper (2013)
  3. Global imbalances and the intertemporal external budget constraint: A multicointegration approach
    Journal of Banking & Finance, 2013, 37, (12), 5357-5372 Downloads View citations (4)
    See also Working Paper (2013)
  4. Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors
    Econometrics Journal, 2013, 16, (2), 222-249 Downloads View citations (10)

2011

  1. Measuring persistence of U.S. city prices: new evidence from robust tests
    Empirical Economics, 2011, 41, (3), 739-745 Downloads View citations (6)
    See also Working Paper (2010)
  2. Panel Cointegration Rank Testing with Cross-Section Dependence
    Studies in Nonlinear Dynamics & Econometrics, 2011, 15, (4), 1-43 Downloads View citations (2)
  3. Regime shifts in stock–flow I(2)–I(1) systems: the case of US fiscal sustainability
    Journal of Applied Econometrics, 2011, 26, (2), 298-321 Downloads View citations (12)

2010

  1. DOES REAL INTEREST RATE PARITY HOLD FOR OECD COUNTRIES? NEW EVIDENCE USING PANEL STATIONARITY TESTS WITH CROSS-SECTION DEPENDENCE AND STRUCTURAL BREAKS
    Scottish Journal of Political Economy, 2010, 57, (5), 568-590 Downloads View citations (11)
  2. PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION
    Bulletin of Economic Research, 2010, 62, (3), 269-277 Downloads
  3. Stochastic convergence in the industrial sector of the Mexican states
    The Annals of Regional Science, 2010, 45, (3), 547-570 Downloads View citations (2)

2009

  1. GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES
    Econometric Theory, 2009, 25, (06), 1754-1792 Downloads View citations (84)
  2. Panel data stochastic convergence analysis of the Mexican regions
    Empirical Economics, 2009, 37, (2), 303-327 Downloads View citations (13)
    See also Working Paper (2008)
  3. Price Level Convergence, Purchasing Power Parity and Multiple Structural Breaks in Panel Data Analysis: An Application to U.S. Cities
    Journal of Time Series Econometrics, 2009, 1, (1), 1-38 Downloads View citations (14)
  4. Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data
    Review of Economic Studies, 2009, 76, (2), 471-501 Downloads View citations (57)
    See also Working Paper (2004)
  5. TESTING FOR REAL INTEREST RATE PARITY USING PANEL STATIONARITY TESTS WITH DEPENDENCE: A NOTE
    Manchester School, 2009, 77, (1), 112-126 Downloads View citations (11)

2008

  1. Fiscal Decentralization and Economic Growth in Spain
    Public Finance Review, 2008, 36, (2), 194-218 Downloads View citations (17)
  2. Unemployment Hysteresis in Transition Countries: Evidence using Stationarity Panel Tests with Breaks
    Review of Development Economics, 2008, 12, (3), 620-635 Downloads View citations (13)

2007

  1. Stochastic Convergence amongst Mexican States
    Regional Studies, 2007, 41, (4), 531-541 Downloads View citations (13)
  2. The KPSS test with two structural breaks
    Spanish Economic Review, 2007, 9, (2), 105-127 Downloads View citations (5)
    See also Working Paper (2005)

2006

  1. A guide to the computation of stationarity tests
    Empirical Economics, 2006, 31, (2), 433-448 Downloads View citations (52)
  2. Joint hypothesis specification for unit root tests with a structural break &ast
    Econometrics Journal, 2006, 9, (2), 196-224 Downloads View citations (7)
  3. Short-term modified Phillips curves for the accession countries
    Applied Economics Letters, 2006, 13, (3), 159-162 Downloads
  4. Testing for Hysteresis in Unemployment in OECD Countries: New Evidence using Stationarity Panel Tests with Breaks
    Oxford Bulletin of Economics and Statistics, 2006, 68, (2), 167-182 Downloads View citations (34)
    See also Working Paper (2004)
  5. Testing for Multicointegration in Panel Data with Common Factors
    Oxford Bulletin of Economics and Statistics, 2006, 68, (s1), 721-739 Downloads View citations (5)
    See also Working Paper (2006)
  6. Testing the Null of Cointegration with Structural Breaks
    Oxford Bulletin of Economics and Statistics, 2006, 68, (5), 623-646 Downloads View citations (49)
    See also Working Paper (2005)

2005

  1. Breaking the panels: An application to the GDP per capita
    Econometrics Journal, 2005, 8, (2), 159-175 Downloads View citations (248)
    See also Working Paper (2003)
  2. Health care expenditure and GDP: Are they broken stationary?
    Journal of Health Economics, 2005, 24, (5), 839-854 Downloads View citations (50)
  3. Unemployment dynamics and NAIRU estimates for accession countries: A univariate approach
    Journal of Comparative Economics, 2005, 33, (3), 584-603 Downloads View citations (17)

2004

  1. Evidence on the purchasing power parity in a panel of cities
    Applied Economics, 2004, 36, (9), 961-966 Downloads View citations (15)
    See also Working Paper (2003)

2003

  1. Breaking date misspecification error for the level shift KPSS test
    Economics Letters, 2003, 81, (3), 365-371 Downloads View citations (3)

2001

  1. Unit root and stationarity tests' wedding
    Economics Letters, 2001, 70, (1), 1-8 Downloads View citations (20)

1999

  1. Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks
    Economics Letters, 1999, 63, (3), 279-283 Downloads View citations (4)
 
Page updated 2017-10-19