Marco R. Barassi
Names
| first: |
Marco |
| middle: |
R. |
| last: |
Barassi |
Identifer
Contact
Affiliations
-
University of Birmingham
/ Department of Economics
Research profile
author of:
- Linear and Non-linear Causality between CO2 Emissions and Economic Growth (RePEc:aen:journl:33-3-02)
by Marco R. Barassi and Nicola Spagnolo - Threshold Regression in Heterogeneous Panel Data with Interactive Fixed Effects (RePEc:arx:papers:2308.04057)
by Marco Barassi & Yiannis Karavias & Chongxian Zhu - Testing the law of one-price in the US gasoline market: a long memory approach (RePEc:bai:series:series_wp_03-2021)
by Marco R. Barassi & Gianluigi De Pascale & Raffaele Lagravinese - Long Run Relationship and Structural Change Between the US and EU Wheat Export Prices (RePEc:bir:birmec:05-06)
by Marco Barassi & Atanu Ghoshray - Who is Learning From Whom? A Study of Households Forming Expectations in the US and UK (RePEc:bir:birmec:06-01)
by Joshy Easaw & Atanu Ghoshray & Marco Barassi - Fractional Integration and Cointegration: Testing the Term Structure of Interest Rates (RePEc:bir:birmec:09-17)
by Marco R Barassi & Dayong Zhang - The Stochastic Convergence of CO2 Emissions: A Long Memory Approach (RePEc:bir:birmec:10-32)
by Marco R Barassi & Matthew A Cole & Robert J R Elliott - Structural Change and Long-run Relationships between US and EU Wheat Export Prices (RePEc:bla:jageco:v:58:y:2007:i:1:p:76-90)
by M. R. Barassi & A. Ghoshray - A Comparison Between Tests For Changes In The Adjustment Coefficients In Cointegrated Systems (RePEc:bru:bruedp:06-04)
by Marco R. Barassi & Guglielmo Maria Caporale & Stephen G. Hall - On KPSS with GARCH errors (RePEc:ebl:ecbull:eb-05c40003)
by Marco Barassi - Interest rate linkages: a Kalman filter approach to detecting structural change (RePEc:eee:ecmode:v:22:y:2005:i:2:p:253-284)
by Barassi, Marco R. & Caporale, Guglielmo Maria & Hall, Stephen G. - The effect of corruption on FDI: A parametric and non-parametric analysis (RePEc:eee:poleco:v:28:y:2012:i:3:p:302-312)
by Barassi, Marco R. & Zhou, Ying - Structural Breaks, Cointegration and the B Share Discount in Chinese Stock Market (RePEc:ekd:002721:272100108)
by Dayong Zhang & David Dickinson & Marco R. Barassi - Irreducibility and Structural Cointegrating Relations: An Application to the G-7 Long-Term Interest Rates (RePEc:ijf:ijfiec:v:6:y:2001:i:2:p:127-38)
by Barassi, Marco R & Caporale, Guglielmo Maria & Hall, Stephen G - Stochastic Divergence or Convergence of Per Capita Carbon Dioxide Emissions: Re-examining the Evidence (RePEc:kap:enreec:v:40:y:2008:i:1:p:121-137)
by Marco Barassi & Matthew Cole & Robert Elliott - The Stochastic Convergence of CO 2 Emissions: A Long Memory Approach (RePEc:kap:enreec:v:49:y:2011:i:3:p:367-385)
by Marco Barassi & Matthew Cole & Robert Elliott - Fractional Integration Versus Structural Change: Testing the Convergence of $$\hbox {CO}_{2}$$ CO 2 Emissions (RePEc:kap:enreec:v:71:y:2018:i:4:d:10.1007_s10640-017-0190-z)
by Marco R. Barassi & Nicola Spagnolo & Yuqian Zhao - A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates (RePEc:kap:openec:v:16:y:2005:i:2:p:107-133)
by Marco Barassi & Guglielmo Caporale & Stephen Hall - Volatility Switching in Shanghai Stock Exchange: Does regulation help reduce volatility? (RePEc:pra:mprapa:70352)
by Zhang, Dayong & Dickinson, David & Barassi, Marco - Structural breaks, cointegration and B share discount in Chinese stock market (RePEc:pra:mprapa:70353)
by Zhang, Dayong & Dickinson, David & Barassi, Marco - Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models (RePEc:pra:mprapa:87837)
by Barassi, Marco & Horvath, Lajos & Zhao, Yuqian - Unknown item RePEc:taf:apfiec:v:15:y:2005:i:14:p:977-986 (article)
- Residual-Based Tests for Fractional Cointegration: Testing the Term Structure of Interest Rates (RePEc:taf:emetrv:v:34:y:2015:i:6-10:p:1118-1140)
by Dayong Zhang & Marco R. Barassi & Jijun Tan - Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models (RePEc:taf:jnlbes:v:38:y:2020:i:2:p:340-349)
by Marco Barassi & Lajos Horváth & Yuqian Zhao