Josep Lluís Carrion-i-Silvestre
Names
| first: |
Josep |
| middle: |
Lluís |
| last: |
Carrion-i-Silvestre |
Identifer
Contact
Affiliations
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Universitat de Barcelona
/ School of Economics
/ Institut de Recerca en Economia Aplicada (IREA) (weight: 33%)
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Universitat de Barcelona
/ School of Economics
/ Institut de Recerca en Economia Aplicada (IREA)
/ Grup d'Anàlisi Quantitativa Regional (weight: 33%)
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Universitat de Barcelona
/ School of Economics (weight: 34%)
Research profile
author of:
- External imbalances in a monetary union. Does the Lawson doctrine apply to Europe? (RePEc:aee:wpaper:1009)
by Mariam Camarero & Josep Lluís Carrion-i-Silvestre & Cecilio Tamarit - “GLS based unit root tests for bounded processes” (RePEc:aqr:wpaper:201302)
by Josep Lluís Carrion-i-Silvestre & María Dolores Gadea - “The relationship between debt level and fiscal sustainability in OECD countries” (RePEc:aqr:wpaper:201307)
by Mariam Camarero & Josep Lluís Carrion-i-Silvestre & Cecilio Tamarit - “Unbiased estimation of autoregressive models forbounded stochastic processes (RePEc:aqr:wpaper:201710)
by Josep Lluís Carrion-i-Silvestre & María Dolores Gadea & Antonio Montañés - “Detecting multiple level shifts in bounded time series” (RePEc:aqr:wpaper:202106)
by Josep Lluís Carrion-i-Silvestre & María Dolores Gadea - Breaking the panels. An application to the GDP per capita (RePEc:bar:bedcje:200397)
by Josep Lluis Carrion Silvestre & Tomas del Barrio Castro & Enrique Lopez Bazo - Testing for hysteresis in unemployment in OECD countries. New evidence using stationarity panel tests with breaks (RePEc:bar:bedcje:2004119)
by Mariam Camarero & Josep Lluis Carrion Silvestre & Cecilio Tamarit - Unemployment dynamics and NAIRU estimates for CEECs : A univariate approach (RePEc:bar:bedcje:2005131)
by Mariam Camarero & Josep Lluis Carrion Silvestre & Cecilio Tamarit - New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks (RePEc:bar:bedcje:2006159)
by Mariam Camarero & Josep Lluis Carrion Silvestre & Cecilio Tamarit - Testing for multicointegration in panel data with common factors (RePEc:bar:bedcje:2006160)
by Vanessa Berenguer Rico & Josep Lluis Carrion Silvestre - Testing for Panel Cointegration Using Common Correlated Effects (RePEc:bir:birmec:11-16)
by Anindya Banerjee & Josep Lluis Carrion-i-Silvestre - Cointegration in Panel Data with Breaks and Cross-section Dependence (RePEc:bir:birmec:11-25)
by Anindya Banerjee & Josep Lluis Carrion-i-Silvestre - Testing for Panel Cointegration using Common Correlated Effects Estimators (RePEc:bir:birmec:15-02)
by Anindya Banerjee & Josep Lluis Carrion-i-Silvestre - Panel Data Unit Root Test With Fixed Time Dimension (RePEc:bla:buecrs:v:62:y:2010:i:3:p:269-277)
by Josep Lluís Carrion‐i‐Silvestre & Kaddour Hadri - The Relationship Between Debt Level And Fiscal Sustainability In Organization For Economic Cooperation And Development Countries (RePEc:bla:ecinqu:v:53:y:2015:i:1:p:129-149)
by Mariam Camarero & Josep Lluís Carrion‐i‐Silvestre & Cecilio Tamarit - Bounds, Breaks and Unit Root Tests (RePEc:bla:jtsera:v:37:y:2016:i:2:p:165-181)
by Josep Lluís Carrion-I-Silvestre & María Dolores Gadea - Testing for Panel Cointegration Using Common Correlated Effects Estimators (RePEc:bla:jtsera:v:38:y:2017:i:4:p:610-636)
by Anindya Banerjee & Josep Lluís Carrion-i-Silvestre - Testing For Real Interest Rate Parity Using Panel Stationarity Tests With Dependence: A Note (RePEc:bla:manchs:v:77:y:2009:i:1:p:112-126)
by Mariam Camarero & Josep Lluis Carrion‐I‐Silvestre & Cecilio Tamarit - Testing for Hysteresis in Unemployment in OECD Countries: New Evidence using Stationarity Panel Tests with Breaks (RePEc:bla:obuest:v:68:y:2006:i:2:p:167-182)
by Mariam Camarero & Josep Lluís Carrion‐i‐Silvestre & Cecilio Tamarit - Testing the Null of Cointegration with Structural Breaks (RePEc:bla:obuest:v:68:y:2006:i:5:p:623-646)
by Josep Lluís Carrion‐i‐Silvestre & Andreu Sansó - Testing for Multicointegration in Panel Data with Common Factors (RePEc:bla:obuest:v:68:y:2006:i:s1:p:721-739)
by Vanessa Berenguer‐Rico & Josep Lluís Carrion‐i‐Silvestre - Nearly Unbiased Estimation of Autoregressive Models for Bounded Near‐Integrated Stochastic Processes (RePEc:bla:obuest:v:83:y:2021:i:1:p:273-297)
by Josep Lluís Carrion‐i‐Silvestre & María Dolores Gadea & Antonio Montañés - Unemployment Hysteresis in Transition Countries: Evidence using Stationarity Panel Tests with Breaks (RePEc:bla:rdevec:v:12:y:2008:i:3:p:620-635)
by Mariam Camarero & Josep Lluís Carrion‐i‐Silvestre & Cecilio Tamarit - Does Real Interest Rate Parity Hold For Oecd Countries? New Evidence Using Panel Stationarity Tests With Cross‐Section Dependence And Structural Breaks (RePEc:bla:scotjp:v:57:y:2010:i:5:p:568-590)
by Mariam Camarero & Josep Lluís Carrion‐i‐Silvestre & Cecilio Tamarit - External imbalances from a GVAR perspective (RePEc:bla:worlde:v:44:y:2021:i:11:p:3202-3245)
by Mariam Camarero & Josep Lluís Carrion‐i‐Silvestre & Cecilio Tamarit - GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses (RePEc:bos:wpaper:wp2008-019)
by Josep Lluís Carrion-i-Silvestre & Dukpa Kim & Pierre Perron - Price Level Convergence, Purchasing Power Parity and Multiple Structural Breaks in Panel Data Analysis: An Application to U.S. Cities (RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:3)
by Basher Syed A. & Carrion-i-Silvestre Josep Lluís - Panel Cointegration Rank Testing with Cross-Section Dependence (RePEc:bpj:sndecm:v:15:y:2011:i:4:n:4)
by Carrion-i-Silvestre Josep Lluis & Surdeanu Laura - Testing for hysteresis in unemployment in OECD countries. New evidence using stationarity panel tests with breaks† (RePEc:cea:doctra:e2004_40)
by Mariam Camarero & Josep Lluís Carrion-i-Silvestre & Cecilio Tamarit - Level shifts in a panel data based unit root test. An application to the rate of unemployment (RePEc:cpd:pd2002:c5-2)
by Josep Lluís Carrion-i-Silvestre & Tomás del Barrio-Castro & Enrique López-Bazo - Gls-Based Unit Root Tests With Multiple Structural Breaks Under Both The Null And The Alternative Hypotheses (RePEc:cup:etheor:v:25:y:2009:i:06:p:1754-1792_99)
by Carrion-i-Silvestre, Josep Lluís & Kim, Dukpa & Perron, Pierre - Cointegration in panel data with breaks and cross-section dependence (RePEc:ecb:ecbwps:2006591)
by Banerjee, Anindya & Carrion-i-Silvestre, Josep Lluís - Structural changes, common stochastic trends and unit roots in panel data (RePEc:ecm:nasm04:345)
by Jushan Bai; Josep LluÃs Carrion-i-Silvestre - Breaking the panels: An application to the GDP per capita (RePEc:ect:emjrnl:v:8:y:2005:i:2:p:159-175)
by Josep Lluís Carrion-i-Silvestre & Tomás del Barrio-Castro & Enrique López-Bazo - Joint hypothesis specification for unit root tests with a structural break * (RePEc:ect:emjrnl:v:9:y:2006:i:2:p:196-224)
by Josep Lluís Carrion-i-Silvestre & Andreu Sansó - External imbalances in a monetary union. Does the Lawson doctrine apply to Europe? (RePEc:eec:wpaper:1006)
by Mariam Camarero & Josep Lluís Carrion-i-Silvestre & Cecilio Tamarit - Global imbalances and the Intertemporal External Budget Constraint: A multicointegration approach (RePEc:eec:wpaper:1303)
by Mariam Camarero & Josep Lluís Carrion-i-Silvestre & Cecilio Tamarit - The relationship between debt level and fiscal sustainability in OECD countries (RePEc:eec:wpaper:1402)
by Mariam Camarero & Josep Lluís Carrion-i-Silvestre & Cecilio Tamarit - External imbalances from a GVAR perspective (RePEc:eec:wpaper:2005)
by Mariam Camarero Author-X-Name-Mariam & Josep Lluís Carrión-i-Silvestre & Cecilio Tamarit - Análisis de la sostenibilidad del sector exterior en la OCDE con técnicas de multicointegración (RePEc:eec:wpaper:2112)
by Mariam Camarero & Josep Lluís Carrion-i-Silvestre & Cecilio Tamarit - Testing for external sustainability under a monetary integration process. Does the Lawson doctrine apply to Europe? (RePEc:eee:ecmode:v:44:y:2015:i:c:p:343-349)
by Camarero, Mariam & Carrion-i-Silvestre, Josep Lluís & Tamarit, Cecilio - GLS-based unit root tests for bounded processes (RePEc:eee:ecolet:v:120:y:2013:i:2:p:184-187)
by Carrion-i-Silvestre, Josep Lluís & Gadea, María Dolores - Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks (RePEc:eee:ecolet:v:63:y:1999:i:3:p:279-283)
by Carrion i Silvestre, Josep Lluis & Sanso i Rossello, Andreu & Artis Ortuno, Manuel - Unit root and stationarity tests' wedding (RePEc:eee:ecolet:v:70:y:2001:i:1:p:1-8)
by Carrion-i-Silvestre, Josep Lluis & Sanso-i-Rossello, Andreu & Ortuno, Manuel Artis - Breaking date misspecification error for the level shift KPSS test (RePEc:eee:ecolet:v:81:y:2003:i:3:p:365-371)
by Carrion-i-Silvestre, Josep Lluis - Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration (RePEc:eee:econom:v:224:y:2021:i:1:p:22-38)
by Carrion-i-Silvestre, Josep Lluís & Kim, Dukpa - Global imbalances and the intertemporal external budget constraint: A multicointegration approach (RePEc:eee:jbfina:v:37:y:2013:i:12:p:5357-5372)
by Camarero, Mariam & Carrion-i-Silvestre, Josep Lluís & Tamarit, Cecilio - Unemployment dynamics and NAIRU estimates for accession countries: A univariate approach (RePEc:eee:jcecon:v:33:y:2005:i:3:p:584-603)
by Camarero, Mariam & Carrion-i-Silvestre, Josep Lluis & Tamarit, Cecilio - Health care expenditure and GDP: Are they broken stationary? (RePEc:eee:jhecon:v:24:y:2005:i:5:p:839-854)
by Carrion-i-Silvestre, Josep Lluis - External Imbalances in a Monetary Union. Does the Lawson Doctrine Apply to Europe? (RePEc:ekd:002596:259600036)
by Josep Lluís CARRION-I-SILVESTRE & Mariam CAMARERO & Josep LLUÍS CARRION-I-SILVESTRE & Cecilio TAMARIT - Testing for multiple level shifts in I(0) and I(1) stochastic processes (RePEc:ekd:008007:8702)
by Josep Lluís Carrion-i-Silvestre & Maria Dolores Gadea - Cointegration in Panel Data with Breaks and Cross-Section Dependence (RePEc:eui:euiwps:eco2006/5)
by Anindya Banerjee & Josep Lluís Carrion-i-Silvestre - Multicointegration, polynomial cointegration and I(2) cointegration with structural breaks. An application to the sustainability of the US external deficit (RePEc:ira:wpaper:200709)
by Vanessa Berenguer-Rico & Josep Lluís Carrion-i-Silvestre - Another Look at the Null of Stationary RealExchange Rates. Panel Data with Structural Breaks and Cross-section Dependence (RePEc:ira:wpaper:200710)
by Syed A. Basher & Josep Lluís Carrion-i-Silvestre - Panel Data Stochastic Convergence Analysis of the Mexican Regions (RePEc:ira:wpaper:200805)
by Josep Lluís Carrion-i-Silvestre & Vicente German-Soto - “GLS based unit root tests for bounded processes” (RePEc:ira:wpaper:201304)
by Josep Lluís Carrion-i-Silvestre & María Dolores Gadea - “The relationship between debt level and fiscal sustainability in OECD countries” (RePEc:ira:wpaper:201315)
by Mariam Camarero & Josep Lluís Carrion-i-Silvestre & Cecilio Tamarit - “Unbiased estimation of autoregressive models for bounded stochastic processes” (RePEc:ira:wpaper:201719)
by Josep Lluís Carrion-i-Silvestre & María Dolores Gadea & Antonio Montañés - "Detecting multiple level shifts in bounded time series" (RePEc:ira:wpaper:202115)
by Josep Lluís Carrion-i-Silvestre & María Dolores Gadea - "Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series" (RePEc:ira:wpaper:202309)
by Josep Lluís Carrion-i-Silvestre & Andreu Sansó - The relationship between debt level and fiscal sustainability in OECD countries (RePEc:jau:wpaper:2013/10)
by Mariam Camarero & Josep Lluís Carrion-i-Silvestre & Cecilio Tamarit - Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data (RePEc:oup:restud:v:76:y:2009:i:2:p:471-501)
by Jushan Bai & Josep Lluís Carrion-I-Silvestre - Measuring Persistence of U.S. City Prices: New Evidence from Robust Tests (RePEc:pra:mprapa:22482)
by Basher, Syed Abul & Carrion-i-Silvestre, Josep Lluis - Testing Panel Cointegration with Unobservable Dynamic Common Factors (RePEc:pra:mprapa:35243)
by Bai, Jushan & Carrion-i-Silvestre, Josep Lluis - Fiscal Decentralization and Economic Growth in Spain (RePEc:sae:pubfin:v:36:y:2008:i:2:p:194-218)
by Josep LluÃs Carrion-i-Silvestre & Marta Espasa & Toni Mora - Stochastic convergence in the industrial sector of the Mexican states (RePEc:spr:anresc:v:45:y:2010:i:3:p:547-570)
by Josep Carrion-i-Silvestre & Vicente German-Soto - A guide to the computation of stationarity tests (RePEc:spr:empeco:v:31:y:2006:i:2:p:433-448)
by Josep Carrion-i-Silvestre & Andreu Sansó - Panel data stochastic convergence analysis of the Mexican regions (RePEc:spr:empeco:v:37:y:2009:i:2:p:303-327)
by Josep Carrion-i-Silvestre & Vicente German-Soto - Measuring persistence of U.S. city prices: new evidence from robust tests (RePEc:spr:empeco:v:41:y:2011:i:3:p:739-745)
by Syed Basher & Josep Carrion-i-Silvestre - The KPSS test with two structural breaks (RePEc:spr:specre:v:9:y:2007:i:2:p:105-127)
by Josep Carrion-i-Silvestre & Andreu Sansó - Short-term modified Phillips curves for the accession countries (RePEc:taf:apeclt:v:13:y:2006:i:3:p:159-162)
by Mariam Camarero & Josep Lluis Carrion-i-Silvestre & Cecilio Tamarit - Evidence on the purchasing power parity in a panel of cities (RePEc:taf:applec:v:36:y:2004:i:9:p:961-966)
by Josep LluIs Carrion-I-Silvestre & Tomas Del Barrio & Enrique Lopez-Bazo - Editorial (RePEc:taf:applec:v:45:y:2013:i:30:p:4203-4203)
by Josep Llu arrion-i-Silvestre & Emma M. Iglesias - Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending (RePEc:taf:emetrv:v:38:y:2019:i:8:p:881-898)
by Josep Lluís Carrion-i-Silvestre & Dukpa Kim - Stochastic Convergence amongst Mexican States (RePEc:taf:regstd:v:41:y:2007:i:4:p:531-541)
by Josep Lluis Carrion-I-Silvestre & Vicente German-Soto - Fiscal Deficit Sustainability of the Spanish Regions (RePEc:taf:regstd:v:50:y:2016:i:10:p:1702-1713)
by Josep Lluís Carrion-I-Silvestre - Productivity, Infrastructure and Human Capital in the Spanish Regions (RePEc:taf:specan:v:11:y:2016:i:4:p:365-391)
by Josep Lluís Carrion-i-Silvestre & Laura Surdeanu - Testing the Null of Cointegration with Structural Breaks (RePEc:ubi:deawps:10)
by Josep Lluís Carrion-i-Silvestre & Andreu Sansó - The KPSS Test with Two Structural Breaks (RePEc:ubi:deawps:13)
by Josep Lluís Carrion-i-Silvestre & Andreu Sansó - Testing for Changes in the Unconditional Variance of Financial Time Series (RePEc:ubi:deawps:5)
by Andreu Sansó & Vicent Aragó & Josep Lluís Carrion - Evidence on the Purchasing Power Parity in Panel of Cities (RePEc:wiw:wiwrsa:ersa03p273)
by Tomas del Barrio & Josep Ll Carrion & Enrique Lopez-Bazo - Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors (RePEc:wly:emjrnl:v:16:y:2013:i:2:p:222-249)
by Jushan Bai & Josep Lluís Carrion‐i‐Silvestre - Regime shifts in stock–flow I(2)–I(1) systems: the case of US fiscal sustainability (RePEc:wly:japmet:v:26:y:2011:i:2:p:298-321)
by Vanessa Berenguer‐Rico & Josep Lluís Carrion‐i‐Silvestre - Cointegration in Panel Data with Structural Breaks and Cross‐Section Dependence (RePEc:wly:japmet:v:30:y:2015:i:1:p:1-23)
by Anindya Banerjee & Josep Lluís Carrion‐i‐Silvestre - New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks (RePEc:xrp:wpaper:creap2006-14)
by Mariam Camarero & Josep Lluis Carrion-i-Silvestre & Cecilio Tamarit - Deconstructing Shocks and Persistence in OECD Real Exchange Rates (RePEc:xrp:wpaper:xreap2008-06)
by Syed A. Basher & Josep Lluis Carrión-i-Silvestre - Price level convergence, purchasing power parity and multiple structural breaks: An application to US cities (RePEc:xrp:wpaper:xreap2008-08)
by Syed A. Basher & Josep Lluis Carrión-i-Silvestre