Marco Barassi
Marco Barassi
Associate Professor of Econometrics, University of Birmingham
Email confirmado em bham.ac.uk - Página inicial
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The effect of corruption on FDI: A parametric and non-parametric analysis
MR Barassi, Y Zhou
European Journal of Political Economy 28 (3), 302-312, 2012
1592012
Stochastic divergence or convergence of per capita carbon dioxide emissions: re-examining the evidence
MR Barassi, MA Cole, RJR Elliott
Environmental and Resource Economics 40 (1), 121-137, 2008
1372008
The Stochastic Convergence of CO2 Emissions: A Long Memory Approach
MR Barassi, MA Cole, RJR Elliott
Environmental and Resource Economics 49 (3), 367-385, 2011
1082011
Interest rate linkages: a Kalman filter approach to detecting structural change
MR Barassi, GM Caporale, SG Hall
Economic Modelling 22 (2), 253-284, 2005
452005
Irreducibility and structural cointegrating relations: an application to the G‐7 long‐term interest rates
MR Barassi, GM Caporale, SG Hall
International Journal of Finance & Economics 6 (2), 127-138, 2001
352001
Linear and non-linear causality between CO2 emissions and economic growth
MR Barassi, N Spagnolo
The Energy Journal 33 (3), 2012
292012
Structural Change and Long‐run Relationships between US and EU Wheat Export Prices
MR Barassi, A Ghoshray
Journal of Agricultural Economics 58 (1), 76-90, 2007
292007
Interest rate linkages: identifying structural relations
MR Barassi, GM Caporale, SG Hall
Applied Financial Economics 15 (14), 977-986, 2005
222005
Volatility switching in shanghai stock exchange: Does regulation help reduce volatility?
D Zhang, D Dickinson, M Barassi
152008
Fractional Integration Versus Structural Change: Testing the Convergence of CO 2 Emissions
MR Barassi, N Spagnolo, Y Zhao
Environmental and Resource Economics 71 (4), 923-968, 2018
122018
Testing for changes in the long-run causal structure of cointegrated vector autoregressions
MR Barassi, GM Caporale, SG Hall
South Bank University, Centre for Monetary and Financial Economics, 2001
112001
Structural breaks, cointegration and B share discount in Chinese stock market
D Zhang, D Dickinson, M Barassi
102006
TDCC GARCH modeling of volatilities and correlations of emerging stock markets
M Barassi, D Dickinson, T Le
Singapore Economics Review Conference August-2011, 60, 2011
72011
On KPSS with GARCH errors
M Barassi
Economics Bulletin 3 (55), 1-12, 2005
72005
Combination Forecasting of Energy Demand in the UK
M Barassi, Y Zhao
The Energy Journal 39 (Special Issue 1), 2018
52018
Interest rate linkages: a Kalman filter approach to detecting structural change
MR Barassi, GM Caporale, SG Hall
Centre for Monetary and Financial Economics, 2000
52000
Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models
M Barassi, L Horváth, Y Zhao
Journal of Business & Economic Statistics 38 (2), 340-349, 2020
42020
Fractional integration and cointegration: Testing the term structure of interest rates
MR Barassi, D Zhang
University of Birmingham, 2009
42009
A sequential test for structural breaks in the causal linkages between the G7 short-term interest rates
MR Barassi, GM Caporale, SG Hall
Open economies review 16 (2), 107-133, 2005
42005
Climate Anomalies and Migration between Chinese Provinces: 1987–2015
MR Barassi, MG Ercolani, MJ Herrerias, Z Jin
The Energy Journal 39 (Special Issue 1), 2018
32018
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