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Aggregate money demand functions in five industrial countries: are they cointegrated?

Caporale, Guglielmo Maria; Hall, Stephen G.; Urga, Giovanni - In: Estudos econômicos : publicação trimestral do … 31 (2001) 2, pp. 395-423

Persistent link: https://www.econbiz.de/10001702504

Testing the law of one-price in the US gasoline market : a long memory approach

Barassi, Marco R.; De Pascale, Gianluigi; Lagravinese, … - 2021

This paper aims to shed new light on ”law of one-price” in the United States’ gasoline market over the period June-2003-December-2019. Specifically, we test for convergence of the retail prices of gasoline in di↵erent US PADDs, states and cities using the Local Whittle estimator (LW) and...

Persistent link: https://www.econbiz.de/10013223445

The stochastic convergence of CO2 emissions : a long memory approach

Barassi, Marco R.; Cole, Matthew A.; Elliott, Robert J. R. - 2010

Persistent link: https://www.econbiz.de/10009374190

Residual-based tests for fractional cointegration : testing the term structure of interest rates

Zhang, Dayong; Barassi, Marco R.; Tan, Jijun - In: Econometric reviews 34 (2015) 6/10, pp. 1118-1140

Persistent link: https://www.econbiz.de/10011483452

Testing the law of one-price in the US gasoline market : a long memory approach

Barassi, Marco R.; De Pascale, Gianluigi; Lagravinese, … - 2021

Persistent link: https://www.econbiz.de/10012659472

Change‐point detection in the conditional correlation structure of multivariate volatility models

Barassi, Marco R.; Horváth, Lajos; Zhao, Yuqian - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 2, pp. 340-349

Persistent link: https://www.econbiz.de/10012262479

Fractional integration versus structural change : testing the convergence of CO2 emissions

Barassi, Marco R.; Spagnolo, Nicola; Zhao, Yuqian - In: Environmental & resource economics : the official … 71 (2018) 4, pp. 923-968

Persistent link: https://www.econbiz.de/10012023534

Examining the first stages of market performance : a test for evolving markt efficiency

Zalewska-Mitura, Anna; Hall, Stephen G. - In: Economics letters 64 (1999) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10001399157

A consistent approach to modelling dynamic factor demands

Hall, Stephen G.; Nixon, James - 1999

Persistent link: https://www.econbiz.de/10001428452

Inflation targeting : revisiting the delegation and coordination of monetary policy

Hall, Stephen G.; Henry, S. G. B.; Nixon, James - 1999

Persistent link: https://www.econbiz.de/10000683870

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