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A comparison between tests for changes in the adjustment coefficients in cointegrated systems

Barassi, Marco R. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003391491

[Rezension von: Recent developments in time series, ed. by Paul Newbold and Stephen J. Leybourne]

Barassi, Marco R. - In: The economic journal : the journal of the Royal … 114 (2004) 499, pp. 553-554

Persistent link: https://www.econbiz.de/10002437165

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

The stochastic convergence of CO2 emissions : a long memory approach

Barassi, Marco R.; Cole, Matthew A.; Elliott, Robert J. R. - In: Environmental & resource economics : the official … 49 (2011) 3, pp. 367-385

Persistent link: https://www.econbiz.de/10009261955

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

Aggregate demand and aggregate supply in UK regions

Funke, Michael; Hall, Stephen - In: Journal of Economic Studies 25 (1998) September, pp. 260-276

UK regional data on GDP and the GDP deflator are analysed to extract information on underlying demand and supply shocks as well as aggregate demand and supply shocks. Identification is achieved using long run restrictions, based on a theoretical model. The main results are that the supply shocks...

Persistent link: https://www.econbiz.de/10005003318

Aggregate demand and aggregate supply in UK regions

Funke, Michael; Hall, Stephen - In: Journal of Economic Studies 25 (1998) 4, pp. 260-276

Persistent link: https://www.econbiz.de/10014863534

Modelling economies in transition : an introduction

Hall, Stephen G.; Mizon, Grayham E.; Welfe, Aleksander - 1999

Persistent link: https://www.econbiz.de/10001476514