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Citations of
Marco R. Barassi

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The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

| Working papers | Articles | Access and download statistics

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Marco Barassi & Matthew Cole & Robert Elliott, 2008. "Stochastic Divergence or Convergence of Per Capita Carbon Dioxide Emissions: Re-examining the Evidence," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 40(1), pages 121-137, May. [Downloadable!] (restricted)

    Cited by:

  2. Marco R. Barassi & Guglielmo Maria Caporale & Stephen G. Hall, 2005. "Interest rate linkages: identifying structural relations," Applied Financial Economics, Taylor and Francis Journals, vol. 15(14), pages 977-986, October. [Downloadable!] (restricted)

    Cited by:

    1. Peter G. Dunne & Michael J. Moore & Richard Portes, 2002. "Defining Benchmark Status: An Application using Euro-Area Bonds," NBER Working Papers 9087, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. Marco Barassi & Guglielmo Caporale & Stephen Hall, 2005. "A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates," Open Economies Review, Springer, vol. 16(2), pages 107-133, April. [Downloadable!] (restricted)

  3. Barassi, Marco R. & Caporale, Guglielmo Maria & Hall, Stephen G., 2005. "Interest rate linkages: a Kalman filter approach to detecting structural change," Economic Modelling, Elsevier, vol. 22(2), pages 253-284, March. [Downloadable!] (restricted)

    Cited by:

    1. Olivier Basdevant & David Hargreaves, 2003. "Modelling structural change: the case of New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2003/03, Reserve Bank of New Zealand. [Downloadable!]
    2. Ekaterini Panopoulou, 2006. "The predictive content of financial variables: Evidence from the euro area," The Institute for International Integration Studies Discussion Paper Series iiisdp178, IIIS. [Downloadable!]
    3. M Sensier & M Artis & C R Birchenhall & D R Osborn, 2002. "Domestic and International Influences on Business Cycle Regimes in Europe," Centre for Growth and Business Cycle Research Discussion Paper Series 11, Economics, The Univeristy of Manchester. [Downloadable!]
      Other versions:

  4. Barassi, Marco R & Caporale, Guglielmo Maria & Hall, Stephen G, 2001. "Irreducibility and Structural Cointegrating Relations: An Application to the G-7 Long-Term Interest Rates," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 6(2), pages 127-38, April. [Downloadable!] (restricted)

    Cited by:

    1. Marco R. Barassi & Guglielmo Maria Caporale & Stephen G. Hall, 2005. "Interest rate linkages: identifying structural relations," Applied Financial Economics, Taylor and Francis Journals, vol. 15(14), pages 977-986, October. [Downloadable!] (restricted)
    2. Peter G. Dunne & Michael J. Moore & Richard Portes, 2002. "Defining Benchmark Status: An Application using Euro-Area Bonds," NBER Working Papers 9087, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    3. Ghoshray, Atanu & Lloyd, Tim, 2003. "Price Linkages In The International Wheat Market," 2003 Annual Meeting, August 16-22, 2003, Durban, South Africa 25852, International Association of Agricultural Economists. [Downloadable!]
    4. Jian Yang, 2005. "Government bond market linkages: evidence from Europe," Applied Financial Economics, Taylor and Francis Journals, vol. 15(9), pages 599-610, June. [Downloadable!] (restricted)

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This page was last updated on 2010-1-1.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.