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Publications

by alumni of

Imperial College → Economics

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles |

Working papers

2023

  1. Marco Barassi & Yiannis Karavias & Chongxian Zhu, 2023, "Threshold Regression in Heterogeneous Panel Data with Interactive Fixed Effects," Papers, arXiv.org, number 2308.04057, Aug, revised Jan 2026.

2021

  1. Marco R. Barassi & Gianluigi De Pascale & Raffaele Lagravinese, 2021, "Testing the law of one-price in the US gasoline market: a long memory approach," SERIES, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", number 03-2021, Jun, revised Jun 2021.

2018

  1. Barassi, Marco & Horvath, Lajos & Zhao, Yuqian, 2018, "Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models," MPRA Paper, University Library of Munich, Germany, number 87837, Jul.

2010

  1. Marco R Barassi & Matthew A Cole & Robert J R Elliott, 2010, "The Stochastic Convergence of CO2 Emissions: A Long Memory Approach," Discussion Papers, Department of Economics, University of Birmingham, number 10-32, Nov.

2009

  1. Marco R Barassi & Dayong Zhang, 2009, "Fractional Integration and Cointegration: Testing the Term Structure of Interest Rates," Discussion Papers, Department of Economics, University of Birmingham, number 09-17, Nov.

2008

  1. Zhang, Dayong & Dickinson, David & Barassi, Marco, 2008, "Volatility Switching in Shanghai Stock Exchange: Does regulation help reduce volatility?," MPRA Paper, University Library of Munich, Germany, number 70352.

2006

  1. Joshy Easaw & Atanu Ghoshray & Marco Barassi, 2006, "Who is Learning From Whom? A Study of Households Forming Expectations in the US and UK," Discussion Papers, Department of Economics, University of Birmingham, number 06-01, Jan.
  2. Marco R. Barassi & Guglielmo Maria Caporale & Stephen G. Hall, 2006, "A Comparison Between Tests For Changes In The Adjustment Coefficients In Cointegrated Systems," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 06-04, Feb.
  3. Dayong Zhang & David Dickinson & Marco R. Barassi, 2006, "Structural Breaks, Cointegration and the B Share Discount in Chinese Stock Market," EcoMod2006, EcoMod, number 272100108, Jun.

2005

  1. Marco Barassi & Atanu Ghoshray, 2005, "Long Run Relationship and Structural Change Between the US and EU Wheat Export Prices," Discussion Papers, Department of Economics, University of Birmingham, number 05-06, Jan.

Journal articles

2020

  1. Marco Barassi & Lajos Horváth & Yuqian Zhao, 2020, "Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 2, pages 340-349, April, DOI: 10.1080/07350015.2018.1505630.

2018

  1. Marco R. Barassi & Nicola Spagnolo & Yuqian Zhao, 2018, "Fractional Integration Versus Structural Change: Testing the Convergence of $$\hbox {CO}_{2}$$ CO 2 Emissions," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 71, issue 4, pages 923-968, December, DOI: 10.1007/s10640-017-0190-z.

2015

  1. Dayong Zhang & Marco R. Barassi & Jijun Tan, 2015, "Residual-Based Tests for Fractional Cointegration: Testing the Term Structure of Interest Rates," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 6-10, pages 1118-1140, December, DOI: 10.1080/07474938.2014.956624.

2012

  1. Barassi, Marco R. & Zhou, Ying, 2012, "The effect of corruption on FDI: A parametric and non-parametric analysis," European Journal of Political Economy, Elsevier, volume 28, issue 3, pages 302-312, DOI: 10.1016/j.ejpoleco.2012.01.001.

2011

  1. Marco Barassi & Matthew Cole & Robert Elliott, 2011, "The Stochastic Convergence of CO 2 Emissions: A Long Memory Approach," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 49, issue 3, pages 367-385, July, DOI: 10.1007/s10640-010-9437-7.

2008

  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, Springer;European Association of Environmental and Resource Economists, volume 40, issue 1, pages 121-137, May, DOI: 10.1007/s10640-007-9144-1.

2007

  1. M. R. Barassi & A. Ghoshray, 2007, "Structural Change and Long-run Relationships between US and EU Wheat Export Prices," Journal of Agricultural Economics, Wiley Blackwell, volume 58, issue 1, pages 76-90, February.

2005

  1. Marco Barassi, 2005, "On KPSS with GARCH errors," Economics Bulletin, AccessEcon, volume 3, issue 55, pages 1-12.
  2. Barassi, Marco R. & Caporale, Guglielmo Maria & Hall, Stephen G., 2005, "Interest rate linkages: a Kalman filter approach to detecting structural change," Economic Modelling, Elsevier, volume 22, issue 2, pages 253-284, March.
  3. 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, volume 16, issue 2, pages 107-133, April, DOI: 10.1007/s11079-005-5871-5.
  4. Marco Barassi & Guglielmo Maria Caporale & Stephen Hall, 2005, "Interest rate linkages: identifying structural relations," Applied Financial Economics, Taylor & Francis Journals, volume 15, issue 14, pages 977-986, DOI: 10.1080/09603100500120308.

2001

  1. 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., volume 6, issue 2, pages 127-138, April.

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