← All authors Marco Barassi Brunel University of London (from arXiv:2308.04057, 2023) · ORCID · OpenAlex
22 papers in scope · 22 published · 1 on the econ.EM arXiv · 3,163 citations · h-index 13 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Yiannis Karavias Jan Ditzen Paresh Kumar Narayan Joakim Westerlund Joonhwah Lee Simon Reese Likai Chen Georg Keilbar Chongxian Zhu Artūras Juodis Fei Liu Liangjun Su Yayi Yan Bin Peng Jiti Gao Hyungsik Roger Moon Martin Weidner Ovidijus Stauskas Yimeng Xie Iván Fernández-Val Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 22)
published 2026 · Oxford Bulletin of Economics and Statistics · first circulated 2023
Testing the law of one-price in the US gasoline market: a long memory approach
published 2022 · Energy Systems · 3 citations · first circulated 2021
with Gianluigi De Pascale, Raffaele Lagravinese
Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models
published 2018 · Journal of Business and Economic Statistics · 15 citations · first circulated 2017
Combination Forecasting of Energy Demand in the UK
published 2018 · The Energy Journal · 13 citations · first circulated 2017
with Yuqian Zhao
Climate Anomalies and Migration between Chinese Provinces:1987-2015
published 2018 · The Energy Journal · 7 citations
with Marco G. Ercolani, M.J. Herrerías, Zhangfeng Jin
Fractional Integration Versus Structural Change: Testing the Convergence of $$\hbox {CO}_{2}$$ CO 2 Emissions
published 2017 · Environmental and Resource Economics · 29 citations
Residual-Based Tests for Fractional Cointegration: Testing the Term Structure of Interest Rates
published 2014 · Econometric Reviews · 2 citations
with Dayong Zhang, Jijun Tan
Linear and Non-linear Causality between CO2 Emissions and Economic Growth
published 2012 · The Energy Journal · 31 citations
with Nicola Spagnolo
The effect of corruption on FDI: A parametric and non-parametric analysis
published 2012 · European Journal of Political Economy · 179 citations
with Ying Zhou
The Stochastic Convergence of CO2 Emissions: A Long Memory Approach
published 2010 · Environmental and Resource Economics · 114 citations
with Matthew Cole, Robert Elliott
A comparison between tests for changes in the adjustment coefficients in cointegrated systems
published 2008 · Journal of Statistical Computation and Simulation · 1 citations · first circulated 2006
with Guglielmo Maria Caporale, Stephen G. Hall
Stochastic Divergence or Convergence of Per Capita Carbon Dioxide Emissions: Re-examining the Evidence
published 2007 · Environmental and Resource Economics · 142 citations
with Matthew Cole, Robert Elliott
Structural Change and Long‐run Relationships between US and EU Wheat Export Prices
published 2007 · Journal of Agricultural Economics · 22 citations · first circulated 2005
with Atanu Ghoshray
Microeconometrics; Methods and Applications
published 2006 · The Economic Journal · 2468 citations
Evaluating Econometric Forecasts of Economic and Financial Variables
published 2006 · The Economic Journal · 10 citations
On KPSS with GARCH errors
published 2005 · Economics bulletin · 7 citations
no link
Interest rate linkages: identifying structural relations
published 2005 · Applied Financial Economics · 15 citations
with Guglielmo Maria Caporale, Stephen G. Hall
A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates
published 2005 · Open Economies Review · 1 citations
with Guglielmo Maria Caporale, Stephen G. Hall
Recent Developments in Time Series: Volumes I and II
published 2004 · The Economic Journal
Interest rate linkages: a Kalman filter approach to detecting structural change
published 2004 · Economic Modelling · 36 citations
with Guglielmo Maria Caporale, Stephen G. Hall
Nonlinear Statistical Modeling: Proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics: Essays in Honor of Takeshi Amemiya
published 2002 · The Economic Journal · 41 citations
Irreducibility and structural cointegrating relations: an application to the G‐7 long‐term interest rates
published 2001 · International Journal of Finance & Economics · 27 citations
with Guglielmo Maria Caporale, Stephen G. Hall
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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