Marco Barassi

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Marco Barassi works on applied time series econometrics. His research interests include: Non-stationary time series models and structural changes Time-varying parameters techniques Non-linear time series models Dr Barassi's research focuses in particular on the analysis and estimation of non-stationary time series models, long memory models and non-linear models with applications in environmental economics and financial economics.

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Expertise related to UN Sustainable Development Goals

In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):

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17 Article
6 Working paper
1 Abstract

Change-point detection in the conditional correlation structure of multivariate volatility models
Barassi, M., Horvath, L. & Zhao, Y., 2 Apr 2020, In: Journal of Business and Economic Statistics. 38, 2, p. 340-349 10 p.
Research output: Contribution to journal › Article › peer-review

Open Access
File
1 Citation (Scopus)

191 Downloads (Pure)
Climate anomalies and migration between Chinese provinces: 1987–2015
Barassi, M., Ercolani, M., Jesus-Herrerias, M. & Jin, Z., 6 Sep 2018, In: The Energy Journal. 39, Special Issue 1, 22 p., 8.
Research output: Contribution to journal › Article › peer-review

Open Access
File
29 Downloads (Pure)
Combination forecasting of energy demand in the UK
Barassi, M. & Zhao, Y., 1 Sep 2018, In: The Energy Journal. 39, Special Issue 1, p. 209-237 29 p.
Research output: Contribution to journal › Article › peer-review

Open Access
File
2 Citations (Scopus)

29 Downloads (Pure)
Fractional Integration Versus Structural Change: Testing the Convergence of CO₂ Emissions
Barassi, M. R., Spagnolo, N. & Zhao, Y., 28 Nov 2017, (E-pub ahead of print) In: Environmental and Resource Economics. p. 1-46
Research output: Contribution to journal › Article › peer-review

Open Access
File
8 Citations (Scopus)

83 Downloads (Pure)
Residual Based Tests of Fractional Cointegration: Testing the Term Structure of Interest Rates in US and UK
Zhang, D., Barassi, M. & Tan, J., 2015, In: Econometric Reviews. 34, 6-10, p. 1118-1140 23 p.
Research output: Contribution to journal › Article › peer-review
2 Citations (Scopus)

1 Finished

FITG-FUSE Birmingham 19
Slater, P., Elliott, R., Rastegarpanah, A., Barassi, M., Allan, P., Leeke, G., Reed, D. & Anderson, P.
The Faraday Institution
1/06/19 → 31/08/19
Project: Research

Marco Barassi

Personal profile

Expertise related to UN Sustainable Development Goals

Fingerprint

Network

Dive into details

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

Climate anomalies and migration between Chinese provinces: 1987–2015

Combination forecasting of energy demand in the UK

Fractional Integration Versus Structural Change: Testing the Convergence of CO₂ Emissions

Residual Based Tests of Fractional Cointegration: Testing the Term Structure of Interest Rates in US and UK

FITG-FUSE Birmingham 19

Marco Barassi

Personal profile

Expertise related to UN Sustainable Development Goals

Fingerprint

Network

Research output

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

Climate anomalies and migration between Chinese provinces: 1987–2015

Combination forecasting of energy demand in the UK

Fractional Integration Versus Structural Change: Testing the Convergence of CO2 Emissions

Residual Based Tests of Fractional Cointegration: Testing the Term Structure of Interest Rates in US and UK

Projects

FITG-FUSE Birmingham 19

Fractional Integration Versus Structural Change: Testing the Convergence of CO₂ Emissions