Marco Barassi

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PhD projects

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.

Research activity per year

18 Article
6 Working paper
1 Abstract

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2001

Testing for Changes in the Long-run Causal Structure of Cointegrated Vector Autoregressions
Barassi, M., 1 Jan 2001.
Research output: Contribution to conference (unpublished) › Abstract

Marco Barassi

Research output

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Testing for Changes in the Long-run Causal Structure of Cointegrated Vector Autoregressions