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

18 results

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2022
Testing the law of one-price in the US gasoline market: a long memory approach
Barassi, M. R., Pascale, G. D. & Lagravinese, R., 8 Dec 2022, (E-pub ahead of print) In: Energy Systems.
Research output: Contribution to journal › Article › peer-review
2020
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)

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

Open Access
File
167 Downloads (Pure)
Combination forecasting of energy demand in the UK
Barassi, M. & Zhao, Y., 1 Sept 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)

88 Downloads (Pure)
2017
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)

142 Downloads (Pure)
2015
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)
2012

Linear and Nonlinear causality between CO2 emissions and economic growth
Barassi, M. & Spagnolo, N., 2012, In: The Energy Journal. 33, 3
Research output: Contribution to journal › Article › peer-review
Linear and non-linear causality between CO₂ emissions and economic growth
Barassi, M. R. & Spagnolo, N., 2012, Energy Journal, 33, 3, p. 23-38 16 p.
Research output: Contribution to specialist publication › Article
13 Citations (Scopus)
The Impact of Corruption on FDI: A Parametric and Non Parametric Analysis
Barassi, M. & Zhou, Y., 2012, In: European Journal of Political Economy. 28, 3, p. 302-312
Research output: Contribution to journal › Article › peer-review

61 Citations (Scopus)
2011
The Stochastic Convergence of CO2 Emissions: A Long Memory Approach
Barassi, M., Cole, M. & Elliott, R., 1 Jul 2011, In: Environmental and Resource Economics. 49, 3, p. 367-385 19 p.
Research output: Contribution to journal › Article
69 Citations (Scopus)
2008
A Comparison Between Tests for Changes in the Adjustment Coefficients in Cointegrated Systems
Barassi, M., Caporale, G. & Hall, S., 1 Jan 2008, In: Journal of Statistical Computation and Simulation. 78, 1, p. 1-17 17 p.
Research output: Contribution to journal › Article
Stochastic Divergence or Convergence of Per Capita Carbon Dioxide Emissions: Re-examining the Evidence
Barassi, M., Cole, M. & Elliott, R., 1 May 2008, In: Environmental and Resource Economics. 40, 1, p. 121-137 17 p.
Research output: Contribution to journal › Article
80 Citations (Scopus)
2007
Structural Change and Long Run Relationships Between US and EU Wheat Export Prices
Barassi, M. & Ghoshray, A., 1 Feb 2007, In: Journal of Agricultural Economics. 58, 1, p. 76-90 15 p.
Research output: Contribution to journal › Article
10 Citations (Scopus)
2005

A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short Term Interest Rates
Barassi, M., Caporale, G. & Hall, S., 1 Jan 2005, In: Open Economies Review. 16, p. 1-7-133
Research output: Contribution to journal › Article
Interest Rate Linkages: A Kalman Filter Approach to Detecting Structural Change
Barassi, M., Caporale, G. & Hall, S., 1 Mar 2005, In: Economic Modelling. 22, p. 253-284 32 p.
Research output: Contribution to journal › Article

16 Citations (Scopus)
Interest Rate Linkages: Identifying Structural Relations
Barassi, M., Caporale, G. & Hall, S., 1 Oct 2005, In: Applied Financial Economics. 15, p. 977-986 10 p.
Research output: Contribution to journal › Article

2 Citations (Scopus)
On KPSS with GARCH Errors
Barassi, M., 1 Jan 2005, In: Economics Bulletin. 3, 55, p. 1-12 12 p.
Research output: Contribution to journal › Article

2 Citations (Scopus)
2001

Irreducibility and Structural Cointegrating Relations: An Application to the G7 Long-Term Interest Rates
Barassi, M., Hall, S. & Caporale, G., 1 Jan 2001, In: International Journal of Finance and Economics.
Research output: Contribution to journal › Article

Marco Barassi

Research output

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