Marco R. Barassi

University of Birmingham

Birmingham B15 2TT, Birmingham B15 2TT

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS

203

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Combination Forecasting of Energy Demand in the UK

Number of pages: 38 Posted: 30 Jan 2017
Marco R. Barassi and Yuqian Zhao
University of Birmingham and University of Birmingham - Department of Economics
Downloads 101 (263,373)
Citation 1

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Demand for Energy; Forecasting; Model Averaging

2.

Change-Point Detection in the Covariance Structure of Multivariate Volatility Models

Number of pages: 27 Posted: 24 Oct 2017
Marco R. Barassi, Lajos Horváth and Yuqian Zhao
University of Birmingham, University of Utah and University of Birmingham - Department of Economics
Downloads 38 (432,784)

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Change-point detection, Conditional Correlations, Multivariate models

3.

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

Number of pages: 52 Posted: 30 Jan 2017
Marco R. Barassi, Nicola Spagnolo and Yuqian Zhao
University of Birmingham, Brunel University London - Economics and Finance and University of Birmingham - Department of Economics
Downloads 27 (482,788)

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Fractional Integration, Local Whittle Estimation, Structural Change

4.

Book Reviews

The Economic Journal, Vol. 112, pp. 566-607, 2002
Number of pages: 42 Posted: 27 Apr 2003
Bank for International Settlements (BIS), University of Durham, Goethe University Frankfurt, World Bank, affiliation not provided to SSRN, Royal Holloway, University of London, University of Birmingham - Department of Economics, University of Birmingham - Department of Economics, University of the West of England (UWE) - School of Economics, London School of Economics - Department of Finance, University of Birmingham, Heriot-Watt University - Centre for Economic Reform and Transformation, London School of Economics & Political Science (LSE), University of London, Birkbeck College - Department of Economics, Imperial College Business School, University of Bologna - Department of Economics, WU, Vienna University of Economics and BA, Federal Reserve Bank of Boston, King's College London, University of East Anglia, Carleton University - Department of Economics, University of Stirling - Department of Economics, University of Zurich, Université de Lausanne and London School of Economics & Political Science (LSE) - Financial Markets Group
Downloads 21 (516,445)
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5.

Recent Developments in Time Series: Volumes I and Ii

The Economic Journal, Vol. 114, pp. F553-F554, November 2004
Number of pages: 2 Posted: 26 Oct 2004
Marco R. Barassi
University of Birmingham
Downloads 16 (545,791)
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