Josep Lluís Carrion-i-Silvestre

University of Barcelona - Department of Econometrics

Av. Diagonal 690

Barcelona, E-08034

Spain

SCHOLARLY PAPERS

14

DOWNLOADS

458

SSRN CITATIONS
Rank 9,630

SSRN RANKINGS

Top 9,630

in Total Papers Citations

5

CROSSREF CITATIONS

94

Scholarly Papers (14)

1.

Cointegration in Panel Data with Breaks and Cross-Section Dependence

ECB Working Paper No. 591
Number of pages: 56 Posted: 23 Mar 2006
Anindya Banerjee and Josep Lluís Carrion-i-Silvestre
European University Institute - Department of Economics and University of Barcelona - Department of Econometrics
Downloads 322 (93,975)

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Panel cointegration, structural break, common factors, cross-section dependence

2.

Price Level Convergence, Purchasing Power Parity and Multiple Structural Breaks: An Application to US Cities

XREAP No. 2008-08
Number of pages: 51 Posted: 25 May 2011
Syed Abul Basher and Josep Lluís Carrion-i-Silvestre
East West University and University of Barcelona - Department of Econometrics
Downloads 27 (485,917)
Citation 4

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Price level convergence, Half-life, Pairwise analysis, Panel data, Multiple structural breaks, Cross-section dependence

3.

Breaking the Panels: An Application to the GDP Per Capita

Econometrics Journal, Vol. 8, No. 2, pp. 159-175, July 2005
Number of pages: 17 Posted: 29 Jul 2005
Josep Lluís Carrion-i-Silvestre, Tomás del Barrio Castro and Enrique López-Bazo
University of Barcelona - Department of Econometrics, University of Barcelona - Department of Econometrics and University of Barcelona, AQR
Downloads 27 (485,917)
Citation 1
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4.

New Evidence of the Real Interest Rate Parity for OECD Countries Using Panel Unit Root Tests with Breaks

XREAP No. 2006-14
Number of pages: 51 Posted: 01 Jun 2011
Mariam Camarero, Josep Lluís Carrion-i-Silvestre and Cecilio R. Tamarit
Jaume I University - Department of Economics, University of Barcelona - Department of Econometrics and University of Valencia - Department of Applied Economics
Downloads 19 (531,655)
Citation 4

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Real interest rate parity, economic integration, panel data unit root tests, structural breaks, cross-section dependence

5.

Testing for Hysteresis in Unemployment in OECD Countries: New Evidence Using Stationarity Panel Tests with Breaks

Oxford Bulletin of Economics & Statistics, Vol. 68, No. 2, pp. 167-182, April 2006
Number of pages: 16 Posted: 08 May 2006
Mariam Camarero, Josep Lluís Carrion-i-Silvestre and Cecilio R. Tamarit
Jaume I University - Department of Economics, University of Barcelona - Department of Econometrics and University of Valencia - Department of Applied Economics
Downloads 14 (561,417)
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6.

Deconstructing Shocks and Persistence in OECD Real Exchange Rates

XREAP No. 2008-06
Number of pages: 35 Posted: 25 May 2011
Syed Abul Basher and Josep Lluís Carrion-i-Silvestre
East West University and University of Barcelona - Department of Econometrics
Downloads 13 (567,552)

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Shock persistence, panel data stationarity tests, multiple structural breaks, cross- section dependence

7.

Testing for Multicointegration in Panel Data with Common Factors

Oxford Bulletin of Economics and Statistics, Vol. 68, No. S1, pp. 721-739, December 2006
Number of pages: 19 Posted: 24 Nov 2006
Vanessa Berenguer-Rico and Josep Lluís Carrion-i-Silvestre
University of Barcelona - Department of Econometrics and University of Barcelona - Department of Econometrics
Downloads 10 (586,653)
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8.

Testing the Null of Cointegration with Structural Breaks

Oxford Bulletin of Economics and Statistics, Vol. 68, No. 5, pp. 623-646, October 2006
Number of pages: 24 Posted: 17 Sep 2006
Josep Lluís Carrion-i-Silvestre and Andreu Sansó
University of Barcelona - Department of Econometrics and University of the Balearic Islands
Downloads 10 (586,653)
Citation 1
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9.

Joint Hypothesis Specification for Unit Root Tests with a Structural Break

Econometrics Journal, Vol. 9, No. 2, pp. 196-224, July 2006
Number of pages: 29 Posted: 03 Jul 2006
Josep Lluís Carrion-i-Silvestre and Andreu Sansó
University of Barcelona - Department of Econometrics and University of the Balearic Islands
Downloads 8 (599,513)
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10.

Panel Data Unit Root Test with Fixed Time Dimension

Bulletin of Economic Research, Vol. 62, Issue 3, pp. 269-277, July 2010
Number of pages: 9 Posted: 21 Jun 2010
Josep Lluís Carrion-i-Silvestre and Kaddour Hadri
University of Barcelona - Department of Econometrics and Queen's University Belfast
Downloads 3 (634,519)
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11.

Testing for Real Interest Rate Parity Using Panel Stationarity Tests with Dependence: A Note

Manchester School, Vol. 77, Issue 1, pp. 112-126, January 2009
Number of pages: 15 Posted: 17 Jan 2009
Mariam Camarero, Josep Lluís Carrion-i-Silvestre and Cecilio R. Tamarit
Jaume I University - Department of Economics, University of Barcelona - Department of Econometrics and University of Valencia - Department of Applied Economics
Downloads 3 (634,519)
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12.

Does Real Interest Rate Parity Hold for OECD Countries? New Evidence Using Panel Stationarity Tests with Cross-Section Dependence and Structural Breaks

Scottish Journal of Political Economy, Vol. 57, No. 5, pp. 568-590, November 2010
Number of pages: 23 Posted: 07 Sep 2010
Mariam Camarero, Josep Lluís Carrion-i-Silvestre and Cecilio Tamarit
affiliation not provided to SSRN, University of Barcelona - Department of Econometrics and affiliation not provided to SSRN
Downloads 1 (656,420)
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13.

Unemployment Hysteresis in Transition Countries: Evidence Using Stationarity Panel Tests with Breaks

Review of Development Economics, Vol. 12, Issue 3, pp. 620-635, August 2008
Number of pages: 16 Posted: 21 Jul 2008
Mariam Camarero, Josep Lluís Carrion-i-Silvestre and Cecilio R. Tamarit
Jaume I University - Department of Economics, University of Barcelona - Department of Econometrics and University of Valencia - Department of Applied Economics
Downloads 1 (656,420)
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14.

Testing Panel Cointegration with Unobservable Dynamic Common Factors that are Correlated with the Regressors

The Econometrics Journal, Vol. 16, Issue 2, pp. 222-249, 2013
Number of pages: 28 Posted: 19 Jun 2013
Jushan Bai and Josep Lluís Carrion-i-Silvestre
New York University (NYU) - Department of Economics and University of Barcelona - Department of Econometrics
Downloads 0 (673,781)
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Common factors, Cross‐sectional dependence, Panel cointegration