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Cointegration in panel data with structural breaks and cross-section dependence

Banerjee, Anindya; Carrion i Silvestre, Josep Lluís - In: Journal of applied econometrics 30 (2015) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10011327657

Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors

Bai, Jushan; Carrion i Silvestre, Josep Lluís - In: The econometrics journal 16 (2013) 2, pp. 222-249

Persistent link: https://www.econbiz.de/10009783333

Deconstructing shocks and persistence in OECD real exchange rates

Basher, Syed Abul; Carrion i Silvestre, Josep Lluís - In: The B.E. journal of macroeconomics 13 (2013) 1, pp. 187-212

Persistent link: https://www.econbiz.de/10009789576

Testing for panel cointegration using common correlated effects estimators

Banerjee, Anindya; Carrion i Silvestre, Josep Lluís - 2015

Persistent link: https://www.econbiz.de/10010494922

Regime shifts in stock-flow I(2) - I(1) systems : the case of us fiscal sustainability

Berenguer-Rico, Vanessa; Carrion i Silvestre, Josep Lluís - In: Journal of applied econometrics 26 (2011) 2, pp. 298-321

Persistent link: https://www.econbiz.de/10008936905

Structural changes, common stochastic trends, and unit roots in panel data

Bai, Jushan; Carrion i Silvestre, Josep Lluís - In: The review of economic studies 76 (2009) 2, pp. 471-501

Persistent link: https://www.econbiz.de/10003828176

Testing for real interest rate parity using panel stationarity tests with dependence : a note

Camarero Olivas, Mariam; Carrion i Silvestre, Josep Lluís - In: The Manchester School 77 (2009) 1, pp. 112-126

Persistent link: https://www.econbiz.de/10003800407

Evidence on the purchasing power parity in a panel of cities

Carrion i Silvestre, Josep Lluís; Barrio, Tomás del; … - In: Applied economics 36 (2004) 9, pp. 961-966

Persistent link: https://www.econbiz.de/10002091474

Short-term modified Phillips curves for the accession countries

Camarero Olivas, Mariam; Carrion i Silvestre, Josep Lluís - In: Applied economics letters 13 (2006) 3, pp. 159-162

Persistent link: https://www.econbiz.de/10003289168

Cointegration in panel data with breaks and cross-section dependence

Banerjee, Anindya (contributor); … - 2006

The power of standard panel cointegration statistics may be affected by misspecification errors if proper account is not taken of the presence of structural breaks in the data. We propose modifications to allow for one structural break when testing the null hypothesis of no cointegration that...

Persistent link: https://www.econbiz.de/10003290322

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