Josep Lluís

Carrion-i-Silvestre’s

web page

 
 

Degree in Economics, University of Barcelona, 1995

Ph.D. in Economics, University of Barcelona, 1999

Post degree in "Innovation in universitary teaching". University of Barcelona, 2001

 

Education

Publications

  1. 1.Carrion-i-Silvestre, J. Ll., Sansó, A. and Artís, M. (1999): “Response Surfaces for the Dickey-Fuller Unit Root Test with Structural Breaks”, Economics Letters, 63, 3, 279-283. GAUSS Code.

  2. 2.Artís, M.; Carrion-i-Silvestre, J. Ll., Moreno, R., Pons, G. and Suriñach, J. (2000): “Efficiency measurement in infrastructure projects: cost-benefit analysis of the tunnel of Cadí”, International Journal of Transport Economics, 28, 3, 401-423.

  3. 3.Carrion-i-Silvestre, J. Ll., Sansó, A. and Artís, M. (2001): “Unit root and stationarity tests' wedding”, Economics Letters, 70, 1, 1-8.

  4. 4.Artís, M., Carrion-i-Silvestre, J. Ll., Costa, A. and Suriñach, J. (2002): “Smoothing the Catalan tourism micro-data time series”, Qüestió, 26, 1-2, 197-211.

  5. 5.Carrion-i-Silvestre, J. Ll., del Barrio, T. and López-Bazo, E. (2002): “Level shifts in a panel data based unit root test: an application to the rate of unemployment”, Proceedings of the 2002 North American Summer Meetings of the Econometric Society: Economic Theory (http://www.econometricsociety.org).

  6. 6.Carrion-i-Silvestre, J. Ll. (2003): “Breaking Date Misspecification Error for the Level Shift KPSS Test”, Economics Letters, 81, 3, 365-371.

  7. 7.Carrion-i-Silvestre, J. Ll., Sansó, A. and Artís, M. (2004): “Raíces Unitarias y Cambios Estructurales en las Macromagnitudes Españolas (Unit root tests and structural changes in the Spanish macromagnitudes)”, Revista de Economía Aplicada, Vol. XII, num. 35, 5-27. Download data set.

  8. 8.Carrion-i-Silvestre, J. Ll., del Barrio, T. and López-Bazo, E. (2004): “Evidence on the Purchasing Power Parity in a Panel of Cities”, Applied Economics, 36, 9, 961-966.

  9. 9.Sansó, A., Aragó, V. and Carrion-i-Silvestre, J. Ll. (2004): “Testing for Changes in the Unconditional Variance of Financial Time Series”, Revista de Economía Financiera, 4, 32-53. Find here the GAUSS routines to compute the statistics.

  10. 10. Carrion-i-Silvestre, J. Ll., del Barrio, T. and López-Bazo, E. (2005): “Breaking the Panels: An Application to GDP per capita”, Econometrics Journal, 8, 159-175.

  11. 11. Carrion-i-Silvestre, J. Ll. (2005): “Health Care Expenditure and GDP: Are They Broken Stationary?”, Journal of Health Economics, 24, 5, 839-854.

  12. 12. Camarero, M., Carrion-i-Silvestre, J. Ll. and Tamarit, C. (2005): “Unemployment Dynamics and NAIRU Estimates for the Accession Countries: A univariate approach”, Journal of Comparative Economics, 33, 584-603.

  13. 13. Carrion-i-Silvestre, J. Ll. and Sansó, A. (2006): “Testing the null of cointegration with structural breaks”, Oxford Bulletin of Economics and Statistics, 68, 623-646. GAUSS codes.

  14. 14. Camarero, M., Carrion-i-Silvestre, J. Ll. and Tamarit, C. (2006): “Short-term modified Phillips Curves for the Accession countries”, Applied Economics Letters, 13, 159-162.

  15. 15. Carrion-i-Silvestre, J. Ll. and Sansó, A. (2006): “Joint hypothesis specification for unit root tests with a structural break”, Econometrics Journal, 9, 196-224.

  16. 16. Carrion-i-Silvestre, J. Ll. and Sansó, A. (2006): “A Guide to the Computation of Stationarity Tests”, Empirical Economics, 31, 433-448.

  17. 17. Berenguer-Rico, V. and Carrion-i-Silvestre, J. Ll. (2006): “Testing for multicointegration in panel data with common factors”, Oxford Bulletin of Economics and Statistics, 68, 721-739.

  18. 18. Carrion-i-Silvestre, J. Ll. and Germán-Soto, V. (2007): “Stochastic convergence amongst Mexican states”, Regional Studies, 41, 4, 531-541.

  19. 19.Carrion-i-Silvestre, J. Ll. and Sansó, A. (2007): “The KPSS test with two structural breaks”, Spanish Economic Review, 9, 2, 105-127.

  20. 20.Carrion-i-Silvestre, J. Ll., Espasa, M. and Mora, T. (2007): “Fiscal decentralization and economic growth in Spain”, Public Finance Review, 36, 2, 194-218.

  21. 21.Camarero, M., Carrion-i-Silvestre, J. Ll. and Tamarit, C. (2008): “Unemployment hysteresis in transition countries: Evidence using stationarity panel tests with breaks”, Review of Development Economics, 12, 3, 620-635.

  22. 22.Carrion-i-Silvestre, J. Ll., Kim, D. and Perron, P. (2009): “GLS-based unit root tests with multiple structural breaks under both the null and alternative hypotheses”, Econometric Theory. GAUSS codes.

  23. 23.Carrion-i-Silvestre, J. Ll. and German-Soto, V. (2009): “Panel data stochastic convergence analysis of the Mexican regions”, Empirical Economics, 37, 303-327.

  24. 24.Bai, J. and Carrion-i-Silvestre, J. Ll. (2009): “Structural changes, common stochastic trends, and unit roots in panel data”, Review of Economic Studies, 76, 2, 471-501.

  25. 25.Basher, S. A. and Carrion-i-Silvestre, J. Ll. (2009): “Price Level Convergence, Purchasing Power Parity and Multiple Structural Breaks in Panel Data Analysis: An Application to U.S. Cities”, Journal of Time Series Econometrics, 1, 1.

  26. 26.Camarero, M., Carrion-i-Silvestre, J. Ll. and Tamarit, C. (2009): “Testing for real interest rate parity using panel stationarity tests with dependence: a note”, The Manchester School, 77, 11, 112-126.

  27. 27.Carrion-i-Silvestre, J. Ll. and German-Soto, V. (2010): “Stochastic convergence in the industrial sector of the Mexican states”, Annals of Regional Science, 45, 547-570.

  28. 28.Camarero, M., Carrion-i-Silvestre, J. Ll. and Tamarit, C. (2010): “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, 57, 5, 568-590.

  29. 29.Carrion-i-Silvestre, J. Ll. and Surdeanu, L. (2011): “Panel cointegration rank testing with cross-section dependence”, Studies in Nonlinear Dynamics and Econometrics, 15, 4.

  30. 30.Basher, S. A. and Carrion-i-Silvestre, J. Ll. (2011): “Measuring persistence of U.S. city prices: new evidence from robust tests. Persistence and structural breaks”, Empirical Economics, 41, 3, 739-745.

  31. 31.Berenguer-Rico, V. and Carrion-i-Silvestre, J. Ll. (2011): “Regime shifts in stock-flow I(2)-I(1) systems: the case of US fiscal sustainability”, Journal of Applied Econometrics, 26, 298-321.

  32. 32.Carrion-i-Silvestre, J.L. and Gadea, M.D. (2013): “GLS-based unit root tests for bounded processes”, Economics Letters, 120, 2, 184-187.

  33. 33.Camarero, M., Carrion-i-Silvestre, J. Ll. and Tamarit, C. (2013): “Global imbalances and the intertemporal external budget constraint: a multicointegration approach”, Journal of Banking and Finance, 37, 5357-5372.

  34. 34.Basher, S. A. and Carrion-i-Silvestre, J. Ll. (2013): “Deconstructing shocks and persistence in OECD real exchange rates”, B. E. Journal of Macroeconomics, 13, 1, 187-212.

  35. 35.Bai, J. and Carrion-i-Silvestre, J. Ll. (2013): “Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors”, Econometrics Journal, 16, 222-249.

  36. 36.Camarero, M., Carrion-i-Silvestre, J. Ll. and Tamarit, C. (2015): “Testing for external sustainability under a monetary integration process. Does the Lawson doctrine apply to Europe?”, Economic Modelling, 44, 343-349.

  37. 37.Camarero, M., Carrion-i-Silvestre, J. Ll. and Tamarit, C. (2015): “The relationship between debt level and fiscal sustainability in organization for economic cooperation and development countries”, Economic Inquiry, 53, 1, 129-149.

  38. 38.Banerjee, A. and Carrion-i-Silvestre, J. Ll. (2015): “Cointegration in panel data with structural breaks and cross-section dependence”, Journal of Applied Econometrics, 30, 1, 1-23.
    GAUSS codes.

 

Contact information

AQR-IREA research group


Department of Econometrics, Statistics and Spanish Economy

Faculty of Economics and Business

University of Barcelona


Av. Diagonal, 690

08034 Barcelona


Voice: +34 934024598

Fax: +34 934021821

E-mail: carrion@ub.edu