Details about Josep Lluís Carrion-i-Silvestre

Access statistics for papers by Josep Lluís Carrion-i-Silvestre.

Last updated 2023-11-07. Update your information in the RePEc Author Service.

Short-id: pca33

Working Papers

2023

1. Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series
   IREA Working Papers, University of Barcelona, Research Institute of Applied Economics

2021

2. Análisis de la sostenibilidad del sector exterior en la OCDE con técnicas de multicointegración
   Working Papers, Department of Applied Economics II, Universidad de Valencia
3. Detecting multiple level shifts in bounded time series
   IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
   Also in AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group (2021)

2020

4. External imbalances from a GVAR perspective
   Working Papers, Department of Applied Economics II, Universidad de Valencia
   See also Journal Article External imbalances from a GVAR perspective, The World Economy, Wiley Blackwell (2021) View citations (3) (2021)

2017

5. Unbiased estimation of autoregressive models for bounded stochastic processes
   IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
   Also in AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group (2017)

2015

6. Testing for multiple level shifts in I(0) and I(1) stochastic processes
   EcoMod2015, EcoMod

2014

7. Testing for Panel Cointegration using Common Correlated Effects Estimators
   Discussion Papers, Department of Economics, University of Birmingham View citations (6)
   See also Journal Article Testing for Panel Cointegration Using Common Correlated Effects Estimators, Journal of Time Series Analysis, Wiley Blackwell (2017) View citations (71) (2017)
8. The relationship between debt level and fiscal sustainability in OECD countries
   Working Papers, Department of Applied Economics II, Universidad de Valencia View citations (4)
   Also in AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group (2013)
   Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) (2013)
   IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2013) View citations (1)

2013

9. GLS based unit root tests for bounded processes
   AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group View citations (1)
   Also in IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2013) View citations (1)
   See also Journal Article GLS-based unit root tests for bounded processes, Economics Letters, Elsevier (2013) View citations (7) (2013)
10. Global imbalances and the Intertemporal External Budget Constraint: A multicointegration approach
    Working Papers, Department of Applied Economics II, Universidad de Valencia View citations (24)
    See also Journal Article Global imbalances and the intertemporal external budget constraint: A multicointegration approach, Journal of Banking & Finance, Elsevier (2013) View citations (24) (2013)

2011

11. Cointegration in Panel Data with Breaks and Cross-section Dependence
    Discussion Papers, Department of Economics, University of Birmingham View citations (5)
    Also in Economics Working Papers, European University Institute (2006) View citations (115)
    Working Paper Series, European Central Bank (2006) View citations (109)
12. Testing for Panel Cointegration Using Common Correlated Effects
    Discussion Papers, Department of Economics, University of Birmingham View citations (39)

2010

13. External Imbalances in a Monetary Union. Does the Lawson Doctrine Apply to Europe?
    EcoMod2010, EcoMod View citations (3)
    Also in Working Papers, Department of Applied Economics II, Universidad de Valencia (2010) View citations (3)
    Working Papers, Asociación Española de Economía y Finanzas Internacionales (2010) View citations (5)
14. Measuring Persistence of U.S. City Prices: New Evidence from Robust Tests
    MPRA Paper, University Library of Munich, Germany View citations (3)
    See also Journal Article Measuring persistence of U.S. city prices: new evidence from robust tests, Empirical Economics, Springer (2011) View citations (8) (2011)

2009

15. Testing Panel Cointegration with Unobservable Dynamic Common Factors
    MPRA Paper, University Library of Munich, Germany View citations (1)

2008

16. Deconstructing Shocks and Persistence in OECD Real Exchange Rates
    Working Papers, Xarxa de Referència en Economia Aplicada (XREAP) View citations (4)
17. Panel Data Stochastic Convergence Analysis of the Mexican Regions
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (29)
    See also Journal Article Panel data stochastic convergence analysis of the Mexican regions, Empirical Economics, Springer (2009) View citations (34) (2009)
18. Price level convergence, purchasing power parity and multiple structural breaks: An application to US cities
    Working Papers, Xarxa de Referència en Economia Aplicada (XREAP) View citations (8)

2007

19. Another Look at the Null of Stationary RealExchange Rates. Panel Data with Structural Breaks and Cross-section Dependence
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (38)
20. GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (13)
21. Multicointegration, polynomial cointegration and I(2) cointegration with structural breaks. An application to the sustainability of the US external deficit
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics

2006

22. New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks
    Working Papers, Xarxa de Referència en Economia Aplicada (XREAP) View citations (14)
    Also in Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia (2006) View citations (12)
23. Testing for multicointegration in panel data with common factors
    Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia View citations (10)
    See also Journal Article Testing for Multicointegration in Panel Data with Common Factors*, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2006) View citations (10) (2006)

2005

24. Testing the Null of Cointegration with Structural Breaks
    DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada View citations (9)
    See also Journal Article Testing the Null of Cointegration with Structural Breaks*, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2006) View citations (87) (2006)
25. The KPSS Test with Two Structural Breaks
    DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada View citations (4)
    See also Journal Article The KPSS test with two structural breaks, Spanish Economic Review, Springer (2007) View citations (6) (2007)
26. Unemployment dynamics and NAIRU estimates for CEECs: A univariate approach
    Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia View citations (4)

2004

27. Structural changes, common stochastic trends and unit roots in panel data
    Econometric Society 2004 North American Summer Meetings, Econometric Society View citations (5)
    See also Journal Article Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data, The Review of Economic Studies, Review of Economic Studies Ltd (2009) View citations (160) (2009)
28. Testing for hysteresis in unemployment in OECD countries. New evidence using stationarity panel tests with breaks
    Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia View citations (2)
    See also Journal Article Testing for Hysteresis in Unemployment in OECD Countries: New Evidence using Stationarity Panel Tests with Breaks*, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2006) View citations (61) (2006)
29. Testing for hysteresis in unemployment in OECD countries. New evidence using stationarity panel tests with breaks†
    Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces View citations (3)

2003

30. Breaking the panels. An application to the GDP per capita
    Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia View citations (17)
    See also Journal Article Breaking the panels: An application to the GDP per capita, Econometrics Journal, Royal Economic Society (2005) View citations (420) (2005)
31. Evidence on the Purchasing Power Parity in Panel of Cities
    ERSA conference papers, European Regional Science Association View citations (1)
    See also Journal Article Evidence on the purchasing power parity in a panel of cities, Applied Economics, Taylor & Francis Journals (2004) View citations (23) (2004)
32. Testing for Changes in the Unconditional Variance of Financial Time Series
    DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada View citations (48)

2002

33. Level shifts in a panel data based unit root test. An application to the rate of unemployment
    10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data View citations (15)

Journal Articles

2021

1. External imbalances from a GVAR perspective
   The World Economy, 2021, 44, (11), 3202-3245 View citations (3)
   See also Working Paper External imbalances from a GVAR perspective, Working Papers (2020) (2020)
2. Nearly Unbiased Estimation of Autoregressive Models for Bounded Near‐Integrated Stochastic Processes*
   Oxford Bulletin of Economics and Statistics, 2021, 83, (1), 273-297 View citations (1)
3. Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration
   Journal of Econometrics, 2021, 224, (1), 22-38

2019

4. Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending
   Econometric Reviews, 2019, 38, (8), 881-898 View citations (4)

2017

5. Testing for Panel Cointegration Using Common Correlated Effects Estimators
   Journal of Time Series Analysis, 2017, 38, (4), 610-636 View citations (71)
   See also Working Paper Testing for Panel Cointegration using Common Correlated Effects Estimators, Discussion Papers (2014) View citations (6) (2014)

2016

6. Bounds, Breaks and Unit Root Tests
   Journal of Time Series Analysis, 2016, 37, (2), 165-181 View citations (5)
7. Fiscal Deficit Sustainability of the Spanish Regions
   Regional Studies, 2016, 50, (10), 1702-1713 View citations (1)
8. Productivity, Infrastructure and Human Capital in the Spanish Regions
   Spatial Economic Analysis, 2016, 11, (4), 365-391 View citations (1)

2015

9. Cointegration in Panel Data with Structural Breaks and Cross‐Section Dependence
   Journal of Applied Econometrics, 2015, 30, (1), 1-23 View citations (51)
10. THE RELATIONSHIP BETWEEN DEBT LEVEL AND FISCAL SUSTAINABILITY IN ORGANIZATION FOR ECONOMIC COOPERATION AND DEVELOPMENT COUNTRIES
    Economic Inquiry, 2015, 53, (1), 129-149 View citations (23)
11. Testing for external sustainability under a monetary integration process. Does the Lawson doctrine apply to Europe?
    Economic Modelling, 2015, 44, (C), 343-349 View citations (17)

2013

12. Editorial
    Applied Economics, 2013, 45, (30), 4203-4203
13. GLS-based unit root tests for bounded processes
    Economics Letters, 2013, 120, (2), 184-187 View citations (7)
    See also Working Paper GLS based unit root tests for bounded processes, AQR Working Papers (2013) View citations (1) (2013)
14. Global imbalances and the intertemporal external budget constraint: A multicointegration approach
    Journal of Banking & Finance, 2013, 37, (12), 5357-5372 View citations (24)
    See also Working Paper Global imbalances and the Intertemporal External Budget Constraint: A multicointegration approach, Working Papers (2013) View citations (24) (2013)
15. Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors
    Econometrics Journal, 2013, 16, (2), 222-249 View citations (18)

2011

16. Measuring persistence of U.S. city prices: new evidence from robust tests
    Empirical Economics, 2011, 41, (3), 739-745 View citations (8)
    See also Working Paper Measuring Persistence of U.S. City Prices: New Evidence from Robust Tests, MPRA Paper (2010) View citations (3) (2010)
17. Panel Cointegration Rank Testing with Cross-Section Dependence
    Studies in Nonlinear Dynamics & Econometrics, 2011, 15, (4), 43 View citations (6)
18. Regime shifts in stock–flow I(2)–I(1) systems: the case of US fiscal sustainability
    Journal of Applied Econometrics, 2011, 26, (2), 298-321 View citations (22)

2010

19. 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, 2010, 57, (5), 568-590 View citations (21)
20. PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION
    Bulletin of Economic Research, 2010, 62, (3), 269-277 View citations (1)
21. Stochastic convergence in the industrial sector of the Mexican states
    The Annals of Regional Science, 2010, 45, (3), 547-570 View citations (3)

2009

22. GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES
    Econometric Theory, 2009, 25, (6), 1754-1792 View citations (243)
23. Panel data stochastic convergence analysis of the Mexican regions
    Empirical Economics, 2009, 37, (2), 303-327 View citations (34)
    See also Working Paper Panel Data Stochastic Convergence Analysis of the Mexican Regions, IREA Working Papers (2008) View citations (29) (2008)
24. 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, 2009, 1, (1), 38 View citations (16)
25. Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data
    The Review of Economic Studies, 2009, 76, (2), 471-501 View citations (160)
    See also Working Paper Structural changes, common stochastic trends and unit roots in panel data, Econometric Society 2004 North American Summer Meetings (2004) View citations (5) (2004)
26. TESTING FOR REAL INTEREST RATE PARITY USING PANEL STATIONARITY TESTS WITH DEPENDENCE: A NOTE*
    Manchester School, 2009, 77, (1), 112-126 View citations (18)

2008

27. Fiscal Decentralization and Economic Growth in Spain
    Public Finance Review, 2008, 36, (2), 194-218 View citations (30)
28. Unemployment Hysteresis in Transition Countries: Evidence using Stationarity Panel Tests with Breaks
    Review of Development Economics, 2008, 12, (3), 620-635 View citations (25)

2007

29. Stochastic Convergence amongst Mexican States
    Regional Studies, 2007, 41, (4), 531-541 View citations (24)
30. The KPSS test with two structural breaks
    Spanish Economic Review, 2007, 9, (2), 105-127 View citations (6)
    See also Working Paper The KPSS Test with Two Structural Breaks, DEA Working Papers (2005) View citations (4) (2005)

2006

31. A guide to the computation of stationarity tests
    Empirical Economics, 2006, 31, (2), 433-448 View citations (73)
32. Joint hypothesis specification for unit root tests with a structural break &ast
    Econometrics Journal, 2006, 9, (2), 196-224 View citations (8)
33. Short-term modified Phillips curves for the accession countries
    Applied Economics Letters, 2006, 13, (3), 159-162
34. Testing for Hysteresis in Unemployment in OECD Countries: New Evidence using Stationarity Panel Tests with Breaks*
    Oxford Bulletin of Economics and Statistics, 2006, 68, (2), 167-182 View citations (61)
    See also Working Paper Testing for hysteresis in unemployment in OECD countries. New evidence using stationarity panel tests with breaks, Working Papers in Economics (2004) View citations (2) (2004)
35. Testing for Multicointegration in Panel Data with Common Factors*
    Oxford Bulletin of Economics and Statistics, 2006, 68, (s1), 721-739 View citations (10)
    See also Working Paper Testing for multicointegration in panel data with common factors, Working Papers in Economics (2006) View citations (10) (2006)
36. Testing the Null of Cointegration with Structural Breaks*
    Oxford Bulletin of Economics and Statistics, 2006, 68, (5), 623-646 View citations (87)
    See also Working Paper Testing the Null of Cointegration with Structural Breaks, DEA Working Papers (2005) View citations (9) (2005)

2005

37. Breaking the panels: An application to the GDP per capita
    Econometrics Journal, 2005, 8, (2), 159-175 View citations (420)
    See also Working Paper Breaking the panels. An application to the GDP per capita, Working Papers in Economics (2003) View citations (17) (2003)
38. Health care expenditure and GDP: Are they broken stationary?
    Journal of Health Economics, 2005, 24, (5), 839-854 View citations (71)
39. Unemployment dynamics and NAIRU estimates for accession countries: A univariate approach
    Journal of Comparative Economics, 2005, 33, (3), 584-603 View citations (26)

2004

40. Evidence on the purchasing power parity in a panel of cities
    Applied Economics, 2004, 36, (9), 961-966 View citations (23)
    See also Working Paper Evidence on the Purchasing Power Parity in Panel of Cities, ERSA conference papers (2003) View citations (1) (2003)

2003

41. Breaking date misspecification error for the level shift KPSS test
    Economics Letters, 2003, 81, (3), 365-371 View citations (6)

2001

42. Unit root and stationarity tests' wedding
    Economics Letters, 2001, 70, (1), 1-8 View citations (25)

1999

43. Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks
    Economics Letters, 1999, 63, (3), 279-283 View citations (7)