JOSEP LLUIS CARRION SILVESTRE
Full professor
Knowledge area: Economia Aplicada
Research group:
IP Anàlisi Quantitativa Regional (AQR)
Grup d'Innovació Docent d'Econometria en la pràctica
Participations in Conferences
Carrion-i-Silvestre, J. L.; Sansó, A. (2023).
An automatic procedure to test for constant unconditional variance in time series.
(Presentation of communication)
.
Workshop in Time Series Econometrics, March 16th-17th, 2023
. Saragossa
. SPAIN
Carrion-i-Silvestre, J. L. (2023).
The Phillips curve analysis for the Spanish regions.
(Presentation of communication)
.
10th Italian Congress of Econometrics and Empirical Economics
. Cagliari
. ITALY
Carrion-i-Silvestre, J. L. (2023).
The Phillips curve analysis for the Spanish regions.
(Presentation of communication)
.
Third Catalan Economic Society Conference (CESC)
. Barcelona
. SPAIN
Camarero, M.; Carrion-i-Silvestre, J. L.; Tamarit, C. (2022).
Current account determinants in a globalized world.
(Presentation of communication)
.
Workshop in Time Series Econometrics, March 31st to April 1st, 2022
. Saragossa
. SPAIN
Banerjee, A.; Carrion-i-Silvestre, J. L. (2022).
Panel cointegration bounds testing with common factors.
(Presentation of communication)
.
Conference on Heavy Tails and Robust Estimation, Lisbon, May 24-25th, 2022
. PORTUGAL
Carrion-i-Silvestre, J. L.; Kim, D. (2022).
Structural breaks and instabilities at the end of sample.
(Presentation of communication)
.
Conference on Heavy Tails and Robust Estimation, Lisbon, May 24-25th, 2022
. PORTUGAL
Banerjee, A.; Carrion-i-Silvestre, J. L. (2022).
Bounds testing for panel unit roots using common correlated effects estimators.
(Presentation of communication)
.
XXIV Encuentro de Economía Aplicada, Palma de Mallorca, June 9-10th, 2022
. SPAIN
Banerjee, A.; Carrion-i-Silvestre, J. L. (2022).
Using panels to test for cointegration: thoughts on some methodological approaches.
(Presentation of communication)
.
26th International Conference on Macroeconomic Analysis and International Finance, May 26-28th, 2002
. Creete
. GREECE
Carrion-i-Silvestre, J. L.; Gadea, L. (2022).
Testing for multiple level shifts with an integrated or stationary noise component.
(Presentation of communication)
.
8th Annual Conference of the International Association for Applied Econometrics (IAAE), June 21-24th 2022
. UNITED KINGDOM
Banerjee, A.; Carrion-i-Silvestre, J. L. (2022).
Panel cointegration bounds testing with common factors.
(Presentation of communication)
.
27th International Panel Data Conference, Bertinoro, June 16-19th, 2022
. ITALY
Banerjee, A.; Carrion-i-Silvestre, J. L. (2022).
Panel cointegration bounds testing with common factors.
(Presentation of communication)
.
BSE Summer Forum. Advances in Econometrics, Barcelona, June 13-14th, 2022
. SPAIN
Camarero, M.; Carrion-i-Silvestre, J. L.; Tamarit, C. (2021).
Current account determinants in a globalized world.
(Presentation of communication)
.
XXIII Encuentro de Economía Aplicada, June 3-4th, 2021
. SPAIN
Banerjee, A.; Carrion-i-Silvestre, J. L. (2021).
Bounds testing for panel unit roots using common correlated effects estimators.
(Presentation of communication)
.
XI Workshop in Time Series Econometrics, Zaragoza, April 15-16th, 2021
. SPAIN
Banerjee, A.; Carrion-i-Silvestre, J. L. (2021).
Panel cointegration bounds testing with common factors.
(Presentation of communication)
.
International Association of Applied Econometrics (IAAE-2021), Rotterdam, June 22-25th, 2021
. NETHERLANDS
Camarero, M.; Carrion-i-Silvestre, J. L.; Tamarit, C. (2021).
Current account determinants in a globalized world.
(Presentation of communication)
.
15th International Conference on Computational and Financial Econometrics, December 18-20th, 2021
. London
. UNITED KINGDOM
Camarero, M.; Carrion-i-Silvestre, J. L.; Tamarit, C. (2021).
Current account determinants in a globalized world.
(Presentation of communication)
.
Simposio de Análisis Económico SAEe, December 16-18th, 2021
. Barcelona
. SPAIN
Banerjee, A.; Carrion-i-Silvestre, J. L. (2021).
Panel cointegration bounds testing with common factors.
(Presentation of communication)
.
15th International Conference on Computational and Financial Econometrics (CFE 2021), December 18-20th, 2021
. London
. UNITED KINGDOM
Camarero, M.; Carrion-i-Silvestre, J. L.; Tamarit, C. (2019).
Twin deficits from a GVAR perspective.
(Presentation of communication)
.
The Pi-day Econometrics Conference at Boston University, March 14-15 2019
. UNITED STATES
Carrion-i-Silvestre, J. L.; Gadea, L. (2019).
Testing for multiple level shift in I(1) non-stationary processes.
(Presentation of communication)
.
The Pi-day Econometrics Conference at Boston University, March 14-15 2019
. UNITED STATES
Carrion-i-Silvestre, J. L.; Kim, D. (2019).
Statistical Tests of a Simple Energy Balance Equation in a Synthetic Model of Cotrending and Cointegration.
(Presentation of communication)
.
The Pi-day Econometrics Conference at Boston University, March 14-15 2019
. UNITED STATES
Carrion-i-Silvestre, J. L.; Gadea, L.; Montañés, A. (2019).
Structural breaks and pitfalls in testing for long run relationships.
(Presentation of communication)
.
The Pi-day Econometrics Conference at Boston University, March 14-15 2019
. UNITED STATES
Camarero, M.; Carrion-i-Silvestre, J. L.; Tamarit, C. (2019).
Twin deficits from a GVAR perspective.
(Presentation of communication)
.
IX Workshop in Time Series Econometrics, April 4-5
. SPAIN
Carrion-i-Silvestre, J. L.; Gadea, L. (2019).
Testing for multiple level shift in I(1) non-stationary processes.
(Presentation of communication)
.
2nd Catalan Economic Society Conference, Barcelona, 24 i 25 de maig de 2019
. Barcelona
. SPAIN
Banerjee, A.; Carrion-i-Silvestre, J. L. (2019).
Bounds testing for panel unit roots using common correlated effects estimators.
(Presentation of communication)
.
13th International Conference on Computational and Financial Econometrics. Senate House, University of London, UK, 14-16 December 2019
. Londres
. UNITED KINGDOM
Banerjee, A.; Carrion-i-Silvestre, J.L. (2018).
Panel data cointegration analysis with structural instabilities.
(Presentation of communication)
.
VIII Workshop in Time Series Econometrics. April 12-13, 2018
. Saragossa
. SPAIN
Banerjee, A.; Carrion-i-Silvestre, J.L. (2018).
Panel data cointegration analysis with structural instabilities.
(Poster)
.
Time series analysis in macro and finance. Barcelona GSE Summer Forum, June 14-15, 2018
. Barcelona
. SPAIN
Carrion-i-Silvestre, J.L.; Gadea, M.D.; Montañés, A. (2018).
Testing for cointegration with broken trend variables.
(Presentation of communication)
.
VIII Workshop in Time Series Econometrics. April 12-13, 2018
. Saragossa
. SPAIN
Carrion-i-Silvestre, J.L.; Kim, D. (2018).
Cotrending and cointegration tests for a bivariate system with stochastic and joined segmented trends.
(Presentation of communication)
.
Climate Econometrics at European Geoscience Union, April 8-13th
. Viena
. AUSTRIA
Banerjee, A.; Carrion-i-Silvestre, J.L. (2018).
Panel data cointegration analysis with structural instabilities.
(Presentation of communication)
.
12th International Conference on Computational and Financial Econometrics, December 14-16th
. Pisa
. ITALY
Carrion-i-Silvestre, J. L.; Kim, D. (2017).
Structural breaks and instabilities at the end of sample.
(Presentation of communication)
.
VIIt Workshop in Time Series Econometrics, March 30 and 31st
. Saragossa
. SPAIN
Carrion-i-Silvestre, J. L.; Gadea, M. D.; Montañés, A. (2017).
Unbiased estimation of autoregressive models for bounded stochastic processes.
(Presentation of communication)
.
VIIt Workshop in Time Series Econometrics, March 30 and 31st
. Saragossa
. SPAIN
Carrion-i-Silvestre, J. L.; Kim, D. (2017).
Structural breaks and instabilities at the end of sample.
(Presentation of communication)
.
1st Conference of the Catalan Economic Society, May 26 and 27th
. Barcelona
. SPAIN
Carrion-i-Silvestre, J. L.; Kim, D. (2017).
Structural breaks and instabilities at the end of sample.
(Presentation of communication)
.
Time Series Analysis in Macro and Finance, June 6 and 7th
. Barcelona
. SPAIN
Carrion-i-Silvestre, J. L.; Gadea, M. D.; Montañés, A. (2017).
Unbiased estimation of autoregressive models for bounded stochastic processes.
(Presentation of communication)
.
International Association for Applied Econometrics, June 26th to 30th
. Sapporo
. JAPAN
Carrion-i-Silvestre, J. L.; Kim, D. (2017).
Structural breaks and instabilities at the end of sample.
(Presentation of communication)
.
Simposio de Análisis Económico, December 14th to 16th, 2017
. Barcelona
. SPAIN
Carrion-i-Silvestre, J. L.; Kim, D. (2017).
Quasi‐likelihood ratio tests for cointegration, cobreaking and cotrending for trending time series.
(Presentation of communication)
.
11th International Conference on Computational and Financial Econometrics, December 15th to 18th, 2017
. Londres
. UNITED KINGDOM
Carrion-i-Silvestre, J.L.; Gadea, M.D.; Montañés, A. (2017).
Testing for cointegration with broken trend variables.
(Presentation of communication)
.
11th International Conference on Computational and Financial Econometrics, December 15th to 18th, 2017
. London
. UNITED KINGDOM
Carrion-i-Silvestre, J. L.; Gadea, M. D.; Montañés, A. (2016).
Unbiased estimation of autoregressive models in bounded series.
(Presentation of communication)
.
VI Workshop in Time Series Econometrics, April 7-8, 2016
. Zaragoza
. SPAIN
Carrion-i-Silvestre, J. L.; Kim, D. (2016).
Structural breaks and instabilities at the end of sample.
(Presentation of communication)
.
10th International Conference on Computational and Financial Econometrics
. Sevilla
. SPAIN
Carrion-i-Silvestre, J. L.; Gadea, M. D.; Montañés, A. (2016).
Unbiased estimation of autoregressive models in bounded series.
(Presentation of communication)
.
10th International Conference on Computational and Financial Econometrics
. Sevilla
. SPAIN
Carrion-i-Silvestre, J. L.; Kim, D. (2016).
Quasi‐likelihood ratio tests for cointegration, cobreaking and cotrending.
(Presentation of communication)
.
Conference on New Trends and Developments in Econometrics
. Lisboa
. PORTUGAL
Carrion-i-Silvestre, J. L.; Kim, D. (2016).
Quasi‐likelihood ratio tests for cointegration, cobreaking and cotrending.
(Presentation of communication)
.
Co‐integration, Multivariate Time Series Modelling and Structural Change
. Essex
. UNITED KINGDOM
Carrion-i-Silvestre, J. L.; Villar-Frexedas, O. (2016).
Dependence and financial contagion in the stock market during the great recession.
(Presentation of communication)
.
XIX Encuentros de Economía Aplicada
. Sevilla
. SPAIN
Carrion-i-Silvestre, J. L.; Villar-Frexedas, O. (2016).
Contagion in public debt markets: A cointegration approach with nonstationary volatility.
(Presentation of communication)
.
XIX Encuentros de Economía Aplicada
. Sevilla
. SPAIN
Carrion-i-Silvestre, J.L.; Villar, O. (2016).
Contagion in public debt markets: A cointegration approach with nonstationary volatility.
(Presentation of communication)
.
VIt Workshop in Time Series Econometrics
. Saragossa
. SPAIN
Carrion-i-Silvestre, J.L.; Villar, O. (2016).
Contagion in public debt markets: A cointegration approach with nonstationary volatility.
(Presentation of communication)
.
INFINITI Conference on International Finance 2016
. Dublin
. IRELAND
Carrion-i-Silvestre, J.L.; Gadea, M.D. (2015).
Detecting multiple level breaks in bounded time series.
(Presentation of communication)
.
V Workshop in Time Series Econometrics
. Saragossa
. SPAIN
Carrion-i-Silvestre, J.L.; Gadea, M.D. (2015).
Testing for multiple level shifts in I(1) non-stationary processes.
(Presentation of communication)
.
Ecomod
. Boston
. UNITED STATES
Carrion-i-Silvestre, J. L. (2015).
Which directions drive to fiscal sustainability? The Spanish regional case.
(Presentation of communication)
.
XVIII Encuentro de Economía Aplicada
. Alacant
. SPAIN
Carrion-i-Silvestre, J.L.; Villar, O. (2015).
Contagion in public debt markets: A cointegration approach with nonstationary volatility.
(Presentation of communication)
.
XVIII Encuentro de Economía Aplicada
. Alacant
. SPAIN
Carrion-i-Silvestre, J.L.; Gadea, M.D. (2015).
Detecting multiple level shifts in bounded time series.
(Presentation of communication)
.
XL Simposio de Análisis Económico
. Girona
. SPAIN
Banerjee, A.; Carrion-i-Silvestre, J.L. (2015).
Testing for panel cointegration using common correlated effects estimators.
(Presentation of communication)
.
9th International Conference on Computational and Financial Econometrics
. Londres
. ENGLAND
Carrion-i-Silvestre, J.L. (2014).
Fiscal deficit sustainability of the Spanish regions.
(Presentation of communication)
.
XVII Encuentro de Economía Aplicada
. Gran Canària
. SPAIN
Banerjee, A.; Carrion-i-Silvestre, J.L. (2014).
Testing for panel cointegration using common correlated effects estimators.
(Presentation of communication)
.
Workshop in Time Series Analysis in Macro and Finance
. Barcelona
. SPAIN
Carrion-i-Silvestre, J.L.; Gadea, M.D. (2014).
Testing for multiple level shifts in I(1) non-stationary processes.
(Presentation of communication)
.
IV Workshop in Time Series Econometrics
. Saragossa
. SPAIN
Carrion-i-Silvestre, J.L.; Gadea, M.D. (2014).
Testing for multiple level shifts in I(1) non-stationary processes.
(Presentation of communication)
.
XXXIX Simposio de Análisis Económico
. Palma de Mallorca
. SPAIN
Carrion-i-Silvestre, J.L.; Gadea, M.D. (2013).
GLS-based unit root tests for bounded processes.
(Presentation of communication)
.
III Workshop in Time Series Econometrics
. Saragossa
. SPAIN
Carrion-i-Silvestre, J.L. (2013).
Macroeconomic stability and fiscal decentralization in the Spanish Autonomous Communities.
(Presentation of communication)
.
XVI Encuentro de Economía Aplicada
. Granada
. SPAIN
Carrion-i-Silvestre, J.L.; Surdeanu, L. (2013).
Panel GLS unit root tests and common factors.
(Presentation of communication)
.
XXXVIII Simposio de Análisis Económico
. Santander
. SPAIN
Carrion-i-Silvestre, J. L.; Kim, D. (2012).
Likelihood ratio tests for cointegration, cobreaking and cotrending.
(Presentation of communication)
.
II Workshop in Time Series Analysis
. Saragossa
. SPAIN
Carrion-i-Silvestre, J. L.; Kim, D. (2012).
Likelihood ratio tests for cointegration, cobreaking and cotrending.
(Presentation of communication)
.
XXXVII Simposio de Análisis Económico
. Vigo
. SPAIN
Carrion-i-Silvestre, J. L.; Surdeanu, L. (2012).
Production function in Spain: cointegrated VAR vs single equation method.
(Presentation of communication)
.
XV Encuentro de Economía Aplicada
. La Corunya
. SPAIN
Camarero, M.; Carrion-i-Silvestre, J. L.; Tamarit, C. (2012).
Global imbalances and the International external budget constraint: a multicointegration approach.
(Presentation of communication)
.
Workshop INTECO
. València
. SPAIN
Camarero, M.; Carrion-i-Silvestre, J.L.; Tamarit, C. (2012).
The Relationship between Debt Level and Fiscal Sustainability in EMU countries: A Multicointegration Approach.
(Presentation of communication)
.
XIII Jornadas de Economía Internacional
. Granada
. SPAIN
Camarero, M.; Carrion-i-Silvestre, J. L.; Tamarit, C. (2012).
External Budget Constraint: A multicointegration approach.
(Presentation of communication)
.
4th International IFABS Conference on Rethinking banking and finance: money, Markets and models
. València
. SPAIN
Banerjee, A.; Carrion-i-Silvestre, J.L. (2011).
Testing for panel cointegration using common correlated effects estimators.
(Presentation of communication)
.
XIV Encuentros de Economía Aplicada
. Huelva
. SPAIN
Carrion-i-Silvestre, J. L.; Villar, O. (2011).
Dependencia y contagio financiero en los mercados bursátiles durante la gran recesión.
(Presentation of communication)
.
XIV Encuentros de Economía Aplicada
. Huelva
. SPAIN
Carrion-i-Silvestre, J. L.; Gadea, M. D. (2011).
Bounds, breaks and unit root tests.
(Poster)
.
Econometric and Statistical Modelling of Multivariate Time Series
. Louvain-la-Neuve, Brussel·les
. EUROPEAN UNION
Carrion-i-Silvestre, J. L.; Gadea, M. D. (2011).
Bounds, breaks and unit root tests.
(Poster)
.
65th Econometric Society European Meeting
. Oslo
. NORWAY
Carrion, J. L.; Villar, O. (2011).
Dependencia y contagio financiero en los mercados bursátiles durante la gran recesión.
(Presentation of communication)
.
XII Conference on International Economics
. Castelló
. SPAIN
Banerjee, A.; Carrion, J.L. (2011).
Testing for panel cointegration using common correlated effects estimators.
(Presentation of communication)
.
XXXVI Simposio de Análisis Económico
. Màlaga
. SPAIN
Banerjee, A.; Carrion-i-Silvestre, J.L. (2011).
Testing for panel cointegration using common correlated effects estimators.
(Presentation of communication)
.
17th International Panel Data Conference
. Montreal
. CANADA
Banerjee, A.; Carrion-i-Silvestre, J.L. (2011).
Testing for panel cointegration using common correlated effects estimators.
(Presentation of communication)
.
27th Econometric Society European Meeting
. Málaga
. SPAIN
Banerjee, A.; Carrion-i-Silvestre, J.L. (2011).
Testing for panel cointegration using common correlated effects estimators.
(Presentation of communication)
.
SETA 2012
. Shanghai
. CHINA
Banerjee, A.; Carrion-i-Silvestre, J.L. (2011).
Testing for panel cointegration using common correlated effects estimators.
(Presentation of communication)
.
20th Symposium of the Society for Nonlinear Dinamics and Econometrics
. Istanbul
. TURKEY
Carrion, J.L.; Gadea, L. (2010).
Bounds, breaks and unit root tests.
(Presentation of communication)
.
I Workshop in Time Series Econometrics
. Saragossa
. SPAIN
Carrion, J.L.; Gadea, L. (2010).
Bounds, breaks and unit root tests.
(Poster)
.
Sir Clive Granger Memorial Conference
. Nottingham
. UNITED KINGDOM
Camarero, M.; Carrion, J.; Tamarit, C. (2010).
External imbalances in a monetary union. Does the Lawson doctrine apply to Europe?.
(Presentation of communication)
.
XIII Encuentro de Economía Aplicada
. Sevilla
. SPAIN
Camarero, M.; Carrion, J.; Tamarit, C. (2010).
External imbalances in a monetary union. Does the Lawson doctrine apply to Europe?.
(Presentation of communication)
.
59 Congrés de l'Association Française de Science Economique
. Paris
. FRANCE
Camarero, M.; Carrion, J.; Tamarit, C. (2010).
External imbalances in a monetary union. Does the Lawson doctrine apply to Europe?.
(Presentation of communication)
.
ECOMOD 2010
. Istanbul
. TURKEY
Banerjee, A.; Carrion-i-Silvestre, J. L. (2010).
Testing for cointegration with structural breaks using common correlated effects estimators.
(Presentation of communication)
.
Symposium on Structural Change
. Nottingham
. UNITED KINGDOM
Carrion, J. Ll.; Surdeanu, L. (2009).
Panel cointegration rank test with cross-section dependence.
(Presentation of communication)
.
The 2009 Summer Workshop in Econometrics
. Beijing
. CHINA
Carrion, J. Ll.; Surdeanu, L. (2009).
Panel cointegration rank test with cross-section dependence.
(Presentation of communication)
.
64th European Meeting of the Econometric Society
. Barcelona
. SPAIN
Carrion, J. Ll.; Surdeanu, L. (2009).
Panel cointegration rank test with cross-section dependence.
(Presentation of communication)
.
15th International Conference on Panel Data
. Bonn
. GERMANY
Basher, S.; Carrion, J. Ll. (2008).
Price level convergence, purchasing power parity and multiple structural breaks in panel data analysis: An application to US cities.
(Presentation of communication)
.
XI Encuentro de Economía Aplicada
. Salamanca
. SPAIN
Basher, S.; Carrion, J. Ll. (2008).
Price level convergence, purchasing power parity and multiple structural breaks in panel data analysis: An application to US cities.
(Presentation of communication)
.
XXXIII Simposio de Análisis Económico
. Zaragoza
. SPAIN
Bai. J.; Carrion, J. Ll. (2007).
Testing Panel Cointegration with Unobservable Dynamic Common Factors.
(Presentation of communication)
.
20 Years of Cointegration: Theory and Practice in Prospect and Retrospect, Rotherdam 23-24 March 2007
. Rotherdam
. NETHERLANDS
Basher. S.; Carrion, J. Ll. (2007).
Price Level Convergence, Purchasing Power Parity and Multiple Structural Breaks: An Application to U.S. Cities.
(Presentation of communication)
.
41st Annual Meeting of the Canadian Economics Association (CEA), Halifax 1-3 June 2007
. Halifax
. CANADA
Carrion, J. Ll.; Kim, D.; Perron, P. (2007).
GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses.
(Presentation of communication)
.
X Encuentro de Economía Aplicada, Logroño 14-16 June 2007
. Logroño
. SPAIN
Carrion, J. Ll.; Kim, D.; Perron, P. (2007).
GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses.
(Presentation of communication)
.
Persistence in Economic and Financial Time Series, Frankfurt 22-23 June 2007
. Frankfurt
. GERMANY
Carrion, J. Ll.; Kim, D.; Perron, P. (2007).
GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses.
(Presentation of communication)
.
62nd European Meeting of the Econometric Society (ESEM), Budapest 27-31 August 2007
. Budapest
. HUNGARY
Banerjee, A.; Carrion, J. Ll. (2007).
Cointegration in panel data with breaks and cross-section dependence.
(Presentation of communication)
.
20 Years of Cointegration: Theory and Practice in Prospect and Retrospect, Rotherdam 23-24 March 2007
. Rotherdam
. NETHERLANDS
Carrion, J. Ll.; Kim, D.; Perron, P. (2007).
GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses.
(Presentation of communication)
.
Granger Centre Conference in Honor of Paul Newbold
. Nottingham
. ENGLAND
Carrion, J. Ll.; Surdeanu, L. (2007).
Panel cointegration rank test with cross-section dependence.
(Presentation of communication)
.
Granger Centre Conference in Honor of Paul Newbold
. Nottingham
. ENGLAND
Carrion, J. Ll.; Surdeanu, L. (2007).
Panel cointegration rank test with cross-section dependence.
(Presentation of communication)
.
XXXII Simposio de Análisis Económico
. Granada
. SPAIN
Carrion, J. Ll.; Kim, D.; Perron, P. (2007).
GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses.
(Presentation of communication)
.
XXXII Simposio de Análisis Económico
. Granada
. SPAIN
Bai. J.; Carrion, J. Ll. (2006).
Testing Panel Cointegration with Unobservable Dynamic Common Factors.
(Presentation of communication)
.
13th International Conference on Panel Data
. Cambridge
. UNITED KINGDOM
Bai. J.; Carrion, J. Ll. (2006).
Testing Panel Cointegration with Unobservable Dynamic Common Factors.
(Presentation of communication)
.
61th European Meeting of the Econometric Society
. Viena
. AUSTRIA
Bai. J.; Carrion, J. Ll. (2006).
Testing Panel Cointegration with Unobservable Dynamic Common Factors.
(Presentation of communication)
.
XXXI Simposio de Análisis Económico, 14/12 a 16/12 de 2006
. Oviedo
. SPAIN
Carrion, J. Ll.; Kim, D.; Perron, P. (2006).
GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses.
(Presentation of communication)
.
Breaks and Persistence in Econometrics
. Londres
. UNITED KINGDOM
Bai. J.; Carrion, J. Ll. (2006).
Testing Panel Cointegration with Unobservable Dynamic Common Factors.
(Presentation of communication)
.
Factor Models in Theory and Practice, Florence 11-12 November 2006
. Florence
. ITALY
Berenguer-Rico, V.; Carrion, J. Ll. (2006).
Testing for multicointegration in panel data with common factors.
(Presentation of communication)
.
IX Encuentro de Economía Aplicada
. Jaén
. SPAIN
Carrion, J. Ll.; Sansó, A. (2006).
Joint hypothesis specification for unit root tests with one structural break.
(Presentation of communication)
.
IX Encuentro de Economía Aplicada
. Jaén
. SPAIN
Berenguer, V.; Carrion, J. Ll. (2006).
A statistical analysis of multicointegration with regime shifts.
(Presentation of communication)
.
61th European Meeting of the Econometric Society
. Viena
. AUSTRIA
Bai. J.; Carrion, J. Ll. (2006).
Testing Panel Cointegration with Unobservable Dynamic Common Factors.
(Presentation of communication)
.
New developments in macroeconomic modelling and growth dynamics conference
. Faro
. PORTUGAL
Banerjee, A.; Carrion, J.Ll. (2005).
Breaking panel data cointegration.
(Presentation of communication)
.
Workshop Universitat Tor Vergara
. Roma
. ITALY
Camarero, M.; Carrión, J.Ll.; Tamarit, C. (2005).
Testing for hysteresis in unemployment in OECD countries. New evidence using stationarity panel tests with breaks.
(Presentation of communication)
.
Workshop de Econometría. Universidad Carlos III de Madrid
. Madrid
. SPAIN
Banerjee, A.; Carrion, J.Ll. (2005).
Breaking panel data cointegration.
(Presentation of communication)
.
Frontiers in Time Series Analysis, 29-31 Maig
. Olbia
. ITALY
Berenguer, V.; Carrion, J.Ll. (2005).
A Statistical Analysis of Multicointegration Relationship with Regime Shifts.
(Presentation of communication)
.
Frontiers in Time Series Analysis, 29-31 Maig
. Olbia
. ITALY
Carrion, J. Ll. (2005).
Additive outlier detection for stationary gaussian time series.
(Presentation of communication)
.
Netherlands Econometric Study Group, June 17th
. Amsterdam
. NETHERLANDS
Berenguer-Rico, V.; Carrion, J. Ll. (2005).
A statistical analysis of multicointegration relationships with regime shifts.
(Presentation of communication)
.
Simposio de Análisis Económico, Diciembre 15 a 17
. Murcia
. SPAIN
Camarero, M.; Carrión, J. Ll.; Tamarit, C. (2005).
New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks.
(Presentation of communication)
.
II Jornadas sobre integración económica. Grupo de integración económica (INTECO). 1 a 2 de diciembre de 2005
. Valencia
. SPAIN
Carrion, J. Ll. (2005).
Additive outlier detection for stationary gaussian time series.
(Presentation of communication)
.
Simposio de Análisis Económico, 15 a 17 de diciembre de 2005
. Murcia
. SPAIN
Banerjee, A.; Carrion, J. Ll. (2005).
Cointegration in panel data with breaks and cross-section dependence.
(Invited conference)
.
Simposio de Análisis Económico, 15 a 17 de diciembre de 2005
. Murcia
. SPAIN
Berenguer, V.; Carrion, J.Ll. (2005).
A Statistical Analysis of Multicointegration Relationship with Regime Shifts.
(Poster)
.
Unit root and cointegration testing conference, 29 de Setembre a 1 d'Octubre
. Faro
. PORTUGAL
Banerjee, A.; Carrion, J.Ll. (2005).
Breaking panel data cointegration.
(Presentation of communication)
.
Unit root and cointegration testing conference, 29 de Setembre a 1 d'Octubre
. Faro
. PORTUGAL
Berenguer, V.; Carrion, J.Ll. (2005).
A Statistical Analysis of Multicointegration Relationship with Regime Shifts.
(Presentation of communication)
.
VIII Encuentro de Economía Aplicada
. Murcia
. SPAIN
Banerjee, A.; Carrion, J.Ll. (2005).
Breaking panel data cointegration.
(Presentation of communication)
.
VIII Encuentro de Economía Aplicada
. Murcia
. SPAIN
Bai, J.; Carrión, J.Ll.; (2004).
Structural changes, common stochastic trends, and unit roots in panel data.
(Presentation of communication)
.
11th International Conference on Panel Data
. College Station, Texas
. UNITED STATES
Bai, J.; Carrión, J.Ll.; (2004).
Structural changes, common stochastic trends, and unit roots in panel data.
(Presentation of communication)
.
59th European Meeting of the Econometric Society
. Madrid
. SPAIN
Bai, J.; Carrión, J.Ll.; (2004).
Structural changes, common stochastic trends, and unit roots in panel data.
(Presentation of communication)
.
2004 North American Summer Meeting of The Econometric Society
. Providence, Rhode Island
. UNITED STATES
Carrión, J.Ll.; Barrio, T; López-Bazo, E. (2004).
Evidence on the purchasing power parity in a panel of cities.
(Presentation of communication)
.
VII Encuentro de Economia Aplicada
. Vigo
. SPAIN
Banerjee, A.; Carrión, J.Ll. (2004).
Breaking panel data cointegration.
(Presentation of communication)
.
Workshop en Integració i Cointegració en Dades de Panell
. Frankfurt
. GERMANY
Camarero, M.; Carrión, J.Ll.; Tamarit, C. (2004).
Testing for hysteresis in unemployment in OECD countries. New evidence using stationarity panel tests with breaks.
(Presentation of communication)
.
Third Annual Meeting of the ESF-EMM Network
. Alghero
. ITALY
Camarero, M.; Carrión, J.Ll.; Tamarit, C. (2004).
Unemployment dynamics and NAIRU estimates for Accession countries: a univariate approach.
(Presentation of communication)
.
XXX Reunión de Estudios Regionales
. Barcelona
. SPAIN
Carrion, J.Ll.; Espasa, M.; Mora, T. (2004).
Fiscal decentralisation and economic growth in Spain.
(Presentation of communication)
.
XXX Reunión de Estudios Regionales
. Barcelona
. SPAIN
Banerjee, A.; Carrion, J.Ll. (2004).
Breaking panel data cointegration.
(Presentation of communication)
.
Common Features
. Londres
. ENGLAND
Camarero, M.; Carrión, J.Ll.; Tamarit, C. (2004).
Unemployment dynamics and NAIRU estimates for Accession countries: a univariate approach.
(Presentation of communication)
.
I Jornadas sobre Integración Económica. Grupo de Integración Económica (INTECO)
. Castelló
. SPAIN
Carrión, J.Ll.; Barrio, T; López-Bazo, E. (2003).
Breaking the panels. An application to the GDP per capita.
(Presentation of communication)
.
VI Encuentro de economía aplicada, 5-7 juny
. Sevilla
. SPAIN
Carrión, J.Ll.; Barrio, T.; López-Bazo, E. (2003).
Evidence on the purchasing power parity in panel of cities.
(Presentation of communication)
.
43rd European Regional Science Association (ERSA)
. Jyväskylä
. FINLAND
Carrión, J.Ll.; Barrio, T.; López-Bazo, E. (2003).
Evidence on the purchasing power parity in panel of cities.
(Presentation of communication)
.
XXIX Reunión de estudios regionales
. Santander
. SPAIN
Bai, J.; Carrión, J.Ll.; (2003).
Structural changes, common stochastic trends, and unit roots in panel data.
(Presentation of communication)
.
XXVIII Simposio de analisis economico
. Granada
. SPAIN
Carrión, J.L.; del Barrio-Castro, T.; López-Bazo, E. (2002).
Level shifts in a panel data based unit root test. An application to the unemployment rate.
(Presentation of communication)
.
10th International Panel Conference
. Berlín
. GERMANY
Carrión, J.L.; del Barrio-Castro, T.; López-Bazo, E. (2002).
Level shifts in a panel data based unit root test. An application to the unemployment rate.
(Presentation of communication)
.
North American Econometric Society Summer Meetings
. Los Angeles
. UNITED STATES
Carrión, J.L.; Sansó, A.; Artís, M. (2002).
Cointegration and Structural Breaks.
(Presentation of communication)
.
57th Econometric Society European Meeting
. Venècia
. ITALY
Carrión, J.Ll.; Barrio, T; López-Bazo, E. (2002).
Breaking the panels. An application to the GDP per capita.
(Presentation of communication)
.
XXVII Simposio de análisis económico, 12-14 desembre
. Salamanca
. SPAIN
Carrión, J.L.; Sansó, A.; Artís, M. (2001).
Joint hypothesis specification for unit root tests with a structural break.
(Presentation of communication)
.
1st Nordic Econometric Meeting
. Sonderborg
. DENMARK
Carrión, J.Ll.; Barrio, T.; López-Bazo, E. (2001).
Level shifts in a panel data based unit root test. An application to the rate of unemployment.
(Presentation of communication)
.
1st Nordic econometric meeting
. Sonderberg
. DENMARK
Carrión, J.L.; del Barrio-Castro, T.; López-Bazo, E. (2001).
Level shifts in a panel data based unit root test. An application to the unemployment rate.
(Presentation of communication)
.
IV Encuentro de Economía Aplicada
. Reus
. SPAIN
Carrión, J.Ll.; Barrio, T.; López-Bazo, E. (2001).
Level shifts in a panel data based unit root test. An application to the rate of unemployment.
(Presentation of communication)
.
Econometric Society ESEM-2001
. Lausanne
. SWITZERLAND
Carrión, J.Ll.; Barrio, T.; López-Bazo, E. (2001).
Level shifts in a panel data based unit root test. An application to the rate of unemployment.
(Presentation of communication)
.
Simposio de análisis económico
. Alicante
. SPAIN
Carrión, J.L.; Sansó, A.; Artís, M. (1998).
Tendencias y cambios estructurales en la economía española. O hasta que punto es débil la presencia de raíces unitarias.
(Presentation of communication)
.
I Encuentro de Economía Aplicada
. SPAIN
Carrion, J.L.; Sansó, A.; Artís, M. (1998).
Unit root and stationarity tests' wedding.
(Presentation of communication)
.
XXIII Simposio de Análisis Económico
. Barcelona
. SPAIN
Moreno, R.; Carrión, J.L.; Pons, G. (1997).
The tunnel of Cadí: a cost-benefit analysis.
(Presentation of communication)
.
55th International Conference on Construction Economics. Applied Econometrics Association. Celebrada los días 20 y 21 de febrero de 1997
. Neuchâtel
. SWITZERLAND
Carrion, J.L.; Sansó, A. (1997).
Response surfaces for the Dickey-Fuller unit root test with structural breaks.
(Presentation of communication)
.
XXIII Reunión de Estudios Regionales
. Valencia
. SPAIN
Carrión, J.L.; Sansó, A. (1997).
Response surfaces for the Dickey-Fuller unit root test with structural breaks.
(Presentation of communication)
.
XXII Simposio de Análisis Económico
. Bellaterra
. SPAIN
Carrión, J.L.; Moreno, R.; Pons, G. (1996).
Análisis de la rentabilidad económica y social del túnel del Cadí.
(Presentation of communication)
.
X Jornadas ASEPELT. Celebrado los días 20 y 21 de junio de 1996
. Albacete
. SPAIN
Carrion-i-Silvestre, J. L. (2023).
The Phillips curve analysis for the Spanish regions.
(Presentation of communication)
.
28th International Panel Data Conference
.
July 2-4th
. Àmsterdam
. NETHERLANDS
Camarero, M.; Carrion-i-Silvestre, J. L.; Tamarit, C. (2023).
Current account determinants in a globalized world.
(Presentation of communication)
.
25th INFER Annual Conference, September 6-8th, 2023
. València
. SPAIN
Research projects
PROPOSTA DE NOVA METODOLOGIA DOCENT PER MILLORAR L’ADQUISICIÓ DE COMPETÈNCIES GENERALS I ESPECÍFIQUES ASSOCIADES A LES ECONOMETRIES DE GRAU I MÀSTER
.
2021 - 2023
. Ref.2019PID-UB/032
. Universitat de Barcelona
. PI: Antonio Di Paolo
La propagació de la Covid-19 i els seus efectes sobre l'economia espanyola. Una anàlisi regional
.
2021 - 2022
. Ref.2020PANDE00060
. Agència de Gestió d'Ajuts Universitaris i de Recerca (AGAUR)
. PI: Josep Lluis Carrion Silvestre
Análisis de series temporal y datos de panel no estacionarios con inestabilidades
.
2021 - 2024
. Ref.PID2020-114646RB-C41
. Ministerio de Ciencia e Innovación (MICINN)
. PI: Josep Lluis Carrion Silvestre
Econometría de series temporales
.
2020 - 2021
. Ref.RED2018-102563-T
. Ministerio de Ciencia, Innovación y Universidades
. PI: Antonio Montañes Bernal
Análisis de desequilibrios macroeconómicos mediante el uso de técnicas de series temporales y datos de panel
.
2018 - 2020
. Ref.ECO2017-83255-C3-1-P
. Ministerio de Economia y Competitividad
. PI: Josep Lluis Carrion Silvestre
RIMDA - Projecte institucional de foment de la qualitat docent a la Facultat de Economia i Empresa
.
2018 - 2020
. Ref.2018PID-UB/E00
. Universitat de Barcelona
. PI: Alexandrina P. Stoyanova
Análisis del papel de la política fiscal en los desequilibrios externos de la Eurozona y sus consecuencias para la recuperación económica
.
2018 - 2019
. Instituto de Estudios Fiscales
. PI: María Amparo Camarero Olivas
Avaluació per projectes a l'assignatura ECONOMETRIA III (ECONOMIA)
.
2018 - 2019
. Universitat de Barcelona
. PI: Josep Lluís Carrion-i-Silvestre
Projecte Institucional de Foment de la Qualitat Docent EiE-21
.
2018 - 2020
. Ref.2018PID-UB/E021
. Universitat de Barcelona
. PI: Josep Lluis Carrion Silvestre
Econometría de series temporales
.
2017 - 2019
. Ref.ECO2016-81901-REDT
. Ministerio de Economia y Competitividad
. PI: Antonio Montañés Bernal
Xarxa de Referència d'R+D+I en Economia Aplicada XREAP 2017
.
2017 - 2017
. Ref.309155
. Departament d'Economia i Finances de la Generalitat de Catalunya
. PI: Martin Parellada Sabata
Anàlisi Quantitativa Regional (AQR)
.
2017 - 2021
. Ref.2017SGR1081
. Agència de Gestió d'Ajuts Universitaris i de Recerca (AGAUR)
. PI: Josep Lluis Carrion Silvestre
GIDEP-UB - Grup d'Innovació Docent d'Econometria a la Pràctica
.
2016 - 2022
. Ref.GINDOC-UB/059
. Universitat de Barcelona
. PI: Jordi Suriñach Caralt
Perception and Evaluation of Regional and Cohesion policies by Europeans and Identification with the Values of Europe (PERCEIVE)
.
2016 - 2019
. Ref.693529
. Unió Europea
. PI: Jordi Suriñach Caralt
Xarxa de Referència d'R+D+I en Economia Aplicada XREAP 2016
.
2016 - 2016
. Ref.308629
. Departament d'Economia i Finances de la Generalitat de Catalunya
. PI: Martin Parellada Sabata
Estudi del model de gestió de l'Ajuntament de Barcelona
.
2016 - 2016
. Ref.308804
. Ajuntament de Barcelona
. PI: Jordi Suriñach Caralt
Estudi d'alguns capítols d'ingressos i despeses de l'Ajuntament de Barcelona. Anàlisi comparada amb altres ciutats
.
2016 - 2016
. Ref.309060
. Ajuntament de Barcelona
. PI: Jordi Suriñach Caralt
Red de Análisis de la Solvencia Exterior en Europa la UE
.
2015 - 2016
. Ref.ECO2014-51759-REDT
. Ministerio de Economia y Competitividad
. PI: Cecilio Tamarit Escalona
Com millorar la motivació dels estudiants en assignatures de perfil economètric? Una mesura pràctica amb avaluació empírica de la seva efectivitat
.
2015 - 2016
. Ref.2015PID-UB/013
. Universitat de Barcelona
. PI: Esther Vaya Valcarce
Análisis de series temporales y datos de panel no estacionarios con inestabilidades
.
2015 - 2017
. Ref.ECO2014-58991-C3-1-R
. Ministerio de Economia y Competitividad
. PI: Josep Lluis Carrion Silvestre
Estratègies participatives per millorar l’aprenentatge en les assignatures d’econometria del grau d’economia: el mètode del cas
.
2015 - 2017
. Ref.2015PID-UB/012
. Universitat de Barcelona
. PI: Rosina Moreno Serrano
Xarxa de Referència d'R+D+I en Economia Aplicada XREAP 2015
.
2015 - 2015
. Ref.308149
. Departament d'Economia i Finances de la Generalitat de Catalunya
. PI: Martin Parellada Sabata
Anàlisi Quantitativa Regional (AQR)
.
2014 - 2017
. Ref.2014SGR1362
. Agència de Gestió d'Ajuts Universitaris i de Recerca (AGAUR)
. PI: Enrique Lopez Bazo
Redes de colaboración tecnológica e innovación. Determinantes y efectos sobre la competitividad de las empresas españolas
.
2014 - 2016
. Fundación Banco Bilbao Vizcaya Argentaria (BBVA)
. PI: Rosina Moreno Serrano
Xarxa de Referència d'R+D+I en Economia Aplicada XREAP 2014
.
2014 - 2014
. Ref.307646
. Departament d'Economia i Finances de la Generalitat de Catalunya
. PI: Martin Parellada Sabata
Xarxa de Referència d'R+D+I en Economia Aplicada XREAP 2014
.
2014 - 2014
. Ref.307646
. Departament d'Economia i Finances de la Generalitat de Catalunya
. PI: Martin Parellada Sabata
Xarxa de Referència d'R+D+I en Economia Aplicada XREAP 2013
.
2013 - 2013
. Ref.307191
. Departament d'Economia i Finances de la Generalitat de Catalunya
. PI: Martin Parellada Sabata
The European Dimension in the National Reforms Programmes and the Stability or Convergence Programmes
.
2013 - 2013
. Ref.IP/A/ECON/FWC/2010-109/Lot1/C1/SC1
. Unió Europea
. PI: Jordi Suriñach Caralt
Beques per a la realització de treballs individuals a Catalunya i/o a la resta de l'estat(DOGC 30.01.2012, Núm. 6055)
.
2012 - 2013
. Institut d’Estudis Autonòmics
. PI: Josep Lluis Carrion Silvestre
Globalization on regional economics. Panel data and non-stationary econometrics
.
2012 - 2014
. Ref.ECO2011-30260-C03-03
. Ministerio de Ciencia e Innovación (MICINN)
. PI: Josep Lluis Carrion Silvestre
Xarxa de Referència d'R+D+I en Economia Aplicada XREAP 2012
.
2012 - 2012
. Ref.306726
. Departament d'Economia i Finances de la Generalitat de Catalunya
. PI: Martin Parellada Sabata
Disseny i implementació de l'avaluació continuada a les assignatures d'Econometria als Ensenyaments de Grau (2)
.
2012 - 2013
. Ref.2012PID-UB/070
. Universitat de Barcelona
. PI: Jose Ramon Garcia Sanchis
European Financial Management Annual Meeting
.
2011 - 2013
. Ref.ECO2011-14583-E
. Ministerio de Ciencia e Innovación (MICINN)
. PI: Marta Gomez Puig
Xarxa de Referència d'R+D+I en Economia Aplicada XREAP 2011
.
2011 - 2011
. Ref.306262
. Departament d'Innovació, Universitats i Empresa. Generalitat de Catalunya
. PI: Martin Parellada Sabata
Disseny i implementació de l'avaluació continuada a les assignatures d'Econometria als Ensenyaments de Grau
.
2011 - 2012
. Ref.2011PID-UB/05
. Universitat de Barcelona
. PI: Jordi Suriñach Caralt
Producció de material economètric teòric i autoavaluatiu per les assignatures de Màster i grau dins del nou marc de l'Espai Europeu d'Educació Superior
.
2011 - 2012
. Ref.2010MQD00078
. Universitat de Barcelona
. PI: Josep Lluis Carrion Silvestre
Non-stationary panel data analysis
.
2010 - 2015
. Ref.ICREA-2009
. Fundació Institució Catalana de Recerca i Estudis Avançats (ICREA)
. PI: Carrion, J.Ll.
RED de Investigación para el análisis de los efectos de la globalización financiera sobre la SOLVENCIA EXTERNA de las economías: un análisis de la sostenibilidad y dinámica de ajuste de la balanza por cuenta corriente dentro de una unión monetaria (SOLVEX)
.
2010 - 2011
. Ref.ECO2009-06676-E
. Ministerio de Ciencia y Tecnología
. PI: Tamarit, C.
Workshop on Regional and Urban Economics: Empirical Methods and Applications
.
2010 - 2010
. Ref.ECO2010-10514-E
. Ministerio de Ciencia e Innovación (MICINN)
. PI: Enrique Lopez Bazo
Ajut per incentivar i consolidar la recerca d'excel·lència ja existent a les universitats públiques de Catalunya. Programa ICREA Academia 2009
.
2010 - 2015
. Fundació Institució Catalana de Recerca i Estudis Avançats (ICREA)
. PI: Josep Lluis Carrion Silvestre
Xarxa de Referència d'R+D+I en Economia Aplicada XREAP 2010
.
2010 - 2010
. Ref.305858
. Departament d'Innovació, Universitats i Empresa. Generalitat de Catalunya
. PI: Martin Parellada Sabata
Producció de material economètric teòric i autoavaluatiu per les assignatures de Màster i grau dins del nou marc de l'Espai Europeu d'Educació Superior
.
2010 - 2013
. Ref.2010MQD00078
. Agència de Gestió d'Ajuts Universitaris i de Recerca (AGAUR)
. PI: Josep Lluis Carrion Silvestre
Patrocinio Congreso Anual de la European Financial Management Association (EFMA), 27-30 Junio 2012
.
2010 - 2012
. Ref.306342
. Criteria Caixa Corp S.A
. PI: Marta Gomez Puig; Helena Chulia Soler; Josep Lluis Carrion Silvestre
Adaptació de les assignatures de Grau i Màster en l'entorn de l'Econometria a l'Espai Europeu d'Educació Superior
.
2010 - 2011
. Ref.2010PID-UB/75
. Universitat de Barcelona
. PI: Jordi Suriñach Caralt
Non-stationary time series and panel data analysis with structural breaks and cross-section dependence
.
2009 - 2011
. Ref.ECO2008-06241/ECON
. Ministerio de Educación y Ciencia
. PI: Josep Lluis Carrion Silvestre
XI Jornadas de Economía Internacional
.
2009 - 2009
. Ref.ECO2008-04383-E/ECON
. Ministerio de Educación y Ciencia
. PI: Marta Gomez Puig
XI Jornades d'Economia Internacional
.
2009 - 2009
. Ref.305409
. Fundació Bosch i Gimpera de la Universitat de Barcelona
. PI: Josep Lluis Carrion Silvestre
Anàlisi Quantitativa Regional (AQR)
.
2009 - 2013
. Ref.2009SGR564
. Agència de Gestió d'Ajuts Universitaris i de Recerca (AGAUR)
. PI: Manuel Artis Ortuño
Xarxa de Referència d'R+D+I en Economia Aplicada XREAP 2009
.
2009 - 2009
. Ref.304770
. Departament d'Innovació, Universitats i Empresa. Generalitat de Catalunya
. PI: Martin Parellada Sabata
Ajuts accions mobilitzadores 2008 (segon termini): XI Jornadas de Economia Internacional (DOGC 04.05.2009)
.
2008 - 2009
. Ref.2008ARCS200076
. Agència de Gestió d'Ajuts Universitaris i de Recerca (AGAUR)
. PI: Josep Lluis Carrion Silvestre
Program codes
Banerjee, A.; Carrion-i-Silvestre, J. L. (2017).
GAUSS code for 'Testing for panel cointegration using common correlated effects estimators'. Journal of Time Series Analysis, 38(4), pp. 610-636
. GAUSS code (https://drive.google.com/file/d/1SmV7MQKMfNaee8H3v6hIPtU0qt4dGNZV/view?usp=sharing)
Banerjee, A.; Carrion-i-Silvestre, J. L. (2015).
GAUSS code for 'Cointegration in panel data with structural breaks and cross-section dependence'. Journal of Applied Econometrics, 30(1), pp. 1 - 23
. GAUSS code (https://drive.google.com/file/d/1Orwujcz8_ZneoYD99mLCCkce9vLmlgWH/view?usp=sharing)
Bai, J.; Carrion-i-Silvestre, J.L. (2013).
GAUSS code for 'Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors'. Econometrics Journal, 16, pp. 222 - 249
. GAUSS code (https://drive.google.com/file/d/1R-eyOmdnJhYlvOHL-_2idvcO1fMAaeWw/view?usp=sharing)
Bai, J.; Carrion-i-Silvestre, J.L. (2009).
GAUSS code for 'Structural changes, common stochastic trends, and unit roots in panel data'. The Review of Economic Studies, 76, pp. 471-501
. GAUSS code (https://drive.google.com/file/d/1ps8tk-0qaL3j5sBBKff1gpXXGJoh9bxZ/view?usp=sharing)
Carrion-i-Silvestre, J.L.; del Barrio-Castro, T.; López-Bazo, E. (2005).
GAUSS code for 'Breaking the panels: an application to the GDP per capita'. Econometrics Journal, 8, pp. 159 - 175
. GAUSS code (https://drive.google.com/file/d/1uA6bL76jxe4ODHHn8kyqOeeoaG5lcWaX/view?usp=sharing)
Carrion-i-Silvestre, J. L.; Surdeanu, L. (2011).
GAUSS code for 'Panel cointegration rank testing with cross-section dependence'. Studies in Nonlinear Dynamics & Econometrics, 15(4), Article 4
. GAUSS code (https://drive.google.com/file/d/1FuSscv3UazXMubnAlv9-G6CwV8mOJsIS/view?usp=sharing)
Carrion-i-Silvestre, J.L.; Kim, D.; Perron, P. (2009).
GAUSS code for 'GLS-based unit root tests with multiple structural breaks under both the null and alternative hypotheses'. Econometric Theory, 25, pp. 1754-1792
. GAUSS code (https://drive.google.com/file/d/1hm1_1nZ04-uLj6tVFqBD1tw8_Do_eDft/view?usp=sharing)
Carrion-i-Silvestre, J. L.; Sansó, A. (2007).
GAUSS code for 'The KPSS test with two structural breaks'. Spanish Economic Review, 9, 2, pp. 105 - 127
. GAUSS code (https://drive.google.com/file/d/1_3RevwuMVUqYTI5dqCxbLT0_gf5vTZGM/view?usp=sharing)
Carrion-i-Silvestre, J. L.; Sansó, A. (2006).
GAUSS code for 'Testing the null of cointegration with structural breaks'. Oxford Bulletin of Economics and Statistics, 68, pp. 623 - 646
. GAUSS code (https://drive.google.com/file/d/1yNrXevsEdLsqoC6lYKo9sZlmlX0x7n9Y/view?usp=sharing)
Sansó, A..; Aragó, V.; Carrion-i-Silvestre, J. L. (2004).
GAUSS code for 'Testing for changes in the unconditional variance of financial time series'. Revista de Economía Financiera, 4, pp. 32 - 53
. GAUSS code (https://drive.google.com/file/d/1htlAQ5S__scLPMBHBlV2KYd0UZfenNhn/view?usp=sharing)
Carrion-i-Silvestre, J. L.; Sansó, A.; Artís, M. (1999).
GAUSS code for 'Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks'. Economics Letters, 63, pp. 279 - 283
. GAUSS code (https://drive.google.com/file/d/1YA0rk_OANStOlASM9W-Y_V8dSS6zQsqb/view?usp=sharing)
Journal Publications
Camarero, M; Carrion-i-Silvestre, J. L.; Tamarit, C. (2022).
Análisis de la sostenibilidad del sector exterior en la OCDE con técnicas de multicointegración.
Cuadernos Económicos del ICE(103), pp. 237 - 272
. Institutional Repository
. ISSN: 0210-2633
Carrion-i-Silvestre, J. L.; Gadea, M. D.; Montañés, A. (2021).
Nearly unbiased estimation of autoregressive models for bounded near‐integrated stochastic processes.
Oxford Bulletin of Economics and Statistics, 83(1), pp. 273 - 297
. Institutional Repository
. ISSN: 0305-9049
Carrion-i-Silvestre, J. L.; Kim, D. (2021).
Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration.
Journal of Econometrics, 224(1), pp. 22 - 38
. Institutional Repository
. ISSN: 0304-4076
Camarero, M; Carrion-i-Silvestre, J. L.; Tamarit, C. (2021).
External imbalances from a GVAR perspective.
World Economy, 44, pp. 3202 - 3245
. Institutional Repository
. ISSN: 0378-5920
Carrion-i-Silvestre, J.L.; Dukpa, K. (2019).
Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending.
Econometric Reviews, 38(8), pp. 881 - 898
. Institutional Repository
. ISSN: 0747-4938
Carrion-i-Silvestre, J. L.; Kim, D. (2018).
Tests for cointegration, cobreaking and cotrending in a system of trending variables.
Journal of Market Economy, 47, pp. 189 - 209
. https://eventos.ull.es/_files/_event/_13255/_editorFiles/file/2017-18/S12_18-05-2018.pdf
. ISSN: 2092-6332
Banerjee, A.; Carrion-i-Silvestre, J. L. (2017).
Testing for panel cointegration using common correlated effects estimators.
Journal of Time Series Analysis, 38(4), pp. 610 - 636
. Institutional Repository
. ISSN: 0143-9782
Carrion-i-Silvestre, J.L.; Gadea, M.D. (2016).
Bounds, breaks and unit root tests.
Journal of Time Series Analysis, 37(2), pp. 165 - 181
. Institutional Repository
. ISSN: 0143-9782
Carrion-i-Silvestre, J. L.; Surdeanu, L. (2016).
Productivity, infrastructure and human capital in the Spanish regions.
Spatial Economic Analysis, 11(4), pp. 365 - 391
. Institutional Repository
. ISSN: 1742-1772
Carrion-i-Silvestre, J. L. (2016).
Fiscal Deficit Sustainability of the Spanish Regions.
Regional Studies, 50(10), pp. 1702 - 1713
. Institutional Repository
. ISSN: 0034-3404
Banerjee, A.; Carrion-i-Silvestre, J. L. (2015).
Cointegration in panel data with structural breaks and cross-section dependence.
Journal of Applied Econometrics, 30(1), pp. 1 - 23
. GAUSS code (https://ubarcelona-my.sharepoint.com/:u:/g/personal/carrion_ub_edu/EZSS8rsyTEFEvLupGuppP1oBYohStKt77lTDxKDRa5m9Rw?e=jEVI3d)
. ISSN: 0883-7252
Camarero, M; Carrion-i-Silvestre, J. L.; Tamarit, C. (2015).
The relationship between debt level and fiscal sustainability in organization for economic cooperation and development countries.
Economic Inquiry, 53(1), pp. 129 - 149
. ISSN: 0095-2583
Camarero, M; Carrion-i-Silvestre, J. L.; Tamarit, C. (2015).
Testing for external sustainability under a monetary integration process. Does the Lawson doctrine apply to Europe?.
Economic Modelling, 44, pp. 343 - 349
. ISSN: 0264-9993
Bai, J.; Carrion-i-Silvestre, J.L. (2013).
Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors.
Econometrics Journal, 16, pp. 222 - 249
. Gauss codes (https://ubarcelona-my.sharepoint.com/:u:/g/personal/carrion_ub_edu/ESjhWTFRb5ZBmDRHBqgI0TEBUoEZRKsBZ-Gn9TWHpfcsgQ?e=NwGmHc)
. ISSN: 1368-4221
Basher, S.A.; Carrion-i-Silvestre, J.L. (2013).
Deconstructing shocks and persistence in OECD real exchange rates.
The B.E. Journal of Macroeconomics, 13(1), pp. 187 - 212
. https://doi.org/10.1515/bejm-2012-0060
. ISSN: 1935-1690
Camarero, M.; Carrion-i-Silvestre, J.L.; Tamarit, C. (2013).
Global imbalances and the intertemporal external budget constraint: a multicointegration approach.
Journal of Banking & Finance, 37, pp. 5357 - 5372
. ISSN: 0378-4266
Carrion-i-Silvestre, J.L.; Gadea, M.D. (2013).
GLS-based unit root tests for bounded processes.
Economics Letters, 120(2), pp. 184 - 187
. ISSN: 0165-1765
Carrion-i-Silvestre, J. L.; Iglesias, E. M. (2013).
New trends in welfare analysis. Editorial.
Applied Economics, 45(30), pp. 4203 - 4203
. ISSN: 0003-6846
Berenguer-Rico, V.; Carrion-i-Silvestre, J. L. (2011).
Regime shifts in stock-flow I(2)-I(1) systems: the case of US fiscal sustainability.
Journal of Applied Econometrics, 26, pp. 298 - 321
. ISSN: 0883-7252
Basher, S.A.; Carrion, J.L. (2011).
Measuring persistence of U.S. city prices: new evidence from robust tests. Persistence and structural breaks.
Empirical Economics, 41(3), pp. 739 - 745
. ISSN: 0377-7332
Carrion, J. L.; Surdeanu, L. (2011).
Panel cointegration rank testing with cross-section dependence.
Studies in Nonlinear Dynamics and Econometrics, 15(4), p. 4
. Gauss codes (https://ubarcelona-my.sharepoint.com/:u:/g/personal/carrion_ub_edu/EZM43dEUOf5EpFdxzCC8TrEBCSPplG5illUQH_ckHAnuWg?e=ea6kOQ)
. ISSN: 1081-1826
Camarero, M.; Carrion, J.Ll.; 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), pp. 568 - 590
. ISSN: 0036-9292
Carrion, J. L.; Germán-Soto, V. (2010).
Stochastic convergence in the industrial sector of the Mexican states.
Annals of Regional Science, 45, pp. 547 - 570
. ISSN: 0570-1864
Camarero, M.; Carrion, J.Ll.; Tamarit, C. (2009).
Testing for real interest rate parity using panel stationarity tests with dependence: a note.
Manchester School, 77(11), pp. 112 - 126
. ISSN: 1463-6786
Basher, S.; Carrion, 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)
Bai, J.; Carrion, J.Ll. (2009).
Structural changes, common stochastic trends, and unit roots in panel data.
Review of Economic Studies, 76(2), pp. 471 - 501
. GAUSS code (https://ubarcelona-my.sharepoint.com/:u:/g/personal/carrion_ub_edu/Ea_e25RPscdGukwcg4VBHhABDZZjn7Mn5LJXdnzRMgRssA?e=pPbAWW)
. ISSN: 0034-6527
Carrion, J. Ll.; Germán, V. (2009).
Panel data stochastic convergence analysis of the Mexican regions.
Empirical Economics, 37, pp. 303 - 327
. ISSN: 0377-7332
Carrión, J. Ll.; Kim, D.; Perron, P. (2009).
GLS-based unit root tests with multiple structural breaks under both the null and alternative hypotheses.
Econometric Theory, 25, pp. 1754 - 1792
. GAUSS code (https://ubarcelona-my.sharepoint.com/:u:/g/personal/carrion_ub_edu/EXAb0tFydsZKiGDUChsukEwBz3ChuHKDIMG2vf2wUf5Etg?e=04YS5p)
. ISSN: 0266-4666
Camarero, M.; Carrion, J.Ll.; Tamarit, C. (2008).
Unemployment Hysteresis in Transition Countries: Evidence Using Panel Tests with Breaks.
Review of Development Economics, 12(3), pp. 620 - 635
. ISSN: 1363-6669
Carrion, J. Ll.; Germán, V. (2007).
Stochastic convergence amongst Mexican states.
Regional Studies, 41(4), pp. 531 - 541
. ISSN: 0034-3404
Carrion, J. Ll.; Sansó, A. (2007).
The KPSS test with two structural breaks.
Spanish Economic Review, 9(2), pp. 105 - 127
. ISSN: 1435-5469
Carrion, J.Ll.; Espasa, M.; Mora, T. (2007).
Fiscal decentralization and economic growth in Spain.
Public Finance Review , 36(2), pp. 194 - 218
. ISSN: 1091-1421
Camarero, M.; Carrion, J. Ll.; Tamarit, C. (2006).
Short-term Modified Phillips Curves for the Accession Countries.
Applied Economics Letters, 13, pp. 159 - 162
. ISSN: 1350-4851
Camarero, M.; Carrion, J.Ll.; Tamarit, C. (2006).
Testing for Hysteresis in Unemployment in OECD Countries. New Evidence Using Stationarity Panel Tests with Breaks.
Oxford Bulletin of Economics and Statistics, 68, pp. 167 - 182
. ISSN: 0305-9049
Carrion, J. Ll.; Sansó, A. (2006).
Joint hypothesis specification for unit root tests with a structural break.
Econometrics Journal, 9, pp. 196 - 224
. ISSN: 1368-4221
Carrion, J. Ll.; Sansó, A. (2006).
A guide to the computation of stationarity tests.
Empirical Economics, 31(2), pp. 433 - 448
. ISSN: 0377-7332
Berenguer, V.; Carrion, J. Ll.; (2006).
Testing for multicointegration in panel data with common factors.
Oxford Bulletin of Economics and Statistics, 68, pp. 721 - 739
. ISSN: 0305-9049
Carrion, J. Ll.; Sansó, A. (2006).
Testing the null of cointegration with structural breaks.
Oxford Bulletin of Economics and Statistics, 68(5), pp. 623 - 646
. ISSN: 0305-9049
Carrion, J. Ll.; del Barrio, T.; López-Bazo, E. (2005).
Breaking the Panels: An Application to GDP per capita.
Econometrics Journal, 8, pp. 159 - 175
. ISSN: 1368-4221
Carrion, J.Ll. (2005).
Health Care Expenditure and GDP: Are They Broken Stationary?.
Journal of Health Economics, 24, pp. 839 - 854
. ISSN: 0167-6296
Camarero, M.; Carrion, J.Ll.; Tamarit, C. (2005).
Unemployment Dynamics and NAIRU Estimates for the Accession Countries: A univariate approach.
Journal of Comparative Economics, 33, pp. 584 - 603
. ISSN: 0147-5967
Carrion, J.Ll.; del Barrio, T.; López-Bazo, E. (2004).
Evidence on the Purchasing Power Parity in a Panel of Cities.
Applied Economics, 36, pp. 961 - 966
. ISSN: 0003-6846
Carrion, J.L.; Sanso, A.; Artís, M. (2004).
Raices unitarias y cambios estructurales en las macromagnitudes españolas.
Revista de Economia Aplicada, XII(35), pp. 5 - 27
. ISSN: 1133-455X
Sanso, A.; Arago, V.; Carrion, J.Ll. (2004).
Testing for changes in the unconditional variance of financial time series.
Revista de Economía Financiera, 1(4), pp. 32 - 53
. ISSN: 1697-9761
Carrion, J.L. (2003).
Breaking date misspecification error for the level shift KPSS test.
Economics Letters, 81(3), pp. 365 - 371
. ISSN: 0165-1765
Artís, M.; Carrión, J.L.; Costa, A.; Suriñach, J. (2002).
Smoothing the Catalan tourism micro-data time series.
Qüestiió, 26(1-2), pp. 197 - 211
. ISSN: 0210-8054
Carrion, J.Ll.; del Barrio, T.; López-Bazo, E. (2002).
Level shifts in a panel data based unit root test. An application to the unemployment rate.
Proceedings of the 2002 North American Summer Meetings of the Econometric Society
Carrion, J.L.; Sansó, A.; Artís, M. (2001).
Unit root and stationarity tests' wedding.
Economics Letters, 70(1), pp. 1 - 8
. ISSN: 0165-1765
Artís, M.; Carrion, J.L.; Moreno, R.; Pons, G.; Suriñach, J. (2000).
Efficiency measurement in infrastructure projects: cost-benefit analysis of the tunnel of Cadí.
International Journal of Transport Economics, 28(3), pp. 401 - 423
. ISSN: 0391-8440
Carrion, J.L.; Sansó, A.; Artís, M. (1999).
Response surfaces for the Dickey-Fuller unit root test with structural breaks.
Economics Letters, 63(3), pp. 279 - 283
. GAUSS code (https://ubarcelona-my.sharepoint.com/personal/carrion_ub_edu/Documents/Web/rsperron.zip?csf=1)
. ISSN: 0165-1765
Carrion, J.L.; Moreno, R.; Pons, G. (1998).
Análisis de la rentabilidad económica y social del túnel del Cadi.
ACTAS de la X Reunión ASEPELT-España