Marco Barassi

Marco Barassi

The Department of Economics
Associate Professor in Econometrics

Contact details

Address
Birmingham Business School
University House
University of Birmingham
Edgbaston
Birmingham
B15 2TT

Dr Marco Barassi joined the Department of Economics in September 2001 as a Lecturer in Econometrics.  He received his Ph.D. from the Imperial College in London. Marco's interests lie in the area of time series econometrics with particular reference to structural changes.

Qualifications

MSc (Birkbeck College)
PhD (Imperial College)

Teaching

Econometric Theory, 3rd year undergraduate BSc Mathematical Economics and Statistics

Econometrics with Financial Applications, MSc Money Banking and Finance, MSc Mathematical Finance

Postgraduate supervision

Marco Barassi works on applied time series econometrics. His research interests include:

Non-stationary time series models and structural changes
Time-varying parameters techniques
Non-linear time series models

Dr Barassi's research focuses in particular on the analysis and estimation of non-stationary time series models, long memory models and non-linear models with applications in environmental economics and financial economics.

Other activities

Programme Director for:

  • BSc Mathematical Economics and Statistics
  • BSc Economics with Languages and
  • Economics Joint Honours

Publications

Recent publications

Article

Barassi, MR, Pascale, GD & Lagravinese, R 2022, 'Testing the law of one-price in the US gasoline market: a long memory approach', Energy Systems. https://doi.org/10.1007/s12667-022-00554-z

Barassi, M, Horvath, L & Zhao, Y 2020, 'Change-point detection in the conditional correlation structure of multivariate volatility models', Journal of Business and Economic Statistics, vol. 38, no. 2, pp. 340-349. https://doi.org/10.1080/07350015.2018.1505630

Barassi, M, Ercolani, M, Jesus-Herrerias, M & Jin, Z 2018, 'Climate anomalies and migration between Chinese provinces: 1987–2015', The Energy Journal, vol. 39, no. Special Issue 1, 8. https://doi.org/10.5547/01956574.39.SI1.merc

Barassi, M & Zhao, Y 2018, 'Combination forecasting of energy demand in the UK', The Energy Journal, vol. 39, no. Special Issue 1, pp. 209-237. https://doi.org/10.5547/01956574.39.SI1.mbar

Barassi, MR, Spagnolo, N & Zhao, Y 2017, 'Fractional Integration Versus Structural Change: Testing the Convergence of CO2 Emissions', Environmental and Resource Economics, pp. 1-46. https://doi.org/10.1007/s10640-017-0190-z

Zhang, D, Barassi, M & Tan, J 2015, 'Residual Based Tests of Fractional Cointegration: Testing the Term Structure of Interest Rates in US and UK', Econometric Reviews, vol. 34, no. 6-10, pp. 1118-1140. https://doi.org/10.1080/07474938.2014.956624

Barassi, M & Spagnolo, N 2012, 'Linear and Nonlinear causality between CO2 emissions and economic growth', The Energy Journal, vol. 33, no. 3.

Barassi, MR & Spagnolo, N 2012, 'Linear and non-linear causality between CO2 emissions and economic growth' Energy Journal, vol. 33, no. 3, pp. 23-38. https://doi.org/10.5547/01956574.33.3.2

Barassi, M & Zhou, Y 2012, 'The Impact of Corruption on FDI: A Parametric and Non Parametric Analysis', European Journal of Political Economy, vol. 28, no. 3, pp. 302-312.

Barassi, M, Cole, M & Elliott, R 2011, 'The Stochastic Convergence of CO2 Emissions: A Long Memory Approach', Environmental and Resource Economics, vol. 49, no. 3, pp. 367-385. https://doi.org/10.1007/s10640-010-9437-7

Barassi, M, Caporale, GM & Hall, SG 2008, 'A Comparison Between Tests for Changes in the Adjustment Coefficients in Cointegrated Systems', Journal of Statistical Computation and Simulation, vol. 78, no. 1, pp. 1-17. https://doi.org/10.1080/10629360600926958

Barassi, M, Cole, MA & Elliott, RJR 2008, 'Stochastic Divergence or Convergence of Per Capita Carbon Dioxide Emissions: Re-examining the Evidence', Environmental and Resource Economics, vol. 40, no. 1, pp. 121-137. https://doi.org/10.1007/s10640-007-9144-1

Barassi, M & Ghoshray, A 2007, 'Structural Change and Long Run Relationships Between US and EU Wheat Export Prices', Journal of Agricultural Economics, vol. 58, no. 1, pp. 76-90. https://doi.org/10.1111/j.1477-9552.2007.00081.x

Barassi, M, Caporale, GM & Hall, SG 2005, 'A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short Term Interest Rates', Open Economies Review, vol. 16, pp. 1-7-133.

Working paper

Barassi, M & Zhang, D 2009 'Department of Economics Discussion Paper Series: Fractional Integration and Cointegration: Testing the Term Structure of Interest Rates'.

View all publications in research portal