Dr Marco Barassi

Dr Marco Barassi

The Department of Economics
Lecturer in Econometrics
Programme Director

Contact details

+44 (0)121 414 6648
+44 (0)121 414 7377
Department of Economics
University of Birmingham
JG Smith Building
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.


MSc (Birkbeck College)
PhD (Imperial College)


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

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


Research Group:



Research Interests:

EconometricTheory and Applied Econometrics: Analysis of Non-stationary Time Series, Structural Changes in Time Series Models, Time series with Long Memory, Non-Linear Time Series Models with applications to Environmental Economics and Financial Economics.

Other activities

Programme Director for:

BSc Mathematical Economics and Statistics

BSc Economics with Languages and

Economics Joint Honours


D. Zhang, Barassi M.R., and J. Tan (2015) “Residual Based Tests of Fractional Cointegration: Testing the Term Structure of Interest Rates in US and UK”, Econometric Reviews, Vol. 34, Issue 6-10, pages 1117-1139

Barassi M.R., and Y. Zhou (2012) “The Impact of Corruption on FDI: A Parametric and Non Parametric Analysis ”, European Journal of Political Economy, vol. 28, issue 3, pp. 302–312

Barassi M.R., and N.Spagnolo (2012) “Linear and Nonlinear causality between CO2 emissions and economic growth” Energy Journal, vol. 33, issue 3, pp. 23 - 38 

Barassi M.R., Cole M.A. and R.J.R. Elliott (2011) “The stochastic convergence of CO­emissions: A long memory approach”, Environmental and Resource Economics, vol. 49, pp. 367-385

Barassi M.R., Cole M.A. and R.J.R. Elliott (2008) “Stochastic Divergence or Convergence of Per Capita Carbon Dioxide Emissions: Re-examining the evidence”, Environmental and Resource Economics, vol. 40, pp 121-137.

Barassi, M.R., Caporale, G.M. and S.G. Hall (2008), "A comparison between tests for changes in the adjustment  coefficients in cointegrated systems", Journal of Statistical Computation and Simulation, vol. 78, issue 1, pp 1-17.

Barassi M.R., A Ghoshray. 2007. "Long Run Relationships between the US and EU Wheat Prices and the Impact of the 1992 CAP Reform”, Journal of Agricultural Economics, vol. 58, issue 1.

Barassi M.R., GM Caporale, SG Hall. 2005. "Interest RateLinkages: A Kalman Filter Approach to Detecting Structural Change",Economic Modelling, vol. 22, pp. 253-284.

Barassi M.R., 2005. "On KPSS with GARCH Errors", Economics Bulletin, vol. 3, 55, pp. 1-12.

Barassi M.R., GM Corporale, SG Hall. 2005. "Interest RateLinkages: Identifying Structural Relations", Applied FinancialEconomics, vol. 15, pp. 977-986.