Dr Marco Barassi

Dr Marco Barassi

The Department of Economics
Senior 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


Barassi, M.R., Horvath, L. and Y. Zhao (2018) “Change-Point Detection in the Conditional Correlation Structure Of Multivariate Volatility Models”, Journal of Business and Economic Statistics

Barassi, M.R., Ercolani, M.G., Herrerias, M.J. and J. Zhangfeng, (2018) “Migration, Extreme Natural Events and Climate Change in China” The Energy Journal

Barassi, M. R. and Y. Zhao (2018) “Combination Forecasting of Energy Demand in the UK” The Energy Journal

Barassi, M. R., Spagnolo, N. and Y. Zhao (2018) “Fractional Integration v Structural Change: Testing the Convergence of CO2 Emissions” Environmental and Resource Economics

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

Barassi M.R., and Y. Zhou (2012) “The Impact of Corruption on FDI: A Parametric and Non Parametric Analysis ”, The European Journal of Political Economy

Barassi M.R., and N.Spagnolo (2012) “Linear and Nonlinear causality between CO2 emissions and economic growth” The Energy Journal

Barassi M.R., Cole M.A. and R.J.R. Elliott (2011) “The stochastic convergence of CO¬2  emissions: 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.