People AQR

Carrión i Silvestre , Josep Lluís -

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  • Phone:  (+34) 934 024 598
    Fax Number:  (+34) 934 021 821


    Relevant Outputs:

    Bai, J.; Carrion-i-Silvestre, J. L. (2009). Structural changes, common stochastic trends, and unit roots in panel data. Review of Economic Studies, 76, 471-501.

    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(2), 222-249.

    Banerjee, A.; Carrion-i-Silvestre, J. L. (2014). Cointegration in panel data with structural breaks and cross-section dependence. Journal of Applied Econometrics, forthcoming.

    Carrion-i-Silvestre, J. L. ; Kim, D.; Perron, P. (2009). GLS-based unit root tests with multiple structural breaks under both the null and alternative hypotheses. Econometric Theory, 25, 1754-1792.

    Lines of Research:

    Structural change
    Cointegration analysis
    Panel data
    Regional growth