Researcher ID: K-8241-2014
Carrion-i-Silvestre, J. L.; Rubino, N. (2025). Sobre la convergencia regional y sectorial de las tasas de autoempleo en España. Papeles de Economía Españona, 183, 135-147.
Camarero, M; Carrion-i-Silvestre, J. L.; Tamarit, C. (2025). Current account determinants in a globalized world. Empirical Economics, 68, 1497-1527.
Banerjee, A.; Carrion-i-Silvestre, J. L. (2025). Panel data cointegration testing with structural instabilities. Journal of Business and Economic Statistics, 43, 1, 122-133.
Carrion-i-Silvestre, J. L.; Gadea, M.D. (2024). Detecting multiple level shifts in bounded time series. Journal of Business and Economic Statistics, 42, 4, 1250-1263.
Carrion-i-Silvestre, J. L.; Gadea, M.D. (2023). Testing for multiple level shifts with an integrated or stationary noise component. Journal of Applied Econometrics, 38, 6, 801-819.
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, 237-272.
Camarero, M; Carrion-i-Silvestre, J. L.; Tamarit, C. (2021). External imbalances from a GVAR perspective. The World Economy, 44, 3202-3245.
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, pp. 22 - 38.
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.
Carrion-i-Silvestre, J. L.; Kim, D. (2019). Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending. Econometric Reviews, 38(8), pp. 881 - 898.
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.
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.
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.
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.
Carrion-i-Silvestre, J. L. (2016). Fiscal Deficit Sustainability of the Spanish Regions. Regional Studies, 50(10), pp. 1702 - 1713.
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.
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.
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.
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.
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.
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.
Carrion-i-Silvestre, J. L.; Gadea, M.D. (2013). GLS-based unit root tests for bounded processes. Economics Letters, 120(2), pp. 184 - 187.
Carrion-i-Silvestre, J. L.; Iglesias, E. M. (2013). New trends in welfare analysis. Editorial. Applied Economics, 45(30), pp. 4203 - 4203.
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.
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.
Carrion, J. L.; Surdeanu, L. (2011). Panel cointegration rank testing with cross-section dependence. Studies in Nonlinear Dynamics and Econometrics, 15(4), p. 4.
Camarero, M.; Carrion-i-Silvestre, J. L.; 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.
Carrion-i-Silvestre, J. L.; Germán-Soto, V. (2010). Stochastic convergence in the industrial sector of the Mexican states. Annals of Regional Science, 45, pp. 547 - 570.
Camarero, M.; Carrion-i-Silvestre, J. L.; Tamarit, C. (2009). Testing for real interest rate parity using panel stationarity tests with dependence: a note. Manchester School, 77(11), pp. 112 - 126.
Basher, S.; Carrion-i-Silvestre, J. L. (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-i-Silvestre, J. L. (2009). Structural changes, common stochastic trends, and unit roots in panel data. Review of Economic Studies, 76(2), pp. 471 - 501.
Carrion-i-Silvestre, J. L.; Germán, V. (2009). Panel data stochastic convergence analysis of the Mexican regions. Empirical Economics, 37, pp. 303 - 327.
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, pp. 1754 - 1792.
Camarero, M.; Carrion-i-Silvestre, J. L.; Tamarit, C. (2008). Unemployment Hysteresis in Transition Countries: Evidence Using Panel Tests with Breaks. Review of Development Economics, 12(3), pp. 620 - 635.
Carrion-i-Silvestre, J. L.; Germán, V. (2007). Stochastic convergence amongst Mexican states. Regional Studies, 41(4), pp. 531 - 541.
Carrion-i-Silvestre, J. L.; Sansó, A. (2007). The KPSS test with two structural breaks. Spanish Economic Review, 9(2), pp. 105 - 127.
Carrion-i-Silvestre, J. L.; Espasa, M.; Mora, T. (2007). Fiscal decentralization and economic growth in Spain. Public Finance Review , 36(2), pp. 194 - 218.
Camarero, M.; Carrion-i-Silvestre, J. L.; Tamarit, C. (2006). Short-term Modified Phillips Curves for the Accession Countries. Applied Economics Letters, 13, pp. 159 - 162.
Camarero, M.; Carrion-i-Silvestre, J. L.; 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.
Carrion-i-Silvestre, J. L.; Sansó, A. (2006). Joint hypothesis specification for unit root tests with a structural break. Econometrics Journal, 9, pp. 196 - 224.
Carrion-i-Silvestre, J. L.; Sansó, A. (2006). A guide to the computation of stationarity tests. Empirical Economics, 31(2), pp. 433 - 448.
Berenguer, V.; Carrion-i-Silvestre, J. L.; (2006). Testing for multicointegration in panel data with common factors. Oxford Bulletin of Economics and Statistics, 68, pp. 721 - 739.
Carrion-i-Silvestre, J. L.; Sansó, A. (2006). Testing the null of cointegration with structural breaks. Oxford Bulletin of Economics and Statistics, 68(5), pp. 623 - 646.
Carrion-i-Silvestre, J. L.; del Barrio, T.; López-Bazo, E. (2005). Breaking the Panels: An Application to GDP per capita. Econometrics Journal, 8, pp. 159 - 175.
Carrion-i-Silvestre, J. L. (2005). Health Care Expenditure and GDP: Are They Broken Stationary?. Journal of Health Economics, 24, pp. 839 - 854.
Camarero, M.; Carrion-i-Silvestre, J. L.; Tamarit, C. (2005). Unemployment Dynamics and NAIRU Estimates for the Accession Countries: A univariate approach. Journal of Comparative Economics, 33, pp. 584 - 603.
Carrion-i-Silvestre, J. L.; del Barrio, T.; López-Bazo, E. (2004). Evidence on the Purchasing Power Parity in a Panel of Cities. Applied Economics, 36, pp. 961 - 966.
Carrion-i-Silvestre, 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.
Sanso, A.; Arago, V.; Carrion-i-Silvestre, J. L. (2004). Testing for changes in the unconditional variance of financial time series. Revista de Economía Financiera, 1(4), pp. 32 - 53.
Carrion-i-Silvestre, J. L. (2003). Breaking date misspecification error for the level shift KPSS test. Economics Letters, 81(3), pp. 365 - 371.
Artís, M.; Carrion-i-Silvestre, J. L.; Costa, A.; Suriñach, J. (2002). Smoothing the Catalan tourism micro-data time series. Qüestiió, 26(1-2), pp. 197 - 211.
Carrion-i-Silvestre, J. L.; 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-i-Silvestre, J. L.; Sansó, A.; Artís, M. (2001). Unit root and stationarity tests' wedding. Economics Letters, 70(1), pp. 1 - 8.
Artís, M.; Carrion-i-Silvestre, 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.
Carrion-i-Silvestre, 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.