WorldCat Identities

Carrión i Silvestre, Josep Lluís

Overview
Works: 40 works in 80 publications in 4 languages and 107 library holdings
Roles: Author
Classifications: HG930.5, 519.55
Publication Timeline
.
Most widely held works by Josep Lluís Carrión i Silvestre
Cointegration in panel data with breaks and cross-section dependence by Anindya Banerjee( Book )

3 editions published in 2006 in English and German and held by 17 WorldCat member libraries worldwide

Tendencias y cambios estructurales en la economía española o Hasta qué punto es débil la presencia de raíces unitarias by Josep Lluis Carrión i Silvestre( Book )

7 editions published in 1998 in Spanish and Undetermined and held by 12 WorldCat member libraries worldwide

Res. en inglés y catalán
Response surfaces for the dickey-fuller unit root test with structural breaks by Josep Lluís Carrion I Silvestre( Book )

6 editions published in 1998 in English and Undetermined and held by 12 WorldCat member libraries worldwide

El túnel del Cadí : una anàlisi cost-benefici by Josep Lluís Carrion i Silvestre( Book )

9 editions published between 1996 and 1997 in 3 languages and held by 10 WorldCat member libraries worldwide

Cointegration in panel data with breaks and cross-section dependence by Anindya Banerjee( )

2 editions published in 2006 in English and held by 4 WorldCat member libraries worldwide

The power of standard panel cointegration statistics may be affected by misspecification errors if proper account is not taken of the presence of structural breaks in the data. We propose modifications to allow for one structural break when testing the null hypothesis of no cointegration that retain good properties in terms of empirical size and power. Response surfaces to approximate the finite sample moments that are required to implement the statistics are provided. Since panel cointegration statistics rely on the assumption of cross-section independence, a generalisation of the tests to the common factor framework is carried out in order to allow for dependence among the units of the panel
Testing for hysteresis in unemployment in OECD countries : new evidence using stationarity panel tests with breaks by Mariam Camarero( Book )

4 editions published in 2004 in Spanish and English and held by 3 WorldCat member libraries worldwide

Cointegration in panel data with breaks and cross-section dependence by Anindya Banerjee( )

2 editions published between 2006 and 2011 in English and held by 3 WorldCat member libraries worldwide

Integració i estacionarietat de sèries temporals amb ruptures estructurals by Josep Lluís Carrión i Silvestre( Book )

3 editions published in 1999 in Catalan and held by 3 WorldCat member libraries worldwide

Pràctiques d'econometria III amb eviews by Josep Lluís Carrión-i-Silvestre( Book )

2 editions published in 2003 in Catalan and held by 2 WorldCat member libraries worldwide

Technical Efficiency of Organic Farming by Bouali Guesmi( )

1 edition published in 2013 in English and held by 2 WorldCat member libraries worldwide

Pràctiques d'econometria II amb eviews by Josep Lluís Carrión i Silvestre( Book )

2 editions published in 2004 in Catalan and held by 2 WorldCat member libraries worldwide

Understanding recent food price patterns a time-series approach by Fadi Mohamed Hisham Abdelradi Khalaf( Book )

2 editions published between 2014 and 2015 in English and held by 2 WorldCat member libraries worldwide

"The guiding theme of this thesis is the empirical analysis of recent food price behavior. It is composed of three applied studies that address the impacts of energy prices on both food price levels and volatility, as well as the impact of public information release on futures markets of major agricultural commodities. Non-structural time series econometric techniques are applied for such purpose. In the first chapter, the impact of the Spanish biodiesel industry on agricultural feedstock prices is investigated. Both price level and volatility interactions are evaluated. Three relevant prices are considered: the international crude oil price, the Spanish biodiesel blend price and the Spanish sunflower oil price. Weekly Prices are observed from November 2006 to October 2010, yielding a total of 205 observations. Blended biodiesel, sunflower and crude oil prices are found to be interrelated in the long-run. This parity is preserved by the biodiesel industry in order to be in equilibrium. The impact of biodiesel on sunflower oil price levels is found to be very modest, which is reasonable given the small size of the Spanish biodiesel industry. Volatility spillovers between sunflower and biodiesel markets are found to be significant. Evidence of asymmetries in price volatility patterns is also found, with price declines causing more price instability than price increases. Asymmetries can be triggered by the availability of alternative feedstocks in the market, as well as by the unwillingness of biodiesel producers to increase food prices when feedstocks become more expensive. In the second chapter, the impact of the EU biodiesel market on agricultural feedstock prices is analyzed. The study comprises the period between 06/11/2008 to 14/06/2012, and is based on 189 weekly prices. Cointegration analysis suggests that the three prices have a long-run equilibrium relationship that is preserved by the pure biodiesel price. Biodiesel prices are not found to have an effect on rapeseed oil prices. Volatility of pure biodiesel price is affected by its own past volatility and past pure biodiesel and rapeseed market shocks. Also, evidence is found of asymmetries in price volatility, with negative market shocks having a greater impact than positive ones. While pure biodiesel prices cannot affect rapeseed oil price-levels, they can bring instability to these prices. Inventory building and the euro-dollar exchange rate are found to be relevant risk management instruments that can be used to mitigate the biodiesel and rapeseed oil price volatilities. In the third chapter, the impact of public information in the form of USDA-NASS crop production reports on daily corn and soybeans futures prices is evaluated. The study period is between 1970 to 2004, with a total of 700 observations. Results show that USDA-NASS crop production reports significantly affect futures price levels. Report releases at the beginning and at the end of the harvest season are usually the ones exerting a stronger impact. Report releases are not however found to have an effect on price volatility, which suggests gradual price-level changes as a response to published information. Cross-market effects of news are also found to be significant."--TDX
Level shifts in a panel data based unit root test an application to the rate of unemployment by Josep Lluís Carrión i Silvestre( Book )

2 editions published in 2002 in English and held by 2 WorldCat member libraries worldwide

Crecimiento económico y convergencia regional en México by Vicente German-Soto( )

2 editions published in 2006 in Spanish and held by 2 WorldCat member libraries worldwide

El túnel del Cadí : una anàlisi cost-benefici by Josep Lluís Carrion i Silvestre( Book )

1 edition published in 1997 in Catalan and held by 2 WorldCat member libraries worldwide

Breaking the panels : an application to the GDP per capita by Josep Lluís Carrión-i-Silvestre( Book )

2 editions published in 2003 in English and held by 2 WorldCat member libraries worldwide

Crisis and financial contagion new evidences and new methodological approach by Óscar Villar Frexedas( Book )

2 editions published between 2015 and 2016 in English and held by 2 WorldCat member libraries worldwide

Essays on macroeconomic policies and redistribution by Karen Davtyan( Book )

2 editions published in 2016 in English and held by 2 WorldCat member libraries worldwide

"The general objective of the doctoral thesis is to evaluate the distributive effects of macroeconomic policies. In particular, the thesis assesses the distributional impact of fiscal policy, conventional and unconventional monetary policies. The distributive effect of fiscal policy is examined by analyzing the interrelations among economic growth, income inequality, and fiscal performance based on the evidence from the Anglo-Saxon countries. These interrelations are analyzed jointly in a system by examining also transmission channels among them. All the variables are regarded as endogenous within the framework of the structural vector autoregression methodology. This allows exploring dynamic interactions among the variables and feedback effects on each other through impulse response functions. In addition, the thesis provides new evidence on interrelations among economic growth, income inequality, and fiscal performance by employing the longest possible consistently measured data on income inequality on a country basis. The obtained results show that there are differences in the obtained results for the countries. Particularly, income inequality has negative effect on economic growth in the case of the UK while its effect is positive in the cases of the USA and Canada. The increase in inequality worsens fiscal performance for all the countries. Government spending reduces income inequality in the UK but it raises inequality in the USA and Canada. In addition, the results also indicate that tax revenues generally raise income inequality in all the considered countries. Thus, the measures of the fiscal policy channel are important tools to consider in the design of the policies to decrease inequality. The academic literature generally views fiscal policy as a measure to address growing income inequality, which is a widespread concern nowadays. Although the income distribution could also be affected by monetary policy, the distributive effects of monetary policy have not broadly been discussed in the literature. Taking this into account, the thesis contributes to the discussion in this research area by evaluating the effect of monetary policy on income inequality. The distributional effect of monetary policy is estimated in the case of the USA, where the dynamics in income inequality has mainly been driven by the variation in the upper end of distribution since early 1980's. Consequently, the thesis uses an inequality measure that represents the whole distribution of income. To identify a monetary policy shock, the thesis employs contemporaneous identification with ex-ante identified monetary policy shocks as well as log run identification. In particular, a cointegration relation has been determined among the considered variables and the vector error correction methodology has been applied for the identification of the monetary policy shock. The obtained results indicate that contractionary monetary policy decreases the overall income inequality in the country. These results could have important implications for the design of policies to reduce income inequality by giving more weight to monetary policy. In the wake of the global financial crisis, central banks have generally begun to implement unconventional monetary policy together with conventional policy measures. There are already numerous studies on the impact of unconventional monetary policy measures on financial market as well as on their macroeconomic effect. However, the distributive effect of unconventional monetary policy has not essentially been examined yet. The thesis fills this gap by evaluating the distributive impact of unconventional monetary policy in comparison with the distributional effect of conventional monetary policy. The distributional effects of conventional and unconventional monetary policies are evaluated for the USA. The distributive impact of conventional monetary policy is explored through contractionary policy shocks. At the same time, the distributional effect of unconventional monetary policy is studied via expansionary policy shocks. The obtained results indicate that conventional monetary policy reduces income inequality while unconventional monetary policy raises it. In particular, the distributive impact of conventional monetary policy is stronger. The results also show that the both conventional and unconventional monetary policies significantly affect the upper part of income distribution. While conventional monetary policy does not significantly affect the lower part of income distribution, unconventional monetary policy has still a significant impact on it. In addition, the implemented variance decomposition analysis assesses the relative importance of conventional and unconventional monetary policy shocks in the variation of Gini index of income inequality. The obtained results indicate that the unconventional monetary policy shock explains the higher share of the variation in Gini index than the conventional monetary policy shock."--TDX
Essays on non-stationary panel analysis by Laura Surdeanu( Book )

2 editions published in 2014 in English and held by 2 WorldCat member libraries worldwide

Testing for hysteresis in unemployment in OECD countries: new evidence using stationarity panel tests with breaks by Mariam Camarero( )

1 edition published in 2006 in English and held by 1 WorldCat member library worldwide

 
moreShow More Titles
fewerShow Fewer Titles
Audience Level
0
Audience Level
1
  Kids General Special  
Audience level: 0.91 (from 0.87 for Technical ... to 0.99 for Testing fo ...)

Associated Subjects
Alternative Names
Carrion-i-Silvestre J.L.

Carrión i Silvestre, Josep-Lluís

Carrion Silvestre, Josep Lluís

Josep Lluís Carrion i Silvestre economist (Universitat de Barcelona)

Josep Lluís Carrion i Silvestre econoom

Josep Lluís Carrion i Silvestre Wirtschaftswissenschaftler/in (Tätig an der Univ. de Barcelona, Spain ; AQR-IREA Research Group, Dept. d'Econometria)

Silvestre, Josep Lluís Carrion i

Languages
English (29)

Catalan (13)

Spanish (12)

German (1)