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Dr. Tomás Del Barrio Castro

personal.uib.cat/tomas.barrio
Dr. Tomás Del Barrio Castro
Catedràtic d'universitat
Economia Aplicada ( Director )

Dr. Tomás Del Barrio Castro

personal.uib.cat/tomas.barrio

Currículum

Currículum breu

Nascut a Madrid (1968). Catedràtic d'Universitat del departament de Ecònoma de la UIB. Llicenciat en Ciències Econòmiques i Empresarials per la Universitat Autònoma de Madrid (1992). Doctor en Ecònoma per la Universitat de Barcelona (1998).

Anteriorment professor ajudant (1993-1995), professor titular d'escola universitària (1995-2001) professor titular d'Universitat (2001-2007) a l'Universitat de Barcelona y professor titular d'Universitat (2007-2016) a l'UIB

Experiència docent en estudis de llicenciatura, grau i post-grau a les universitats de Barcelona i Illes Balears.

Investigador visitant en la University of Manchester (UK 2003) i Banco de Portugal (Portugal) (Portugal 2013).

Econometric Theory Multa Scripsit Award 2014.

Recerca: Anàlisis (Economètric) de Series Temporals, Modelització de la Estacionalitat i Econometria Aplicada. Amb publicacions en Econometric Theory, The Econometric Journal, Econometric Reviews, Oxford Bulletin of Economics and Statistics, Journal of Time Series Analysis, Journal of Time Series Econometrics, Economics Letters, Statistics and Probability Letters, Communications in Statistics: Theory and Methods, entre altres.

Investigador principal des de 2007 de Projectes de Recerca Competitius Investigador principal del grup de recerca 'Anàlisi i Modelització Econòmica (GAME).

Docència

Horari de tutories

Hores de tutoria del professor
Data d'inici Data de fi Dia Hora d'inici Hora de fi Lloc
03/09/2018 30/06/2019 dilluns 10.00 12.00 DB226

Assignatures on imparteix docència. Any acadèmic 2017-18

Assignatures on el professor imparteix docència
Assignatura Pla/campus on la imparteix
11645 - Anàlisi de Sèries Temporals
11648 - Finances i Econometria amb Dades d'Alta Freqüència

Assignatures on imparteix docència. Any acadèmic 2018-19

Assignatures on el professor imparteix docència
Assignatura Pla/campus on la imparteix
20623 - Macroeconometria
20629 - Treball de Fi de Grau d'Economia
11645 - Anàlisi de Sèries Temporals

Docència d'anys anteriors

Assignatura Estudi on la va impartir
11645 - Anàlisi de Sèries Temporals
  • Màster Universitari d'Anàlisi de Dades Massives en Economia i Empresa 2016-17, 2017-18
11648 - Finances i Econometria amb Dades d'Alta Freqüència
  • Màster Universitari d'Anàlisi de Dades Massives en Economia i Empresa 2016-17, 2017-18
20623 - Macroeconometria
20629 - Treball de Fi de Grau d'Economia
21205 - Econometria
2625 - Econometria

Recerca

Grups de recerca

Grup Tipus de participació
Anàlisi i modelització econòmica Investigador principal

Publicaciones seleccionadas

del Barrio Castro, Rodrigues & Taylor 2018. "Semi-Parametric Seasonal Unit Root Tests," Econometric Theory, Cambridge University Press, vol. 34(02), pages 447-476, April.


del Barrio Castro & Hecq 2016. "Testing for deterministic seasonality in mixed-frequency VARs," Economics Letters, Elsevier, vol. 149(C), pages 20-24.


del Barrio Castro, Osborn & Taylor, 2016. "The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests," Econometric Reviews, Taylor & Francis Journals, vol. 35(1), pages 122-168, January.


del Barrio Castro, Rodrigues & Taylor, 2015. "On the Behaviour of Phillips?Perron Tests in the Presence of Persistent Cycles," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(4), pages 495-511, August.


del Barrio Castro, Camarero & Tamarit, 2015. "An analysis of the trade balance for OECD countries using periodic integration and cointegration," Empirical Economics, Springer, vol. 49(2), pages 389-402, September.


del Barrio Castro, Rodrigues & Taylor2013. "The Impact Of Persistent Cycles On Zero Frequency Unit Root Tests," Econometric Theory, Cambridge University Press, vol. 29(06), pages 1289-1313, December.


del Barrio Castro, Osborn & Taylor2012. "On Augmented Hegy Tests For Seasonal Unit Roots," Econometric Theory, Cambridge University Press, vol. 28(05), pages 1121-1143, October.


del Barrio Castro & Osborn, 2012. "Non?parametric testing for seasonally and periodically integrated processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 33(3), pages 424-437, May.


Nilsson & del Barrio Castro 2012. "Bootstrap confidence interval for a correlation curve," Statistics & Probability Letters, Elsevier, vol. 82(1), pages 1-6.


del Barrio Castro & Osborn 2011. "Nonparametric Tests for Periodic Integration," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-35, February.


del Barrio Castro & Osborn, 2011. "HEGY Tests in the Presence of Moving Averages," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(5), pages 691-704, October.


Smith, Taylor & del Barrio Castro 2009. "Regression-Based Seasonal Unit Root Tests," Econometric Theory, Cambridge University Press, vol. 25(02), pages 527-560, April.


del Barrio Castro & Osborn 2008. "Testing For Seasonal Unit Roots In Periodic Integrated Autoregressive Processes," Econometric Theory, Cambridge University Press, vol. 24(04), pages 1093-1129, August.


del Barrio Castro & Osborn 2008. "Cointegration For Periodically Integrated Processes," Econometric Theory, Cambridge University Press, vol. 24(01), pages 109-142, February.


del Barrio Castro, 2007. "Using the HEGY Procedure When Not All Roots Are Present," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(6), pages 910-922, November.


del Barrio Castro 2006. "On the performance of the DHF tests against nonstationary alternatives," Statistics & Probability Letters, Elsevier, vol. 76(3), pages 291-297, February.


Carrion-i-Silvestre, del Barrio-Castro & López-Bazo, 2005. "Breaking the panels: An application to the GDP per capita," Econometrics Journal, Royal Economic Society, vol. 8(2), pages 159-175, July.


del Barrio Castro & Denise R. Osborn, 2004. "The consequences of seasonal adjustment for periodic autoregressive processes," Econometrics Journal, Royal Economic Society, vol. 7(2), pages 307-321, December.


del Barrio Castro et alt 2002. "The effects of working with seasonally adjusted data when testing for unit root," Economics Letters, Elsevier, vol. 75(2), pages 249-256, April.

 

Working Papers recientes

Tomás del Barrio Castro, Paulo M.M. Rodrigues & A. M. Robert Taylor, 2018. "Temporal Aggregation of Seasonally Near-Integrated Processes," DEA Working Papers 86, Universitat de les Illes Balears, Departament d'Economía Aplicada.

Publicaciones seleccionadas

Publicaciones seleccionadas

del Barrio Castro, Rodrigues & Taylor 2018. "Semi-Parametric Seasonal Unit Root Tests," Econometric Theory, Cambridge University Press, vol. 34(02), pages 447-476, April.


del Barrio Castro & Hecq 2016. "Testing for deterministic seasonality in mixed-frequency VARs," Economics Letters, Elsevier, vol. 149(C), pages 20-24.


del Barrio Castro, Osborn & Taylor, 2016. "The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests," Econometric Reviews, Taylor & Francis Journals, vol. 35(1), pages 122-168, January.


del Barrio Castro, Rodrigues & Taylor, 2015. "On the Behaviour of Phillips?Perron Tests in the Presence of Persistent Cycles," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(4), pages 495-511, August.


del Barrio Castro, Camarero & Tamarit, 2015. "An analysis of the trade balance for OECD countries using periodic integration and cointegration," Empirical Economics, Springer, vol. 49(2), pages 389-402, September.


del Barrio Castro, Rodrigues & Taylor2013. "The Impact Of Persistent Cycles On Zero Frequency Unit Root Tests," Econometric Theory, Cambridge University Press, vol. 29(06), pages 1289-1313, December.


del Barrio Castro, Osborn & Taylor2012. "On Augmented Hegy Tests For Seasonal Unit Roots," Econometric Theory, Cambridge University Press, vol. 28(05), pages 1121-1143, October.


del Barrio Castro & Osborn, 2012. "Non?parametric testing for seasonally and periodically integrated processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 33(3), pages 424-437, May.


Nilsson & del Barrio Castro 2012. "Bootstrap confidence interval for a correlation curve," Statistics & Probability Letters, Elsevier, vol. 82(1), pages 1-6.


del Barrio Castro & Osborn 2011. "Nonparametric Tests for Periodic Integration," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-35, February.


del Barrio Castro & Osborn, 2011. "HEGY Tests in the Presence of Moving Averages," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(5), pages 691-704, October.


Smith, Taylor & del Barrio Castro 2009. "Regression-Based Seasonal Unit Root Tests," Econometric Theory, Cambridge University Press, vol. 25(02), pages 527-560, April.


del Barrio Castro & Osborn 2008. "Testing For Seasonal Unit Roots In Periodic Integrated Autoregressive Processes," Econometric Theory, Cambridge University Press, vol. 24(04), pages 1093-1129, August.


del Barrio Castro & Osborn 2008. "Cointegration For Periodically Integrated Processes," Econometric Theory, Cambridge University Press, vol. 24(01), pages 109-142, February.


del Barrio Castro, 2007. "Using the HEGY Procedure When Not All Roots Are Present," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(6), pages 910-922, November.


del Barrio Castro 2006. "On the performance of the DHF tests against nonstationary alternatives," Statistics & Probability Letters, Elsevier, vol. 76(3), pages 291-297, February.


Carrion-i-Silvestre, del Barrio-Castro & López-Bazo, 2005. "Breaking the panels: An application to the GDP per capita," Econometrics Journal, Royal Economic Society, vol. 8(2), pages 159-175, July.


del Barrio Castro & Denise R. Osborn, 2004. "The consequences of seasonal adjustment for periodic autoregressive processes," Econometrics Journal, Royal Economic Society, vol. 7(2), pages 307-321, December.


del Barrio Castro et alt 2002. "The effects of working with seasonally adjusted data when testing for unit root," Economics Letters, Elsevier, vol. 75(2), pages 249-256, April.

 

Working Papers recientes

Working Papers recientes

Tomás del Barrio Castro, Paulo M.M. Rodrigues & A. M. Robert Taylor, 2018. "Temporal Aggregation of Seasonally Near-Integrated Processes," DEA Working Papers 86, Universitat de les Illes Balears, Departament d'Economía Aplicada.
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