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Dr Tomás Del Barrio Castro

personal.uib.eu/tomas.barrio
Dr Tomás Del Barrio Castro
Full Professor
Applied Economics ( Director )

Dr Tomás Del Barrio Castro

personal.uib.eu/tomas.barrio

Curriculum

Brief CV

Born in Madrid (1968). Current position, Professor, Applied Economics Department UIB. Degree in Economics and Business Administration Universidad Autónoma de Madrid (1992). Ph.D in Economics Universidad de Barcelona (1998).

Previous positions: Lecturer (1995-2001), Senior Lecturer (2001-2007) at the Universidad de Barcelona and Senior Lecturer (2007-2016) at the UIB.

Teaching experience in under-graduate and graduate courses of Statistics and Econometrics in the University of Barcelona and Illes Balears.

Visiting research at the University of Manchester (UK 2003) and Banco de Portugal (Portugal) (Portugal 2013).

Econometric Theory Multa Scripsit Award 2014.

Fields of interest: Time Series Analysis, Seasonality and Applied Econometrics. Papers published at 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, among others.

Director of the Research group 'Anàlisi i Modelització Econòmica (GAME).

More information

Teaching

Subjects taught. Academic Year 2018-19

Subjects taught
Subject Degree/campus
22228 - Education Economics
20629 - Final Degree Project
20623 - Macroeconometrics
11645 - Time Series Analysis

Subjects taught. Academic Year 2019-20

Subjects taught
Subject Degree/campus
20623 - Macroeconometrics
11645 - Time Series Analysis

Teaching, 5 previous years

Subject Degree
11645 - Time Series Analysis
11648 - Finances and Econometrics with High-Frequency Data
  • Master's in Big Data Analysis in Economics and Business 2016-17, 2017-18
20623 - Macroeconometrics
  • Degree in Economics2014-15, 2015-16, 2016-17, 2017-18, 2018-19
  • Double Degree in Economics and Tourism 2017-18, 2018-19
20629 - Final Degree Project
  • Degree in Economics2017-18, 2018-19
21205 - Econometrics
  • Degree in Business Administration2014-15
22228 - Education Economics
  • Degree in Pedagogy 2018-19

Research

Research groups

Group Membership type
Economic analysis and modelling Main researcher

Recent Working Papers

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.

Selected publications

del Barrio Castro, Rodrigues & Taylor 2019. "Temporal Aggregation of Seasonally Near?Integrated Processes" Journal of Time Series Analysis, To appear.

 

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.

 

Recent Working Papers

Recent Working Papers

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.

Selected publications

Selected publications

del Barrio Castro, Rodrigues & Taylor 2019. "Temporal Aggregation of Seasonally Near?Integrated Processes" Journal of Time Series Analysis, To appear.

 

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.

 

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