The ET Interview : Professor Hashem Pesaran

Since graduating with a PhD in Economics from Cambridge, Hashem Pesaran has been a prominent contributor to the theoretical econometrics literature, undertaking work on testing of non-nested models, cointegration, forecasting in the presence of model instability, forecasting of multinomial data, and estimation and testing of time-series and panel data models. His work also covers several areas of applied econometrics, including studies of oil prices, prices in financial markets, rational expectations and economic surveys, analysis of panel data models with cross sectional dependence, and spillover effects and interdependencies across international economies. Hashem is the founding editor of the Journal of Applied Econometrics and has served on the editorial boards of numerous journals in economics and econometrics. He is a Fellow of the British Academy, the Econometric Society, and the Journal of Econometrics. Previously, he was head of the Economic Research Department of the Central Bank of Iran and Under-Secretary of the Ministry of Education, Iran. He has held positions as a Professor of Economics at Cambridge University and at UCLA. He is currently an emeritus Professor of Economics at Cambridge University, a life time Fellow of Trinity College, Cambridge, and holds the John Elliott Distinguished Chair in Economics at the University of Southern California