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person:"Pesaran, M. Hashem"
subject:"Estimation"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"International journal of forecasting"
~person:"Anagnostopoulos, Alexios"
~person:"Gundlach, Erich"
~subject:"VAR model"
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Pesaran, M. Hashem
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ECONIS (ZBW)
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1
Foreign direct investment as a determinant of cross-country stock market comovement
Anagnostopoulos, Alexios
;
Atesagaoglu, Orhan Erem
; …
-
2019
-
This draft: July 22, 2019
Persistent link: https://www.econbiz.de/10012703237
Saved in:
2
Identifying global and national output and fiscal policy shocks using a GVAR
Chudik, Alexander
;
Pesaran, M. Hashem
;
Mohaddes, Kamiar
-
2018
Persistent link: https://www.econbiz.de/10012672302
Saved in:
3
Covid-19 time-varying reproduction numbers worldwide : an empirical analysis of mandatory and voluntary social distancing
Chudik, Alexander
;
Pesaran, M. Hashem
;
Rebucci, Alessandro
-
2021
Persistent link: https://www.econbiz.de/10012498920
Saved in:
4
Cross-country stock market comovement : a macro perspective
Anagnostopoulos, Alexios
;
Atesagaoglu, Orhan Erem
; …
-
2021
Persistent link: https://www.econbiz.de/10012499737
Saved in:
5
Country-specific oil supply shocks and the global economy : a counterfactual analysis
Mohaddes, Kamiar
;
Pesaran, M. Hashem
-
2015
Persistent link: https://www.econbiz.de/10011285969
Saved in:
6
Theory and practice of GVAR modeling
Pesaran, M. Hashem
;
Chudik, Alexander
-
2014
Persistent link: https://www.econbiz.de/10010356261
Saved in:
7
Uncertainty and economic activity : a global perspective
Pesaran, M. Hashem
;
Cesa-Bianchi, Ambrogio
;
Rebucci, …
-
2014
Persistent link: https://www.econbiz.de/10010356264
Saved in:
8
Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, M. Hashem
-
2010
Persistent link: https://www.econbiz.de/10003981032
Saved in:
9
Forecasting economic and financial variables with global VARs
Pesaran, M. Hashem
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003671175
Saved in:
10
Identification of new Keynesian Phillips Curves from a global perspective
Dées, Stéphane
;
Pesaran, M. Hashem
;
Smith, L. Vanessa
; …
-
2008
Persistent link: https://www.econbiz.de/10003604405
Saved in:
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