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Global equity styles and industry effects : portfolio construction via dummy variables

Kuo, George W.; Satchell, Stephen - 1998

Persistent link: https://www.econbiz.de/10000668567

Macroeconomic dynamics and credit risk : a global perspective

Pesaran, M. Hashem; Schuermann, Til; Treutler, Björn-Jakob - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001754527

Modeling regional interdependencies using a global error-correcting macroeconometric model

Pesaran, M. Hashem (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001656767

Global business cycles and credit risk

Pesaran, M. Hashem (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002962300

Forecasting economic and financial variables with global VARs

Pesaran, M. Hashem (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003729150

Forecasting economic and financial variables with global VARs

Pesaran, M. Hashem; Schuermann, Til; Smith, L. Vanessa - 2009

Persistent link: https://www.econbiz.de/10003967398

COVID-19 Time-varying Reproduction Numbers Worldwide : An Empirical Analysis of Mandatory and Voluntary Social Distancing

Chudik, Alexander; Pesaran, M. Hashem; Rebucci, Alessandro - National Bureau of Economic Research - 2021

This paper estimates time-varying COVID-19 reproduction numbers worldwide solely based on the number of reported infected cases, allowing for under-reporting. Estimation is based on a moment condition that can be derived from an agent-based stochastic network model of COVID-19 transmission. The...

Persistent link: https://www.econbiz.de/10012510508

An analysis of the determination of Deutsche Mark-French Franc exchange rate in a discrete-time target-zone model

Pesaran, M. Hashem; Samiei, Hossein - 1991

Persistent link: https://www.econbiz.de/10000130949

Persistence of shocks and their sources in a multisectoral model of UK output-growth

Lee, Kevin C.; Pesaran, M. Hashem; Pierse, Richard G. - 1991

Persistent link: https://www.econbiz.de/10000130950

Equilibrium asset pricing models and predictability of excess returns : theory and evidence

Pesaran, M. Hashem; Potter, Simon M. - 1991

Persistent link: https://www.econbiz.de/10000137136