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~person:"Aizenman, Joshua"
~person:"Pesaran, Mohammad Hashem"
~person:"Whalley, John"
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Aizenman, Joshua
Pesaran, Mohammad Hashem
Whalley, John
Caporale, Guglielmo Maria
21
Dreher, Axel
20
Woessmann, Ludger
16
Voigt, Stefan
12
Wohlrabe, Klaus
9
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8
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Cheung, Yin-Wong
7
Farzanegan, Mohammad Reza
7
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7
Garretsen, Harry
7
Larch, Mario
7
Rault, Christophe
7
Syropoulos, Constantinos
7
Felbermayr, Gabriel J.
6
Ricciuti, Roberto
6
Sturm, Jan-Egbert
6
Bosetti, Valentina
5
Brakman, Steven
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Carraro, Carlo
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Gassebner, Martin
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Gil-Alana, Luis A.
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Kilian, Lutz
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29
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27
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1
BRICSAM and the non-WTO
Antkiewicz, Agata
;
Whalley, John
-
2005
economies (Brazil, Russia, China, India, South Africa,
ASEAN
, Mexico) who (with the exception of Mexico) are also outside of the …
Persistent link: https://www.econbiz.de/10010261298
Saved in:
2
Visas and work permits : possible global negotiating initiatives
Ng, Chi-Yung
;
Whalley, John
-
2005
by national governments around the
world
. We first describe and document some of their effects, noting the relative lack …
Persistent link: https://www.econbiz.de/10010261381
Saved in:
3
Bringing the Copenhagen global climate change negotiations to conclusion
Whalley, John
;
Walsh, Sean
-
2008
In this paper we discuss the global negotiations now underway and aimed at achieving new climate change mitigation and other arrangements after 2012 (the end of the Kyoto commitment period). These were initiated in Bali in December 2007 and are scheduled to conclude by the end of 2009 in...
Persistent link: https://www.econbiz.de/10010264483
Saved in:
4
A pair-wise approach to testing for output and growth convergence
Pesaran, Mohammad Hashem
-
2004
to output series in the Penn
World
Tables over 1950-2000, as well as to Maddion's historical series over 1870 …
Persistent link: https://www.econbiz.de/10010276156
Saved in:
5
Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George
;
Pesaran, Mohammad Hashem
-
2005
This paper considers alternative approaches to the analysis of large panel data models in the presence of error cross section dependence. A popular method for modelling such dependence uses a factor error structure. Such models raise new problems for estimation and inference. This paper compares...
Persistent link: https://www.econbiz.de/10010276160
Saved in:
6
Exploring the international linkages of the euro area : a global VAR analysis
Dees, Stephane
;
di Mauro, Filippo
;
Pesaran, Mohammad Hashem
-
2005
This paper presents a global model linking individual country vector error-correcting models in which the domestic variables are related to the country-specific variables as an approximate solution to a global common factor model. This global VAR is estimated for 26 countries, the euro area...
Persistent link: https://www.econbiz.de/10010276161
Saved in:
7
Global business cycles and credit risk
Pesaran, Mohammad Hashem
;
Schuermann, Til
;
Treutler, …
-
2005
risk factors. Using a global vector autoregressive macroeconometric model accounting for about 80% of
world
output, we …
Persistent link: https://www.econbiz.de/10010276170
Saved in:
8
Infinite dimensional VARs and factor models
Chudik, Alexander
;
Pesaran, Mohammad Hashem
-
2007
This paper introduces a novel approach for dealing with the 'curse of dimensionality' in the case of large linear dynamic systems. Restrictions on the coefficients of an unrestricted VAR are proposed that are binding only in a limit as the number of endogenous variables tends to infinity. It is...
Persistent link: https://www.econbiz.de/10010276215
Saved in:
9
Identification of new Keynesian Phillips Curves from a global perspective
Dees, Stephane
;
Pesaran, Mohammad Hashem
;
Smith, L. Vanessa
-
2008
is estimated by
GMM
, relying on statistical criteria to choose instruments. This may result in failure of identification …
Persistent link: https://www.econbiz.de/10010276218
Saved in:
10
Model Averaging in Risk Management with an Application to Futures Markets
Pesaran, Mohammad Hashem
;
Schleicher, Christoph
; …
-
2008
This paper considers the problem of model uncertainty in the case of multi-asset volatility models and discusses the use of model averaging techniques as a way of dealing with the risk of inadvertently using false models in portfolio management. Evaluation of volatility models is then considered...
Persistent link: https://www.econbiz.de/10010276219
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