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Infinite dimensional VARs and factor models
Chudik, Alexander (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003596456
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Theory and practice of GVAR modeling
Pesaran, M. Hashem; Chudik, Alexander - 2014
Persistent link: https://www.econbiz.de/10010356261
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Alternative approaches to estimation and inference in large multifactor panles : small sample results with an application to modelling of asset returns
Kapetanios, George (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002808714
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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
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Forecasting economic and financial variables with global VARs
Pesaran, M. Hashem (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003671175
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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
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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
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Uncertainty and economic activity : a global perspective
Pesaran, M. Hashem; Cesa-Bianchi, Ambrogio; Rebucci, … - 2014
Persistent link: https://www.econbiz.de/10010356264
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Exploring the international linkages of the euro area : a global VAR anaylsis
Dées, Stéphane; Di Mauro, Filippo; Pesaran, M. Hashem; … - 2005
Persistent link: https://www.econbiz.de/10002808817
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Macroeconometric modelling with a global perspective
Pesaran, M. Hashem (contributor); Smith, Ron (contributor) - 2006
Persistent link: https://www.econbiz.de/10003328171