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Pairwise tests of purchasing power parity

Pesaran, M. Hashem; Smith, Ron; Yamagata, Takashi; … - In: Econometric reviews 28 (2009) 6, pp. 495-521

Persistent link: https://www.econbiz.de/10003881179

Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash

Pesaran, Bahram; Pesaran, M. Hashem - In: Economic modelling 27 (2010) 6, pp. 1398-1416

Persistent link: https://www.econbiz.de/10008825760

Globalization and income inequality : a panel data econometric approach for the EU27 countries

Asteriou, Dimitrios; Dēmelē, Sophias P.; Moudatsou, Argiro - In: Economic modelling 36 (2014), pp. 592-599

Persistent link: https://www.econbiz.de/10010416347

Macroeconomics dynamics and credit risk : a global perspective

Pesaran, M. Hashem (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001766064

Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model

Dees, Stephane; Pesaran, M. Hashem; Smith, L. Vanessa; … - 2021

This paper estimates and solves a multi-country version of the standard DSGE New Keynesian (NK) model. The country-specific models include a Phillips curve determining inflation, an IS curve determining output, a Taylor Rule determining interest rates, and a real effective exchange rate...

Persistent link: https://www.econbiz.de/10013316169

Bankruptcy regime and the banking system

Stef, Nicolae; Dēmelē, Sophias P. - In: Economic modelling 87 (2020), pp. 480-495

Persistent link: https://www.econbiz.de/10012416797

International trade, foreign direct investments, and firms' systemic risk : evidence from the Netherlands

Van Cauwenberge, Annelies; Vancauteren, Mark; Braekers, Roel - In: Economic modelling 81 (2019), pp. 361-386

Persistent link: https://www.econbiz.de/10012202113

Measuring and explaining firm-level exchange rate exposure : the role of foreign market destinations and international trade

Van Cauwenberge, Annelies; Vancauteren, Mark; Braekers, Roel - In: Economic modelling 105 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10013367199