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Predictability of asset returns and the efficient market hypothesis
Pesaran, M. Hashem - 2010
This paper is concerned with empirical and theoretical basis of the Efficient Market Hypothesis (EMH). The paper begins with an overview of the statistical properties of asset returns at different frequencies (daily, weekly and monthly), and considers the evidence on return predictability, risk...
Persistent link: https://www.econbiz.de/10003985756
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R&D networks : theory, empirics and policy implications
König, Michael D.; Liu, Xiaodong; Zenou, Yves - 2014
Persistent link: https://www.econbiz.de/10010367931
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Infinite dimensional VARs and factor models
Chudik, Alexander (contributor);  … - 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/10003646695
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Network effects on workers productivity
Lindquist, Matthew J.; Sauermann, Jan; Zenou, Yves - 2015
Persistent link: https://www.econbiz.de/10011406125
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A pair-wise approach to testing for output and growth convergence
Pesaran, M. Hashem (contributor) - 2004 - [Elektronische Ressource]
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/10002422931
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The geography of conflicts and free trade agreements
Martin, Philippe J.; Mayer, Thierry; Thoening, Mathias - 2010
Persistent link: https://www.econbiz.de/10003958045
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Time to ship during financial crises
Berman, Nicolas; Sousa, José de; Martin, Philippe J.; … - 2012
Persistent link: https://www.econbiz.de/10009621833
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China's emergence in the world economy and business cycles in Latin America
Cesa-Bianchi, Ambrogio; Pesaran, M. Hashem; Rebucci, … - 2011
world have altered the transmission mechanism of international business cycles to Latin America. Evidence based on a Global … world shows that the long-term impact of a China GDP shock on the typical Latin American economy has increased by three … associated with a deceleration in China's economic growth in the future for both Latin America and the rest of the world economy …
Persistent link: https://www.econbiz.de/10009311486
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Social security and retirement decision : a positive and normative approach
Cremer, Helmuth; Lozachmeur, Jean-Marie; Pestieau, Pierre - 2006
Persistent link: https://www.econbiz.de/10003311137
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Identification of New Keynesian Phillips Curves from a global perspective
Dées, Stephane; Pesaran, M. Hashem; Smith, L. Vanessa; … - 2008
number of issues of concern about how they are estimated and then related to the underlying macroeconomic theory. The first …
Persistent link: https://www.econbiz.de/10003652695