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Forecasting economic and financial variables with global VARs

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

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

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

Global business cycles and credit risk

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

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

Modeling regional interdependencies using a global error-correcting macroeconometric model

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

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

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

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

Are oil prices efficient?

Arshad, Shaista; Rizvi, Syed Aun Raza; Haroon, Omair; … - In: Economic modelling 96 (2021), pp. 362-370

Persistent link: https://www.econbiz.de/10012745431

Economic growth, corruption, and financial development : global evidence

Song, Chang-Qing; Chang, Chun Ping; Gong, Qiang - In: Economic modelling 94 (2021), pp. 822-830

Persistent link: https://www.econbiz.de/10012695353