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Forecasting economic and financial variables with global VARs

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

This paper considers the problem of forecasting real and financial macroeconomic variables across a large number of countries in the global economy. To this end, a global vector autoregressive (GVAR) model previously estimated over the 1979:Q1–2003:Q4 period by Dees, de Mauro, Pesaran, and...

Persistent link: https://www.econbiz.de/10003781456

Bounds testing approaches to the analysis of level relationships

Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - In: Journal of applied econometrics 16 (2001) 3, pp. 289-326

Persistent link: https://www.econbiz.de/10001591901

Classical and Bayesian methods of testing for unit roots

Pesaran, M. Hashem (contributor) - In: Journal of applied econometrics 6 (1991) 4, pp. 333-473

Persistent link: https://www.econbiz.de/10001114637

Nonlinear dynamics and econometrics : special issue

Pesaran, M. Hashem (contributor) - In: Journal of applied econometrics 7 (1992), pp. 1-195

Persistent link: https://www.econbiz.de/10001135773

On the correspondence between individual and aggregate food consumption functions : evidence from the USA and The Netherlands

Anderson, Heather M.; Schmidt, Peter - In: Journal of applied econometrics 12 (1997) 5, pp. 477-498

Persistent link: https://www.econbiz.de/10001336657

Exponent of cross-sectional dependence : estimation and inference

Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem - In: Journal of applied econometrics 31 (2016) 6, pp. 929-960

Persistent link: https://www.econbiz.de/10011686163