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Growth and convergence : a multi-country empirical analysis of the Solow growth model
Lee, Kevin C.; Pesaran, M. Hashem; Smith, Ron - 1995
Persistent link: https://www.econbiz.de/10000552170
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Structural analysis of vector error correction models with exogenous I(1) variables
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - 1997
Persistent link: https://www.econbiz.de/10000629002
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The statistical and economic significance of the predictability of excess returns of common stocks
Pesaran, M. Hashem; Timmermann, Alan G. - 1990
Persistent link: https://www.econbiz.de/10000130935
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Forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1992
Persistent link: https://www.econbiz.de/10000137149
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The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000147745
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Cross-sectional aggregation of non-linear models
VanGarderen, Kees Jan; Lee, Kevin C.; Pesaran, M. Hashem - 1998
Persistent link: https://www.econbiz.de/10000671944
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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/10003641659
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Infinite dimensional VARs and factor models
Chudik, Alexander (contributor);  … - 2007
that this will lead to a dynamic factor model with the dominant unit acting as the factor. The problems of estimation and …
Persistent link: https://www.econbiz.de/10003646695
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Identification of New Keynesian Phillips Curves from a global perspective
Dées, Stephane; Pesaran, M. Hashem; Smith, L. Vanessa; … - 2008
New Keynesian Phillips Curves (NKPC) have been extensively used in the analysis of monetary policy, but yet there are a number of issues of concern about how they are estimated and then related to the underlying macroeconomic theory. The first is whether such equations are identified. To check...
Persistent link: https://www.econbiz.de/10003652695
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Identification of new Keynesian Phillips Curves from a global perspective
Dées, Stéphane; Pesaran, M. Hashem; Smith, L. Vanessa; … - 2008
New Keynesian Phillips Curves (NKPC) have been extensively used in the analysis of monetary policy, but yet there are a number of issues of concern about how they are estimated and then related to the underlying macroeconomic theory. The first is whether such equations are identified. To check...
Persistent link: https://www.econbiz.de/10003778781