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Aggregation in large dynamic panels

Pesaran, M. Hashem; Chudik, Alexander - In: Journal of econometrics 178 (2014) 1, pp. 273-285

Persistent link: https://www.econbiz.de/10010256161

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

Neglected heterogeneity and dynamics in cross-country savings regressions

Haque, Nadeem Ul; Pesaran, M. Hashem; Sharma, Sunil - In: Panel data econometrics : future directions : papers in …, (pp. 53-82). 2000

Persistent link: https://www.econbiz.de/10001487994

Structural analysis of vector error correction models with exogenous I (1) variables

Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - In: Journal of econometrics 97 (2000) 2, pp. 293-343

Persistent link: https://www.econbiz.de/10001496593

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

Chapter 14 Survey Expectations

Pesaran, M. Hashem; Weale, Martin - 2006

This paper focuses on survey expectations and discusses their uses for testing and modelling of expectations. Alternative models of expectations formation are reviewed and the importance of allowing for heterogeneity of expectations is emphasized. A weak form of the rational expectations...

Persistent link: https://www.econbiz.de/10014023692

Identification of New Keynesian Phillips curves from a global perspective

Dées, Stéphane; Pesaran, M. Hashem; Smith, L. Vanessa; … - In: Journal of money, credit and banking : JMCB 41 (2009) 7, pp. 1481-1502

Persistent link: https://www.econbiz.de/10003887194

Exploring the international linkages of the euro area : a global VAR analysis

Dées, Stéphane; Di Mauro, Filippo; Pesaran, M. Hashem; … - In: Journal of applied econometrics 22 (2007) 1, pp. 1-38

Persistent link: https://www.econbiz.de/10003448504

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

Impulse response analysis in nonlinear multivariate models

Koop, Gary; Pesaran, M. Hashem; Potter, Simon M. - In: Journal of econometrics 74 (1996) 1, pp. 119-147

Persistent link: https://www.econbiz.de/10001755367