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Aggregation in large dynamic panels
Pesaran, M. Hashem; Chudik, Alexander - 2011
concludes with an empirical application to consumer price inflation in Germany, France and Italy, and re-examines the extent to … Carlo experiments, where we also study the estimation of the aggregate effects of micro and macro shocks. The paper …
Persistent link: https://www.econbiz.de/10008856398
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Aggregation in large dynamic panels
Pesaran, M. Hashem; Chudik, Alexander - 2011
concludes with an empirical application to consumer price inflation in Germany, France and Italy, and re-examines the extent to … Carlo experiments, where we also study the estimation of the aggregate effects of micro and macro shocks. The paper …
Persistent link: https://www.econbiz.de/10009010169
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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
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Analysis of exchange-rate target zones using a limited-dependent rational-expectations model with jumps
Pesaran, M. Hashem - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 1, pp. 50-66
Persistent link: https://www.econbiz.de/10001253388
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Aggregation in Large Dynamic Panels
Pesaran, M. Hashem - 2011
concludes with an empirical application to consumer price inflation in Germany, France and Italy, and re-examines the extent to … Carlo experiments, where we also study the estimation of the aggregate effects of micro and macro shocks. The paper …
Persistent link: https://www.econbiz.de/10013129942
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Aggregation in Large Dynamic Panels
Pesaran, M. Hashem - 2015
concludes with an empirical application to consumer price inflation in Germany, France and Italy, and re-examines the extent to … Carlo experiments, where we also study the estimation of the aggregate effects of micro and macro shocks. The paper …
Persistent link: https://www.econbiz.de/10013038262
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Aggregation in large dynamic panels
Pesaran, M. Hashem; Chudik, Alexander - 2011
concludes with an empirical application to consumer price inflation in Germany, France and Italy, and re-examines the extent to … Carlo experiments, where we also study the estimation of the aggregate effects of micro and macro shocks. The paper …
Persistent link: https://www.econbiz.de/10009130496
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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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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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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