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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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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
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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
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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
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Supply, demand and monetary policy shocks in a multi-country New Keynesian model
Dées, Stéphane; Pesaran, M. Hashem; Smith, L. Vanessa; … - 2010
. We discuss estimation of impulse response functions and variance decompositions in such large systems, and present …
Persistent link: https://www.econbiz.de/10003974674
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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
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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/10003604405