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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

Forecasting economic and financial variables with global VARs

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

of world output. The forecasts are compared to typical benchmarks: univariate autoregressive and random walk models …

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

Macroeconomic dynamics and credit risk : a global perspective

Pesaran, M. Hashem; Schuermann, Til; Treutler, Björn-Jakob - In: Journal of money, credit and banking : JMCB 38 (2006) 5, pp. 1211-1261

Persistent link: https://www.econbiz.de/10003353293

Model averaging in risk management with an application to futures markets

Pesaran, M. Hashem; Schleicher, Christoph; Zaffaroni, Paolo - In: Journal of empirical finance 16 (2009) 2, pp. 280-305

Persistent link: https://www.econbiz.de/10003839329

Iranian economy in the twentieth century : a global perspective

Esfahani, Hadi Salehi; Pesaran, M. Hashem - 2008

Persistent link: https://www.econbiz.de/10003850875

Pairwise tests of purchasing power parity

Pesaran, M. Hashem; Smith, Ron; Yamagata, Takashi; … - In: Econometric reviews 28 (2009) 6, pp. 495-521

Persistent link: https://www.econbiz.de/10003881179

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

Global business cycles and credit risk

Pesaran, M. Hashem; Schuermann, Til; Treutler, Björn-Jakob - In: The risks of financial institutions : [...papers and …, (pp. 419-473). 2006

Persistent link: https://www.econbiz.de/10003445609

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

A pair-wise approach to testing for output and growth convergence

Pesaran, M. Hashem - In: Journal of econometrics 138 (2007) 1, pp. 312-355

Persistent link: https://www.econbiz.de/10003451763