Narrow search
Showing 1 - 10 of 97
Cover Image
Bounds Testing Approaches to the Analysis of Long-run Relationships
Pesaran, M. Hashem; Shin, Y.; Smith, R.J. - Faculty of Economics, University of Cambridge - 1999
This paper This paper develops a new approach to the problem of testing the existence of a long-run level relationship between a dependent variable and a set of regressors, when it is not known with certainty whether the underlying regressors are trend- or first-difference stationary. The...
Persistent link: https://www.econbiz.de/10005489331
Cover Image
Unit Roots and Cointegration in Panels
Breitung, Jörg - 2016
This paper provides a review of the literature on unit roots and cointegration …
Persistent link: https://www.econbiz.de/10012991206
Cover Image
Unit Roots and Cointegration in Panels
Breitung, Jörg; Pesaran, M. Hashem - 2021
This paper provides a review of the literature on unit roots and cointegration in panels where the time dimension (T … degrees, the dependence that might prevail across the different units in the panel. In the analysis of cointegration, the … hypothesis testing and estimation problems are further complicated by the possibility of cross section cointegration which could …
Persistent link: https://www.econbiz.de/10013318328
Cover Image
An Empirical Growth Model for Major Oil Exporters
Esfahani, Hadi Salehi; Mohaddes, Kamiar; Pesaran, M. Hashem - Institute for the Study of Labor (IZA) - 2012
This paper develops a long-run growth model for a major oil exporting economy and derives conditions under which oil revenues are likely to have a lasting impact. This approach contrasts with the standard literature on the "Dutch disease" and the "resource curse", which primarily focuses on...
Persistent link: https://www.econbiz.de/10010550529
Cover Image
Oil exports and the Iranian economy
Esfahani, Hadi Salehi; Mohaddes, Kamiar; Pesaran, M. Hashem - In: The Quarterly Review of Economics and Finance 53 (2013) 3, pp. 221-237
This paper presents an error-correcting macroeconometric model for the Iranian economy estimated using a new quarterly data set over the period 1979Q1–2006Q4. It builds on a recent paper by the authors, Esfahani, Mohaddes, and Pesaran (in press), which develops a theoretical long-run growth...
Persistent link: https://www.econbiz.de/10010933275
Cover Image
An Empirical Growth Model for Major Oil Exporters
Esfahani, Hadi Salehi; Mohaddes, Kamiar; Pesaran, M. Hashem - CESifo - 2012
This paper develops a long-run growth model for a major oil exporting economy and derives conditions under which oil revenues are likely to have a lasting impact. This approach contrasts with the standard literature on the "Dutch disease" and the "resource curse", which primarily focuses on...
Persistent link: https://www.econbiz.de/10010540249
Cover Image
An empirical growth model for major oil exporters
Esfahani, Hadi Salehi; Mohaddes, Kamiar; Pesaran, M. Hashem - 2012
This paper develops a long-run growth model for a major oil exporting economy and derives conditions under which oil revenues are likely to have a lasting impact. This approach contrasts with the standard literature on the 'Dutch disease' and the 'resource curse', which primarily focuses on...
Persistent link: https://www.econbiz.de/10010281789
Cover Image
An empirical growth model for major oil exporters
Esfahani, Hadi Salehi; Mohaddes, Kamiar; Pesaran, M. Hashem - 2012
This paper develops a long-run growth model for a major oil exporting economy and derives conditions under which oil revenues are likely to have a lasting impact. This approach contrasts with the standard literature on the Dutch disease and the resource curse, which primarily focuses on...
Persistent link: https://www.econbiz.de/10010282525
Cover Image
Identifying the Effects of Sanctions on the Iranian Economy Using Newspaper Coverage
Laudati, Dario; Pesaran, M. Hashem - 2021
This paper considers how sanctions affected the Iranian economy using a novel measure of sanctions intensity based on daily newspaper coverage. It finds sanctions to have significant effects on exchange rates, inflation, and output growth, with the Iranian rial over-reacting to sanctions,...
Persistent link: https://www.econbiz.de/10012657923
Cover Image
Oil Exports and the Iranian Economy
Esfahani, Hadi Salehi; Mohaddes, Kamiar; Pesaran, M. Hashem - CESifo - 2009
This paper develops a long run growth model for a major oil exporting economy and derives conditions under which oil revenues are likely to have a lasting impact. This approach contrasts with the standard literature on the "Dutch disease" and the "resource curse", which primarily focus on short...
Persistent link: https://www.econbiz.de/10008583685