Narrow search
Showing 1 - 10 of 289
Cover Image
Revisiting the great ratios hypothesis
Chudik, Alexander; Pesaran, M. Hashem; Smith, Ron - 2022
models in economics as conditions for balanced growth, arbitrage or solvency, the empirical literature has tended to find … little evidence for them. We argue that this outcome could be due to episodic failure of cointegration, possible two …
Persistent link: https://www.econbiz.de/10013041372
Cover Image
Revisiting the great ratios hypothesis
Chudik, Alexander; Pesaran, M. Hashem; Smith, Ron - 2022
Persistent link: https://www.econbiz.de/10013263388
Cover Image
Identifying global and national output and fiscal policy shocks usging GVAR
Chudik, Alexander; Pesaran, M. Hashem; Mohaddes, Kamiar - 2019
Persistent link: https://www.econbiz.de/10012024425
Cover Image
Identifying global and national output and fiscal policy shocks using a GVAR
Chudik, Alexander; Pesaran, M. Hashem; Mohaddes, Kamiar - 2019
Persistent link: https://www.econbiz.de/10012223662
Cover Image
Identifying global and national output and fiscal policy shocks using a GVAR
Chudik, Alexander; Pesaran, M. Hashem; Mohaddes, Kamiar - 2019
the interactions between public debt and real output growth in a multicountry setting, and the results are compared to … about one third of the long-horizon forecast error variance of output growth, and about one fifth of the long run variance …
Persistent link: https://www.econbiz.de/10011956353
Cover Image
Identifying global and national output and fiscal policy shocks using a GVAR
Chudik, Alexander; Pesaran, M. Hashem; Mohaddes, Kamiar - 2018
Persistent link: https://www.econbiz.de/10012672302
Cover Image
A multi-country approach to forecasting output growth using PMIs
Chudik, Alexander; Grossman, Valerie; Pesaran, M. Hashem - In: Journal of econometrics 192 (2016) 2, pp. 349-365
Persistent link: https://www.econbiz.de/10011704721
Cover Image
A multi-country approach to forecasting output growth using PMIs
Chudik, Alexander; Grossman, Valerie; Pesaran, M. Hashem - 2014
Purchasing Managers Indices (PMIs) for forecasting global (48 countries) growth, and compare forecasts from AugGVAR models with a …
Persistent link: https://www.econbiz.de/10010438196
Cover Image
A pair-wise approach to testing for output and growth convergence
Pesaran, M. Hashem - 2004
might be spurious. However, significant evidence of growth convergence is found, a result which is reasonably robust to the … choice of the sample period and country groupings. Non-convergence of log per capita outputs combined with growth convergence …
Persistent link: https://www.econbiz.de/10002521477
Cover Image
Trimmed mean group estimation of average treatment effects in ultra short T panels under correlated heterogeneity
Pesaran, M. Hashem; Yang, Liying - 2023
Under correlated heterogeneity, the commonly used two-way fixed effects estimator is biased and can lead to misleading inference. This paper proposes a new trimmed mean group (TMG) estimator which is consistent at the irregular rate of n 1/3 even if the time dimension of the panel is as small as...
Persistent link: https://www.econbiz.de/10014393231