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Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults
Pesaran, M. Hashem - 2011
financial institutions in the transmission of credit and technology shocks to the real economy. A positive credit shock, defined … between loan and deposit rates. The effects of the credit shock tend to be highly persistent even without price rigidities and …
Persistent link: https://www.econbiz.de/10013119292
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Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults
Pesaran, M. Hashem - 2011
financial institutions in the transmission of credit and technology shocks to the real economy. A positive credit shock, defined … between loan and deposit rates. The effects of the credit shock tend to be highly persistent even without price rigidities and …
Persistent link: https://www.econbiz.de/10013119521
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A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model
Chudik, Alexander; Mohaddes, Kamiar; Pesaran, M. Hashem; … - In: Journal of international money and finance 119 (2021), pp. 1-26
Persistent link: https://www.econbiz.de/10013285015
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A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model
Chudik, Alexander; Mohaddes, Kamiar; Pesaran, M. Hashem; … - 2020
factors from trade-related spillovers, and identify the Covid-19 shock using GDP growth forecast revisions of the IMF in 2020Q …
Persistent link: https://www.econbiz.de/10012293790
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A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model
Chudik, Alexander; Mohaddes, Kamiar; Pesaran, M. Hashem; … - 2020
Persistent link: https://www.econbiz.de/10012298775
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A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model
Chudik, Alexander; Mohaddes, Kamiar; Pesaran, M. Hashem; … - 2020
Persistent link: https://www.econbiz.de/10012533916
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Climate Change and Economic Activity : Evidence from U.S. States
Mohaddes, Kamiar; C. Ng, Ryan N.; Pesaran, M. Hashem; … - 2022
We investigate the long-term macroeconomic effects of climate change across 48 U.S. states over the period 1963.2016 using a novel econometric strategy which links deviations of temperature and precipitation (weather) from their long-term moving-average historical norms (climate) to various...
Persistent link: https://www.econbiz.de/10013306954
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Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009
direct forecasts when estimation error is a first-order concern, i.e. in small samples and for long forecast horizons …
Persistent link: https://www.econbiz.de/10003807908
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Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009
Persistent link: https://www.econbiz.de/10003851191
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Variable selection, estimation and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2010
Persistent link: https://www.econbiz.de/10003978514