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Causal effects of the Fed's large-scale asset purchases on firms' capital structure
Nocera, Andrea; Pesaran, M. Hashem - 2022
This paper investigates the short- and long-term impacts of the Federal Reserve's large-scale asset purchases (LSAPs) on the capital structure of U.S. non-financial firms. To isolate the effects of LSAPs from the impact of concurrent macroeconomic conditions, we exploit cross-industry variations...
Persistent link: https://www.econbiz.de/10013176956
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Consistency of short-term and long-term expectations
Pesaran, M. Hashem - 1989
Persistent link: https://www.econbiz.de/10000127643
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Expectations in economics
Pesaran, M. Hashem - 1990 - rev
Persistent link: https://www.econbiz.de/10000130931
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Expectations in economics
Pesaran, M. Hashem - In: Companion to contemporary economic thought, (pp. 161-183). 1991
Persistent link: https://www.econbiz.de/10001278917
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Consistency of short-term and long-term expectations
Pesaran, M. Hashem - In: Journal of international money and finance 8 (1989) 4, pp. 511-516
Persistent link: https://www.econbiz.de/10001074875
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Expectations formations and macroeconometric modelling
Pesaran, M. Hashem - 1985
Persistent link: https://www.econbiz.de/10001558798
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Predictability of asset returns and the efficient market hypothesis
Pesaran, M. Hashem - 2010
expectations ; forecast averaging ; equity ; premium puzzle …
Persistent link: https://www.econbiz.de/10003983206
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Predictability of asset returns and the efficient market hypothesis
Pesaran, M. Hashem - 2010
expectations ; forecast averaging ; equity premium puzzle …
Persistent link: https://www.econbiz.de/10003985756
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Chapter 14 Survey Expectations
Pesaran, M. Hashem; Weale, Martin - 2006
This paper focuses on survey expectations and discusses their uses for testing and modelling of expectations …. Alternative models of expectations formation are reviewed and the importance of allowing for heterogeneity of expectations is … emphasized. A weak form of the rational expectations hypothesis which focuses on average expectations rather than individual …
Persistent link: https://www.econbiz.de/10014023692
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Business cycle effects of credit and technology shocks in a DSGE model with firm defaults
Pesaran, M. Hashem; Xu, TengTeng - 2011
This paper proposes a theoretical framework to analyze the impacts of credit and technology shocks on business cycle dynamics, where firms rely on banks and households for capital financing. Firms are identical ex ante but differ ex post due to different realizations of firm specific technology...
Persistent link: https://www.econbiz.de/10009488413