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Comments on "Forecasting economic and financial variables with global VARs"

Swanson, Norman R. - In: International journal of forecasting 25 (2009) 4, pp. 697-702

Persistent link: https://www.econbiz.de/10003921327

Rejoinder to comments on forecasting economic and financial variables with global VARs

Pesaran, M. Hashem; Schuermann, Til; Smith, L. Vanessa - In: International journal of forecasting 25 (2009) 4, pp. 703-715

Persistent link: https://www.econbiz.de/10003921332

China's emergence in the world economy and business cycles in Latin America

Cesa-Bianchi, Ambrogio; Pesaran, M. Hashem; Rebucci, … - 2012

world have altered the transmission mechanism of international business cycles to Latin America. Evidence based on a Global … world shows that the long-term impact of a China GDP shock on the typical Latin American economy has increased by three … associated with a deceleration in China's economic growth in the future for both Latin America and the rest of the world economy …

Persistent link: https://www.econbiz.de/10009627525

Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash

Pesaran, Bahram; Pesaran, M. Hashem - In: Economic modelling 27 (2010) 6, pp. 1398-1416

Persistent link: https://www.econbiz.de/10008825760

China's emergence in the world economy and business cycles in Latin America

Cesa-Bianchi, Ambrogio; Pesaran, M. Hashem; Rebucci, … - 2011

Persistent link: https://www.econbiz.de/10009311486

China's emergence in the world economy and business cycles in Latin America

Cesa-Bianchi, Ambrogio; Pesaran, M. Hashem; Rebucci, … - 2011

Persistent link: https://www.econbiz.de/10009266764

Theory and practice of GVAR modeling

Pesaran, M. Hashem; Chudik, Alexander - 2014

Persistent link: https://www.econbiz.de/10010356261

Uncertainty and economic activity : a global perspective

Pesaran, M. Hashem; Cesa-Bianchi, Ambrogio; Rebucci, … - 2014

Persistent link: https://www.econbiz.de/10010356264

Supply, demand and monetary policy shocks in a multi-country New Keynesian Model

Dées, Stéphane; Pesaran, M. Hashem; Smith, L. Vanessa - 2010

This paper estimates and solves a multi-country version of the standard DSGE New Keynesian (NK) model. The country-specific models include a Phillips curve determining inflation, an IS curve determining output, a Taylor Rule determining interest rates, and a real effective exchange rate...

Persistent link: https://www.econbiz.de/10008657123

Macroeconomics dynamics and credit risk : a global perspective

Pesaran, M. Hashem (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001766064