Narrow search
Showing 91 - 100 of 215
Cover Image
Counterfactual analysis in macroeconometrics : an empirical investigation into the effects of quantitative easing
Pesaran, M. Hashem; Smith, Ron - 2012
This paper is concerned with ex ante and ex post counterfactual analyses in the case of macroeconometric applications where a single unit is observed before and after a given policy intervention. It distinguishes between cases where the policy change affects the model's parameters and where it...
Persistent link: https://www.econbiz.de/10009571104
Cover Image
An empirical growth model for major oil exporters
Esfahani, Hadi Salehi; Mohaddes, Kamiar; Pesaran, M. Hashem - 2012
Persistent link: https://www.econbiz.de/10009580099
Cover Image
Counterfactual analysis in macroeconometrics : an empirical investigation into the effects of quantitative easing
Pesaran, M. Hashem; Smith, Ron - 2012
This paper is concerned with ex ante and ex post counterfactual analyses in the case of macroeconometric applications where a single unit is observed before and after a given policy intervention. It distinguishes between cases where the policy change affects the model's parameters and where it...
Persistent link: https://www.econbiz.de/10009548055
Cover Image
Forecast combination across estimation windows
Pesaran, M. Hashem; Pick, Andreas - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 2, pp. 307-318
Persistent link: https://www.econbiz.de/10009159984
Cover Image
Aggregation in large dynamic panels
Pesaran, M. Hashem; Chudik, Alexander - 2011
Carlo experiments, where we also study the estimation of the aggregate effects of micro and macro shocks. The paper …
Persistent link: https://www.econbiz.de/10008856398
Cover Image
Aggregation in large dynamic panels
Pesaran, M. Hashem; Chudik, Alexander - 2011
Carlo experiments, where we also study the estimation of the aggregate effects of micro and macro shocks. The paper …
Persistent link: https://www.econbiz.de/10009010169
Cover Image
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
Cover Image
Lumpy price adjustments : a microeconometric analysis
Dhyne, Emmanuel; Fuss, Catherine; Pesaran, M. Hashem; … - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 4, pp. 529-540
Persistent link: https://www.econbiz.de/10009355615
Cover Image
A multiple testing approach to the regularisation of large sample correlation matrices
Bailey, Natalia; Pesaran, M. Hashem; Smith, L. Vanessa - 2014
This paper proposes a novel regularisation method for the estimation of large covariance matrices, which makes use of …
Persistent link: https://www.econbiz.de/10010361374
Cover Image
Counterfactual analysis in macroeconometrics : an empirical investigation into the effects of quantitative easing
Pesaran, M. Hashem; Smith, Ron - 2014
Persistent link: https://www.econbiz.de/10010408456