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Cointegration and speed of convergence to equilibrium
Pesaran, M. Hashem - In: Journal of econometrics 71 (1996) 1, pp. 117-143
Persistent link: https://www.econbiz.de/10001194740
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Econometric analysis of structural systems with permanent and transitory shocks
Pagan, Adrian R.; Pesaran, M. Hashem - In: Journal of economic dynamics & control 32 (2008) 10, pp. 3376-3395
Persistent link: https://www.econbiz.de/10003775856
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Econometric analysis of structural systems with permanent and transitory shocks
Pagan, Adrian R. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003798174
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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
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/10009488413
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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
Persistent link: https://www.econbiz.de/10009382941
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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
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/10009312180
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On econometric analysis of structural systems with permanent and transitory shocks and exogenous variables
Pagan, Adrian R. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003495788
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On econometric analysis of structural systems with permanent and transitory shocks and exogenous variables
Pagan, Adrian R. (contributor);  … - 2007
structural models in the general case where the model might contain more than one permanent structural shock. It provides a …
Persistent link: https://www.econbiz.de/10003536155
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On econometric analysis of structural systems with permanent and transitory shocks and exogenous variables
Pagan, Adrian R. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003565717
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Monetary policy transmission and the Phillips curve in a global context
Smith, Ron (contributor); Pesaran, M. Hashem (contributor) - 2007
is inconsistent with the theory and raises econometric problems since inflation, for instance, is a very persistent … theory and uses the relevant economic information about steady states. …
Persistent link: https://www.econbiz.de/10003486571