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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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Cointegration and speed of convergence to equilibrium
Pesaran, M. Hashem; Shin, Yongcheol - 1993
Persistent link: https://www.econbiz.de/10000142724
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Structural analysis of vector error correction models with exogenous I(1) variables
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - 1997
Persistent link: https://www.econbiz.de/10000629002
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Structural analysis of vector error correction models with exogenous I (1) variables
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - In: Journal of econometrics 97 (2000) 2, pp. 293-343
Persistent link: https://www.econbiz.de/10001496593
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Pairwise tests of purchasing power parity using aggregate and disaggregate price measures
Pesaran, M. Hashem; Smith, Ron; Yamagata, Takashi; … - 2006
Persistent link: https://www.econbiz.de/10003363539
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Pairwise tests of purchasing power parity using aggregate and disaggregate price measures
Pesaran, M. Hashem; Smith, Ron; Yamagata, Takashi; … - 2006
Persistent link: https://www.econbiz.de/10003328162
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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