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Pesaran, M. Hashem
26
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Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit
Chudik, Alexander
;
Pesaran, M. Hashem
- In:
Econometric reviews
32
(
2013
)
5
,
pp. 592-649
Persistent link: https://www.econbiz.de/10010082463
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2
Infinite-dimensional VARs and factor models
Chudik, Alexander
;
Pesaran, M. Hashem
- In:
Journal of econometrics
163
(
2011
)
1
,
pp. 4-23
Persistent link: https://www.econbiz.de/10009017647
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3
Weak and strong cross‐section dependence and estimation of large panels
Chudik, Alexander
;
Pesaran, M. Hashem
;
Tosetti, Elisa
- In:
The econometrics journal
14
(
2011
)
1
,
pp. C45
Persistent link: https://www.econbiz.de/10008845128
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4
Thousands of models, one story: Current account imbalances in the global economy
Ca’ Zorzi, Michele
;
Chudik, Alexander
;
Dieppe, Alistair
- In:
Journal of international money and finance
31
(
2012
)
6
,
pp. 1319-1339
Persistent link: https://www.econbiz.de/10009981160
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5
And then current accounts (over)adjusted
Ca’ Zorzi, Michele
;
Chudik, Alexander
;
Dieppe, Alistair
- In:
Empirical economics : a journal of the Institute for …
43
(
2012
)
1
,
pp. 245-271
Persistent link: https://www.econbiz.de/10009993172
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6
A simple model of price dispersion
Chudik, Alexander
- In:
Economics letters
117
(
2012
)
1
,
pp. 344-348
Persistent link: https://www.econbiz.de/10010018250
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7
How have global shocks impacted the real effective exchange rates of individual euro area countries since the euro’s creation?
Bussiere, Matthieu
;
Chudik, Alexander
;
Mehl, Arnaud
- In:
The B.E. journal of macroeconomics
13
(
2013
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10010185589
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8
Identifying the global transmission of the 2007–2009 financial crisis in a GVAR model
Chudik, Alexander
;
Fratzscher, Marcel
- In:
European economic review : EER
55
(
2011
)
3
,
pp. 325-340
Persistent link: https://www.econbiz.de/10008877072
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9
Journal of applied econometrics distinguished authors
Pesaran, M. Hashem
- In:
Journal of applied econometrics
25
(
2010
)
1
,
pp. 195-196
Persistent link: https://www.econbiz.de/10008370013
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10
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. 1398-1417
Persistent link: https://www.econbiz.de/10008715692
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