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Chapter 5 Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR

Chudik, Alexander; Pesaran, M. Hashem; Mohaddes, Kamiar - 2020

This chapter contributes to the growing global VAR (GVAR) literature by showing how global and national shocks can be identified within a GVAR framework. The usefulness of the proposed approach is illustrated in an application to the analysis of the interactions between public debt and real...

Persistent link: https://www.econbiz.de/10015088873

Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods

Hsiao, Cheng; Hashem Pesaran, M.; Kamil Tahmiscioglu, A. - In: Journal of Econometrics 109 (2002) 1, pp. 107-150

Persistent link: https://www.econbiz.de/10005238962

A simulation approach to the problem of computing Cox's statistic for testing nonnested models

Hashem Pesaran, M.; Pesaran, Bahram - In: Journal of Econometrics 57 (1993) 1-3, pp. 377-392

Persistent link: https://www.econbiz.de/10005239040

Aggregation of linear dynamic models: an application to life-cycle consumption models under habit formation

Hashem Pesaran, M. - In: Economic Modelling 20 (2003) 2, pp. 383-415

Persistent link: https://www.econbiz.de/10005205701

Limited-dependent rational expectations models with stochastic thresholds

Hashem Pesaran, M.; Ruge-Murcia, Francisco J. - In: Economics Letters 51 (1996) 3, pp. 267-276

Persistent link: https://www.econbiz.de/10005257615

The limits to rational expectations

Pesaran, Mohammad Hashem - 1988

Persistent link: https://www.econbiz.de/10004056004

Nonlinear Dynamics, Chaos and Econometrics

Hashem Pesaran, M.; Potter, Simon M.; Kloek, T. - In: De economist : Netherlands economic review ; quarterly … 143 (1995) 1, pp. 91-92

Persistent link: https://www.econbiz.de/10006635339

A floor and ceiling model of US output

Hashem Pesaran, M.; Potter, Simon M. - In: Journal of economic dynamics & control 21 (1997) 4-5, pp. 661-696

Persistent link: https://www.econbiz.de/10006792644

Estimation of long-run relationships from dynamic heterogeneous panels

Hashem Pesaran, M.; Smith, Ron - In: Journal of econometrics 68 (1995) 1, pp. 79-114

Persistent link: https://www.econbiz.de/10006797952

The spatial and temporal diffusion of house prices in the UK

Holly, Sean; Hashem Pesaran, M.; Yamagata, Takashi - In: Journal of urban economics 69 (2011) 1, pp. 2-24

Persistent link: https://www.econbiz.de/10008769904