M Hashem Pesaran : Citation Profile


Are you M Hashem Pesaran?

University of Southern California (99% share)
University of Southern California (1% share)

64

H index

188

i10 index

30965

Citations

RESEARCH PRODUCTION:

178

Articles

453

Papers

3

Books

4

Chapters

EDITOR:

3

Books edited

2

Series edited

RESEARCH ACTIVITY:

   47 years (1973 - 2020). See details.
   Cites by year: 658
   Journals where M Hashem Pesaran has often published
   Relations with other researchers
   Recent citing documents: 3388.    Total self citations: 340 (1.09 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe34
   Updated: 2020-08-01    RAS profile: 2020-06-20    
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Relations with other researchers


Works with:

Mohaddes, Kamiar (39)

Chudik, Alexander (37)

Bailey, Natalia (15)

Smith, Ronald (12)

Raissi, Mehdi (11)

Rebucci, Alessandro (10)

Yang, Jui-Chung (8)

Kahn, Matthew (7)

Cesa-Bianchi, Ambrogio (5)

Zhou, Qiankun (4)

Yamagata, Takashi (3)

Kapetanios, George (2)

Esfahani, Hadi (2)

Yang, Cynthia Fan (2)

Lamarche, Carlos (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with M Hashem Pesaran.

Is cited by:

Mohaddes, Kamiar (429)

Shahbaz, Muhammad (427)

Raissi, Mehdi (356)

GUPTA, RANGAN (268)

Bahmani-Oskooee, Mohsen (202)

Apergis, Nicholas (200)

Chudik, Alexander (198)

Eberhardt, Markus (196)

Rault, Christophe (181)

Asongu, Simplice (180)

Herzer, Dierk (169)

Cites to:

Smith, Ronald (154)

shin, yongcheol (136)

Chudik, Alexander (118)

Timmermann, Allan (105)

Smith, L. Vanessa (101)

Dees, Stephane (94)

Phillips, Peter (93)

Reichlin, Lucrezia (79)

Forni, Mario (76)

Schuermann, Til (75)

Tosetti, Elisa (74)

Main data


Where M Hashem Pesaran has published?


Journals with more than one article published# docs
Journal of Econometrics31
Journal of Applied Econometrics23
Economic Journal14
Journal of Applied Econometrics11
Economics Letters9
Econometric Reviews7
Journal of Economic Dynamics and Control7
Journal of Business & Economic Statistics7
Oxford Bulletin of Economics and Statistics6
Econometrica5
Econometric Theory4
Economic Modelling4
International Journal of Forecasting4
Journal of Business & Economic Statistics4
The Review of Economics and Statistics3
Journal of Empirical Finance3
Journal of Economic Surveys3
International Economic Review2
Empirical Economics2
Journal of Money, Credit and Banking2
Econometrics Journal2
Journal of the American Statistical Association2
Manchester School2
Energy Economics2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo100
IZA Discussion Papers / Institute of Labor Economics (IZA)33
Globalization Institute Working Papers / Federal Reserve Bank of Dallas18
IEPR Working Papers / Institute of Economic Policy Research (IEPR)12
ESE Discussion Papers / Edinburgh School of Economics, University of Edinburgh9
Working Papers / Economic Research Forum9
Working Paper Series / European Central Bank7
IMF Working Papers / International Monetary Fund3
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank2
Staff Working Papers / Bank of Canada2
Working Paper series / Rimini Centre for Economic Analysis2
IDB Publications (Working Papers) / Inter-American Development Bank2
Money Macro and Finance (MMF) Research Group Conference 2005 / Money Macro and Finance Research Group2
Money Macro and Finance (MMF) Research Group Conference 2004 / Money Macro and Finance Research Group2
Post-Print / HAL2
Computing in Economics and Finance 2006 / Society for Computational Economics2
Working Papers / Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge2
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics2

Recent works citing M Hashem Pesaran (2020 and 2019)


YearTitle of citing document
2020Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory. (2020). Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2020-05.

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2017The Walking Debt Crisis. (2017). Wegener, Christoph ; Kruse, Robinson ; Basse, Tobias. In: CREATES Research Papers. RePEc:aah:create:2017-06.

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2019Assessing predictive accuracy in panel data models with long-range dependence. (2019). Christensen, Bent Jesper ; Borup, Daniel ; Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2019-04.

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2019Business Dynamics, Knowledge Economy, and the Economic Performance of African Countries. (2019). Asongu, Simplice ; Amavilah, Voxi Heinrich ; Andres, Antonio R. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/004.

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2019Trajectories of Knowledge Economy in SSA and MENA countries. (2019). Asongu, Simplice ; Andrs, Antonio R. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/013.

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2019Financial Reforms and Industrialisation: Evidence from Nigeria. (2019). Folarin, Oludele. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/014.

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2019Foreign aid, instability and governance in Africa. (2019). Asongu, Simplice ; Nnanna, Joseph. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/022.

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2019The Stability of Demand for Money in the Proposed Southern African Monetary Union. (2019). Asongu, Simplice ; Biekpe, Nicholas ; Folarin, Oludele E. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/025.

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2019Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country. (2019). Bekun, Festus V ; Agboola, Mary O. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/040.

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2019FDI in Selected Developing Countries: Evidence from Bundling and Unbundling Governance. (2019). Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/057.

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2019The Role of ICT and Financial Development on CO2 Emissions and Economic Growth. (2019). Tiwari, Aviral ; Balsalobre-Lorente, Daniel ; Raheem, Ibrahim D. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/058.

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2019Environmental Pollution, Economic Growth and Institutional Quality: Exploring the Nexus in Nigeria. (2019). Onanuga, Olaronke ; Gershon, Obindah ; Akinbobola, Temidayo ; Osabuohien, Evans S ; Egbetokun, Samuel ; Okafor, Victoria. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/059.

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2019House prices and tourism development in Cyprus: A contemporary perspective. (2019). Asongu, Simplice ; Alola, Uju V. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/067.

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2019Effects of Oil Resource Endowment, Natural Gas and Agriculture Output: Policy Options for Inclusive Growth. (2019). Mesagan, Ekundayo ; Adenuga, Juliet I. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/073.

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2019Governance, Capital flight and Industrialisation in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/077.

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2019Foreign Direct Investment, Domestic Investment and Green Growth in Nigeria: Any Spillovers?. (2019). Asongu, Simplice ; Adejumo, Akintoye V. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/078.

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2019Revisiting the Trade and Unemployment Nexus: Empirical Evidence from the Nigerian Economy. (2019). Asongu, Simplice ; Bekun, Festus V ; Ay, Ahmet ; Onifade, Stephen T. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/079.

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2019The Comparative African Regional Economics of Globalization in Financial Allocation Efficiency: Pre-Crisis Era Revisited. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Nnanna, Joseph. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/085.

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2019Foreign aid volatility and lifelong learning. (2019). Asongu, Simplice ; Okolo-Obasi, Elda N ; Uduji, Joseph I. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/086.

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2019The criticality of growth, urbanization, electricity and fossil fuel consumption to environment sustainability in Africa. (2019). Asongu, Simplice ; Bekun, Festus Victor ; Alola, Andrew Adewale ; Agboola, Mary Oluwatoyin. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/093.

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2019Growth Effects of Financial Market Instruments: The Ghanaian Experience. (2019). Mesagan, Ekundayo ; Alimi, Olorunfemi ; Odeleye, Anthonia T ; Ogbuji, Isaac A. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/095.

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2019An Empirical Retrospect of the Impacts of Government Expenditures on Economic Growth: New Evidence from the Nigerian Economy. (2019). Asongu, Simplice ; Bekun, Festus Victor ; Erdoaan, Sava ; Evik, Sava ; Onifade, Stephen T. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/096.

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2020Toward the path of Economic Expansion in Nigeria: The Role of Trade Globalization. (2020). Salami, Oladimeji M ; Joshua, Udi ; Alola, Andrew A. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/009.

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2017London Calling: Nonlinear Mean Reversion across National Stock Markets. (2017). Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-05.

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2019Business Dynamics, Knowledge Economy, and the Economic Performance of African Countries. (2019). Asongu, Simplice ; Amavilah, Voxi Heinrich ; Andres, Antonio R. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/004.

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2019Trajectories of Knowledge Economy in SSA and MENA countries. (2019). Asongu, Simplice ; Andrs, Antonio R. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/013.

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2019Financial Reforms and Industrialisation: Evidence from Nigeria. (2019). Folarin, Oludele E. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/014.

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2019Foreign aid, instability and governance in Africa. (2019). Asongu, Simplice ; Nnanna, Joseph. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/022.

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2019The Stability of Demand for Money in the Proposed Southern African Monetary Union. (2019). Asongu, Simplice ; Biekpe, Nicholas ; Folarin, Oludele E. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/025.

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2019Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country. (2019). Bekun, Festus ; Agboola, Mary O. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/040.

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2017Working Paper 287 - Current Account Adjustments and Integration in West Africa. (2017). Onye, Kenneth ; Obioesio, Felix ; Chuku, Chuku ; Kenneth, Onye ; Felix, Obioesio ; Johnson, Atan. In: Working Paper Series. RePEc:adb:adbwps:2407.

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2019Working Paper 323- Mobile Financial and Banking Services Development in Africa. (2019). NGUENA, Christian. In: Working Paper Series. RePEc:adb:adbwps:2449.

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2020Economic Growth, Energy and Environmental Degradation Nexus: A Case Study in Pakistan. (2020). Azam, Muhammad ; Nawaz, Rabia ; Zulfiqar, Hanzala. In: Journal of Economic Impact. RePEc:adx:journl:v:2:y:2020:i:1:p:13-23.

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2017The Substitution Elasticity, Factor Shares, and the Low-Frequency Panel Model. (2017). Mallick, Debdulal ; Chirinko, Bob. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:4:p:225-53.

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2017Yields on sovereign debt, fragmentation and monetary policy transmission in the euro area: A GVAR approach. (2017). Sosvilla-Rivero, Simon ; Icaza, Victor Echevarria . In: Working Papers. RePEc:aee:wpaper:1701.

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2017Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology. (2017). Otero, Jesus ; Nuñez, Hector ; Nuez, Hector M. In: The Energy Journal. RePEc:aen:journl:ej38-2-nunez.

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2017Green Inventions: Is Wait-and-see a Reasonable Option?. (2017). Woerter, Martin ; Stucki, Tobias. In: The Energy Journal. RePEc:aen:journl:ej38-4-stucki.

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2017Policy-Induced Expansion of Solar and Wind Power Capacity: Economic Growth and Employment in EU Countries. (2017). Kazukauskas, Andrius ; Karimu, Amin ; Jaraite, Jurate. In: The Energy Journal. RePEc:aen:journl:ej38-5-jaraite.

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2019Business Dynamics, Knowledge Economy, and the Economic Performance of African Countries. (2019). Asongu, Simplice ; Amavilah, Voxi Heinrich ; Andres, Antonio R. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/004.

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2019Trajectories of Knowledge Economy in SSA and MENA countries. (2019). Asongu, Simplice ; Andres, Antonio R. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/013.

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2019Financial Reforms and Industrialisation: Evidence from Nigeria. (2019). Folarin, Oludele. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/014.

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2019The Mobile Phone, Information Sharing and Financial Sector Development in Africa: A Quantile Regressions Approach. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/016.

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2019Foreign aid, instability and governance in Africa. (2019). Asongu, Simplice ; Nnanna, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/022.

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2019The Stability of Demand for Money in the Proposed Southern African Monetary Union. (2019). Folarin, Oludele ; Asongu, Simplice ; Biekpe, Nicholas. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/025.

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2019Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country. (2019). Bekun, Festus ; Agboola, Mary O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/040.

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2019FDI in Selected Developing Countries: Evidence from Bundling and Unbundling Governance. (2019). Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/057.

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2019The Role of ICT and Financial Development on CO2 Emissions and Economic Growth. (2019). Tiwari, Aviral ; Balsalobre-Lorente, Daniel ; Raheem, Ibrahim D. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/058.

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2019Environmental Pollution, Economic Growth and Institutional Quality: Exploring the Nexus in Nigeria. (2019). Onanuga, Olaronke ; Okafor, Victoria ; Gershon, Obindah ; Akinbobola, Temidayo ; Osabuohien, Evans S ; Egbetokun, Samuel. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/059.

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2019House prices and tourism development in Cyprus: A contemporary perspective. (2019). Asongu, Simplice ; Alola, Andrew. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/067.

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2019Effects of Oil Resource Endowment, Natural Gas and Agriculture Output: Policy Options for Inclusive Growth. (2019). Mesagan, Ekundayo ; Adenuga, Juliet I. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/073.

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2019Governance, Capital flight and Industrialisation in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/077.

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2019Foreign Direct Investment, Domestic Investment and Green Growth in Nigeria: Any Spillovers?. (2019). Asongu, Simplice ; Adejumo, Akintoye V. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/078.

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2019Revisiting the Trade and Unemployment Nexus: Empirical Evidence from the Nigerian Economy. (2019). Bekun, Festus ; Asongu, Simplice ; Ay, Ahmet ; Onifade, Stephen T. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/079.

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2019The Comparative African Regional Economics of Globalization in Financial Allocation Efficiency: Pre-Crisis Era Revisited. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Nnanna, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/085.

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2019Foreign aid volatility and lifelong learning. (2019). Asongu, Simplice ; Okolo-Obasi, Elda N ; Uduji, Joseph I. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/086.

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2019The criticality of growth, urbanization, electricity and fossil fuel consumption to environment sustainability in Africa. (2019). Bekun, Festus ; Asongu, Simplice ; Alola, Andrew Adewale ; Agboola, Mary Oluwatoyin. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/093.

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2019Growth Effects of Financial Market Instruments: The Ghanaian Experience. (2019). Mesagan, Ekundayo ; Odeleye, Anthonia T ; Alimi, Yasiru O ; Ogbuji, Isaac A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/095.

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2019An Empirical Retrospect of the Impacts of Government Expenditures on Economic Growth: New Evidence from the Nigerian Economy. (2019). Cevik, Savas ; Bekun, Festus ; Asongu, Simplice ; ERDOAN, Sava ; Onifade, Stephen T. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/096.

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2020Toward the path of Economic Expansion in Nigeria: The Role of Trade Globalization. (2020). Salami, Oladimeji M ; Joshua, Udi ; Alola, Andrew A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/009.

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2020Electricity Consumption, Urbanization and Economic Growth in Nigeria: New Insights from Combined Cointegration amidst Structural Breaks. (2020). Bekun, Festus V ; Nathaniel, Solomon P. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/013.

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2020Governance and the Capital Flight Trap in Africa. (2020). Asongu, Simplice ; Nnanna, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/024.

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2020Macroeconomic determinants of Household Consumption in selected West African Countries. (2020). Iheonu, Chimere ; Nwachukwu, Tochukwu . In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/031.

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2020The Long Run Stability of Money in the Proposed East African Monetary Union. (2020). Biekpe, Nicholas ; Asongu, Simplice ; Folarin, Oludele E. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/034.

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2020Financial Sector Development and Investment in Selected ECOWAS Countries: Empirical Evidence using Heterogeneous Panel Data Method. (2020). Iheonu, Chimere ; Asongu, Simplice ; Ojiem, Patrick K ; Odo, Kingsley O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/045.

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2017Sustainability of social security systems in EU countries: Panel cointegration analysis with multiple structural breaks under cross-sectional dependence. (2017). Tatli, Halim ; Gocer, Ismet. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(610):y:2017:i:1(610):p:83-98.

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2018Impact of foreign direct investment inflows on tax revenues in OECD countries: A panel cointegration and causality analysis. (2018). Ozturk, Omer Faruk ; Bayar, Yilmaz. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:31-40.

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2018Does exchange rate always affect the number of inbound tourists significantly in China?. (2018). Su, Chi-Wei ; Chang, Hsu-Ling ; Gao, Xue. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:55-72.

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2018The relationship between financial deepening and economic growth: Bootstrap causality approach for the selected upper middle income countries. (2018). Gezer, Mesut Alper. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:95-112.

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2018The role of economic growth and energy consumption on CO2 emissions in E7 countries. (2018). doğan, buhari ; Deer, Osman ; Doan, Buhari. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(615):y:2018:i:2(615):p:231-246.

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2020Do export, financial development, and institutions affect FDI outflows? Insights from Asian developing countries. (2020). Tripathy, Prajukta ; Behera, Pragyanrani ; Mishra, Bikash Ranjan. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:175-190.

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2020Are resources a curse or blessings? Evidence from panel ARDL model. (2020). Mishra, Prajna Paramita ; Tandi, Shakti Mohan. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:191-204.

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2020Tax structure and economic growth in general category states in India: A panel auto regressive distributed lag approach. (2020). Manik, Nityasundar ; Muduli, Dillip Kumar. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:225-240.

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2017On the effects of total productivity growth of economic freedom and total resource rents: The case of both natural resource rich and OECD countries. (2017). Ta, Cumhur ; Ulusoy, Veysel. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(612):y:2017:i:3(612):p:173-192.

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2018Causal relationship between internet use and economic development for selected Central Asian economies. (2018). Sekmen, Fuat ; Gokirmak, Hasmet. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(616):y:2018:i:3(616):p:145-152.

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2019Corporate ownership structure and performance: An enquiry into India. (2019). Panchali, Jinesh ; Panda, Pradiptarathi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(621):y:2019:i:4(621):p:93-110.

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2017Sustainability of social security systems in EU countries: Panel cointegration analysis with multiple structural breaks under cross-sectional dependence. (2017). Tatli, Halim ; Gocer, Ismet. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:1(610):p:83-98.

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2017The effects of real exchange rates and income on the trade balance: A second generation panel data analysis for transition economies and Turkey. (2017). Sezer, Sevgi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:171-186.

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2017An examination of bilateral J-curve: Evidence from Turkey and her 20 major trading partners. (2017). Ozahn, Erife . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:221-236.

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2017Economic freedom, economic growth and international tourism for post-communist (transition) countries: A panel causality analysis. (2017). Nazlioglu, Saban ; Aslan, Murat ; Ozcan, Ceyhun Can . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:75-98.

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2019The effects of political and financial risks on foreign direct investments to the MENAT countries. (2019). Balan, Feyza . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:2(619):p:121-138.

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2019Exploring the nexus between macroeconomic variables and stock market returns in Germany: An ARDL Co-integration approach. (2019). Zardoub, Amna ; el Abed, Riadh. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:2(619):p:139-148.

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2019Dynamics of business cycle and long-term economic growth of Pakistan. (2019). Jawed, Syed Monis ; Khan, Usama Ehsan. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:2(619):p:173-184.

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2019Co-integration with regime shift between government expenditure and poverty reduction in Algeria. (2019). Ayad, Hicham . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:2(619):p:205-216.

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2019Does democracy increase total tax revenues? The case of selected OECD countries. (2019). Ozmen, Brahim ; Ozcan, Gunay . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:3(620):p:45-58.

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2019Corporate ownership structure and performance: An enquiry into India. (2019). Panchali, Jinesh ; Panda, Pradiptarathi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:4(621):p:93-110.

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2020Testing Wagner’s Law for sub-Saharan Africa: A panel cointegration and causality approach. (2020). Jobarteh, Mustapha. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvii:y:2020:i:1(622):p:125-136.

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2018The Effect of Metropolitan Technological Progress on the Non-metropolitan Labor Market: Evidence from U.S. Patent Counts. (2018). Hean, Oudom. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274176.

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2018Farm-level Cropping Decision and Irrigation Water Use under Both Institutional and Hydrological Constraints. (2018). Rollins, Kimberly ; Lee, Gi-Eu ; Singletary, Loretta. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274321.

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2018The Spatial and Temporal Diffusion of Agricultural Land Prices. (2018). Ritter, Matthias ; Odening, Martin ; Yang, Xinyue. In: FORLand Project Publications. RePEc:ags:bokufo:275485.

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2018Land price diffusion across borders: The case of Germany. (2018). Ritter, Matthias ; Odening, Martin ; Grau, Aaron. In: FORLand Project Publications. RePEc:ags:bokufo:275487.

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2017INFLUENCE OF SOCIAL CAPITAL AND NETWORKS ON MARKETING PERFORMANCE OF SMALLHOLDER GRAIN FARMER GROUPS IN THARAKA NORTH AND THARAKA SOUTH SUB-COUNTIES, KENYA. (2017). Wambua, Dennis Kyalo. In: Research Theses. RePEc:ags:cmpart:276430.

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2017Cross country maize market linkages in Africa: integration and price transmission across local and global markets. (2017). Kaminski, Jonathan ; Pierre, Guillaume. In: 2017 International Congress, August 28-September 1, 2017, Parma, Italy. RePEc:ags:eaae17:261280.

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2017Spatial integration of agricultural land markets. (2017). Ritter, Matthias ; Odening, Martin ; Yang, Xinyue. In: 2017 International Congress, August 28-September 1, 2017, Parma, Italy. RePEc:ags:eaae17:261430.

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2017Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers. (2017). Manera, Matteo ; Galeotti, Marzio ; Bastianin, Andrea. In: Economic Theory and Applications Working Papers. RePEc:ags:feemet:253725.

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2018Analyzing the pricing to market behavior of the New World on EU wine market. (2018). Balogh, J M. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:276995.

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2018Cross country maize market linkages in Africa: integration and price transmission across local and global markets. (2018). Kaminsky, J ; Pierre, G. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277126.

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2018The Spatial and Temporal Diffusion of Agricultural Land Prices. (2018). Ritter, Matthias ; Odening, Martin ; Yang, X. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277414.

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2017Community-level flood mitigation effects on household-level flood insurance and damage claims payments. (2017). Petrolia, Daniel ; Harri, Ardian ; Frimpong, Eugene. In: Working Papers. RePEc:ags:misswp:254075.

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2018Does the Community Rating System Work? Evidence from Two Gulf Coast States. (2018). Petrolia, Daniel ; Harri, Ardian ; Frimpong, Eugene. In: Working Papers. RePEc:ags:misswp:273014.

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2018From agricultural to economic growth: Targeting investments across Africa. (2018). Nigussie, Yalemzewd ; Baumuller, Heike ; Getahun, Tigabu. In: Discussion Papers. RePEc:ags:ubzefd:271153.

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More than 100 citations found, this list is not complete...

M Hashem Pesaran is editor of


Journal
Journal of Applied Econometrics
Journal of Applied Econometrics

M Hashem Pesaran has edited the books:


YearTitleTypeCited

Works by M Hashem Pesaran:


YearTitleTypeCited
2017Tests of Policy Interventions in DSGE Models In: BCAM Working Papers.
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paper1
2018Tests of Policy Interventions in DSGE Models.(2018) In: Oxford Bulletin of Economics and Statistics.
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article
2017Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors In: BCAM Working Papers.
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paper0
2017Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors.(2017) In: CESifo Working Paper Series.
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paper
2014Tests of Policy Ineffectiveness in Macroeconometrics In: Birkbeck Working Papers in Economics and Finance.
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paper1
2014Tests of Policy Ineffectiveness in Macroeconometrics.(2014) In: Cambridge Working Papers in Economics.
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paper
2014Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing In: Birkbeck Working Papers in Economics and Finance.
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paper38
2016Counterfactual analysis in macroeconometrics: An empirical investigation into the effects of quantitative easing.(2016) In: Research in Economics.
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article
2012Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing.(2012) In: IZA Discussion Papers.
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paper
2012Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing.(2012) In: Working Paper series.
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paper
2012China’s Emergence in the World Economy and Business Cycles in Latin America In: Staff Working Papers.
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paper84
2011China’s Emergence in the World Economy and Business Cycles in Latin America.(2011) In: Cambridge Working Papers in Economics.
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paper
2012Chinas Emergence in the World Economy and Business Cycles in Latin America.(2012) In: Economía Journal.
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article
2011Chinas Emergence in the World Economy and Business Cycles in Latin America.(2011) In: IDB Publications (Working Papers).
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paper
2011China’s Emergence in the World Economy and Business Cycles in Latin America.(2011) In: Research Department Publications.
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paper
2011Chinas Emergence in the World Economy and Business Cycles in Latin America.(2011) In: IZA Discussion Papers.
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paper
2013Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults In: Staff Working Papers.
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paper4
2000Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration In: Working Papers.
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paper151
2000Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration.(2000) In: Cambridge Working Papers in Economics.
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paper
2005ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION.(2005) In: Econometric Theory.
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article
2001Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration.(2001) In: Computing in Economics and Finance 2001.
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paper
2009Testing Dependence Among Serially Correlated Multicategory Variables In: Journal of the American Statistical Association.
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article111
2006Testing Dependence Among Serially Correlated Multi-category Variables.(2006) In: Cambridge Working Papers in Economics.
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paper
2006Testing Dependence among Serially Correlated Multi-Category Variables.(2006) In: IZA Discussion Papers.
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paper
2003Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy In: Journal of the American Statistical Association.
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article43
2001Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy.(2001) In: ESE Discussion Papers.
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paper
1992A Simple Nonparametric Test of Predictive Performance. In: Journal of Business & Economic Statistics.
[Citation analysis]
article326
1990A SIMPLE, NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE..(1990) In: Cambridge Working Papers in Economics.
[Citation analysis]
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paper
1990A SIMPLE NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE..(1990) In: California Los Angeles - Applied Econometrics.
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paper
1994Choice between Disaggregate and Aggregate Specifications Estimated by Instrumental Variables Methods. In: Journal of Business & Economic Statistics.
[Citation analysis]
article9
1992Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods..(1992) In: Cambridge Working Papers in Economics.
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paper
1999Analysis of Exchange-Rate Target Zones Using a Limited-Dependent Rational-Expectations Model with Jumps. In: Journal of Business & Economic Statistics.
[Citation analysis]
article10
2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model In: Journal of Business & Economic Statistics.
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article434
2001Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model.(2001) In: Cambridge Working Papers in Economics.
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paper
2001Modelling regional interdependencies using a global error-correcting macroeconometric model.(2001) In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
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paper
2003Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model.(2003) In: EcoMod2003.
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paper
2002Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model.(2002) In: Center for Financial Institutions Working Papers.
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paper
2004Rejoinder In: Journal of Business & Economic Statistics.
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article0
2011Forecast Combination Across Estimation Windows In: Journal of Business & Economic Statistics.
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article49
2011Forecast Combination Across Estimation Windows.(2011) In: Journal of Business & Economic Statistics.
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article
2011Lumpy Price Adjustments: A Microeconometric Analysis In: Journal of Business & Economic Statistics.
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article22
2007Lumpy Price Adjustments: A Microeconometric Analysis..(2007) In: Working papers.
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paper
2007Lumpy Price Adjustments, A Microeconometric Analysis.(2007) In: Cambridge Working Papers in Economics.
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paper
2007Lumpy Price Adjustments: A Microeconometric Analysis.(2007) In: IZA Discussion Papers.
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paper
2006Lumpy price adjustments : a microeconometric analysis.(2006) In: Working Paper Research.
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paper
2011Lumpy Price Adjustments: A Microeconometric Analysis.(2011) In: Journal of Business & Economic Statistics.
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article
1988The Role of Theory in Applied Econometrics. In: The Economic Record.
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article1
1998Structural Analysis of Cointegrating VARs In: Journal of Economic Surveys.
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article157
1998 Structural Analysis of Cointegrating VARs..(1998) In: Journal of Economic Surveys.
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article
1998Structural Analysis of Cointegrating VARs.(1998) In: Cambridge Working Papers in Economics.
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paper
2016THEORY AND PRACTICE OF GVAR MODELLING In: Journal of Economic Surveys.
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article43
2014Theory and Practice of GVAR Modeling.(2014) In: Cambridge Working Papers in Economics.
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paper
2014Theory and practice of GVAR modeling.(2014) In: Globalization Institute Working Papers.
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paper
1995 Predictability of Stock Returns: Robustness and Economic Significance. In: Journal of Finance.
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article333
1985Testing for Structural Stability and Predictive Failure: A Review. In: The Manchester School of Economic & Social Studies.
[Citation analysis]
article17
2006MACROECONOMETRIC MODELLING WITH A GLOBAL PERSPECTIVE* In: Manchester School.
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article75
2006Macroeconometric Modelling with a Global Perspective.(2006) In: Cambridge Working Papers in Economics.
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paper
2006Macroeconometric Modelling with a Global Perspective.(2006) In: IEPR Working Papers.
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paper
2011BEYOND THE DSGE STRAITJACKET-super-1 In: Manchester School.
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article6
1999 Diagnostics for IV Regressions. In: Oxford Bulletin of Economics and Statistics.
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article43
1997Diagnostics for IV Regressions.(1997) In: Cambridge Working Papers in Economics.
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paper
2005The Cost Effectiveness of the UKs Sovereign Debt Portfolio In: Oxford Bulletin of Economics and Statistics.
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article1
2012Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models In: Oxford Bulletin of Economics and Statistics.
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article13
2014Constructing Multi-Country Rational Expectations Models In: Oxford Bulletin of Economics and Statistics.
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article10
2018To Pool or Not to Pool: Revisited In: Oxford Bulletin of Economics and Statistics.
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article0
2017To Pool or not to Pool: Revisited.(2017) In: Departmental Working Papers.
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paper
2018Uncertainty and economic activity: a multi-country perspective In: Bank of England working papers.
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paper5
2018Uncertainty and Economic Activity: A Multi-Country Perspective.(2018) In: CESifo Working Paper Series.
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2018Uncertainty and Economic Activity: A Multi-Country Perspective.(2018) In: CEPR Discussion Papers.
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paper
2018Uncertainty and Economic Activity: A Multi-Country Perspective.(2018) In: NBER Working Papers.
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paper
2000Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy In: Cambridge Working Papers in Economics.
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paper42
2002Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy.(2002) In: Royal Economic Society Annual Conference 2002.
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paper
2000The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach In: Cambridge Working Papers in Economics.
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paper2
2003Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence In: Cambridge Working Papers in Economics.
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paper21
2003How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? In: Cambridge Working Papers in Economics.
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paper79
2004How costly is it to ignore breaks when forecasting the direction of a time series?.(2004) In: International Journal of Forecasting.
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article
2003Macroeconomic Dynamics and Credit Risk: A Global Perspective In: Cambridge Working Papers in Economics.
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paper136
2006Macroeconomic Dynamics and Credit Risk: A Global Perspective.(2006) In: Journal of Money, Credit and Banking.
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article
Macroeconomic Dynamics and Credit Risk: A Global Perspective.() In: Center for Financial Institutions Working Papers.
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paper
2003Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks In: Cambridge Working Papers in Economics.
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paper125
2004Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks.(2004) In: CEPR Discussion Papers.
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paper
2005Small sample properties of forecasts from autoregressive models under structural breaks.(2005) In: Journal of Econometrics.
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article
2003Scope for Cost Minimization in Public Debt Management: the Case of the UK In: Cambridge Working Papers in Economics.
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paper1
2003A Simple Panel Unit Root Test in the Presence of Cross Section Dependence In: Cambridge Working Papers in Economics.
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paper1807
2007A simple panel unit root test in the presence of cross-section dependence.(2007) In: Journal of Applied Econometrics.
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article
2003On The Panel Unit Root Tests Using Nonlinear Instrumental Variables In: Cambridge Working Papers in Economics.
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paper25
2004Econometric Issues in the Analysis of Contagion In: Cambridge Working Papers in Economics.
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paper143
2007Econometric issues in the analysis of contagion.(2007) In: Journal of Economic Dynamics and Control.
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article
2004Econometric Issues in the Analysis of Contagion.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2004.
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2004‘Real Time Econometrics’ In: Cambridge Working Papers in Economics.
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paper19
2004Real Time Econometrics.(2004) In: CEPR Discussion Papers.
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2005REAL-TIME ECONOMETRICS.(2005) In: Econometric Theory.
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2004Real Time Econometrics.(2004) In: IZA Discussion Papers.
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2004‘Forecasting Time Series Subject to Multiple Structural Breaks’ In: Cambridge Working Papers in Economics.
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paper167
2004Forecasting Time Series Subject to Multiple Structural Breaks.(2004) In: CEPR Discussion Papers.
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2004Forecasting Time Series Subject to Multiple Structural Breaks.(2004) In: IZA Discussion Papers.
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2006Forecasting Time Series Subject to Multiple Structural Breaks.(2006) In: Review of Economic Studies.
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2004‘Random Coefficient Panel Data Models’ In: Cambridge Working Papers in Economics.
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paper31
2004Random Coefficient Panel Data Models.(2004) In: IZA Discussion Papers.
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paper
2004Random Coefficient Panel Data Models.(2004) In: IEPR Working Papers.
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paper
2004‘General Diagnostic Tests for Cross Section Dependence in Panels’ In: Cambridge Working Papers in Economics.
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paper948
2004General Diagnostic Tests for Cross Section Dependence in Panels.(2004) In: IZA Discussion Papers.
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paper
2004A Pair-wise Approach to Testing for Output and Growth Convergence In: Cambridge Working Papers in Economics.
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paper147
2007A pair-wise approach to testing for output and growth convergence.(2007) In: Journal of Econometrics.
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2004A Pair-Wise Approach to Testing for Output and Growth Convergence.(2004) In: IZA Discussion Papers.
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2005Testing Slope Homogeneity in Large Panels In: Cambridge Working Papers in Economics.
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paper222
2008Testing slope homogeneity in large panels.(2008) In: Journal of Econometrics.
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article
2005Testing Slope Homogeneity in Large Panels.(2005) In: IEPR Working Papers.
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paper
2005Exploring the International Linkages of the Euro Area: a Global VAR Analysis In: Cambridge Working Papers in Economics.
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paper513
2005Exploring the international linkages of the euro area: a global VAR analysis.(2005) In: Working Paper Series.
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paper
2007Exploring the international linkages of the euro area: a global VAR analysis.(2007) In: Journal of Applied Econometrics.
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article
2006Exploring the International Linkages of the Euro Area: a Global VAR Analysis.(2006) In: Computing in Economics and Finance 2006.
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paper
2004Exploring the International Linkages of the Euro Area: A Global VAR Analysis.(2004) In: IEPR Working Papers.
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paper
2005Scope for Credit Risk Diversification In: Cambridge Working Papers in Economics.
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paper1
2005Scope for Credit Risk Diversification.(2005) In: IEPR Working Papers.
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paper
2005Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns In: Cambridge Working Papers in Economics.
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2005Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns.(2005) In: Working Papers.
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2005Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns.(2005) In: Working Papers.
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2005What if the UK has Joined the Euro in 1999? An Empirical Evaluation using a Global VAR In: Cambridge Working Papers in Economics.
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paper7
2005What if the UK had Joined the Euro in 1999? An Empirical Evaluation using a Global VAR.(2005) In: IEPR Working Papers.
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2005The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification In: Cambridge Working Papers in Economics.
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paper2
2005The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification.(2005) In: IEPR Working Papers.
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2005Unit Roots and Cointegration in Panels In: Cambridge Working Papers in Economics.
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paper94
2005Unit Roots and Cointegration in Panels.(2005) In: IEPR Working Papers.
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paper
2005Unit roots and cointegration in panels.(2005) In: Discussion Paper Series 1: Economic Studies.
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2005Survey Expectations In: Cambridge Working Papers in Economics.
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paper111
2006Survey Expectations.(2006) In: Handbook of Economic Forecasting.
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2005Survey Expectations.(2005) In: IEPR Working Papers.
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2006Learning, Structural Instability and Present Value Calculations In: Cambridge Working Papers in Economics.
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paper41
2006Learning, structural instability and present value calculations.(2006) In: Computing in Economics and Finance 2006.
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2006Learning, Structural Instability and Present Value Calculations.(2006) In: IEPR Working Papers.
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2007Learning, Structural Instability, and Present Value Calculations.(2007) In: Econometric Reviews.
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2006Learning, structural instability and present value calculations.(2006) In: Discussion Paper Series 1: Economic Studies.
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2006Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures In: Cambridge Working Papers in Economics.
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paper2
2006A Bias-Adjusted LM Test of Error Cross Section Independence In: Cambridge Working Papers in Economics.
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paper187
2008A bias-adjusted LM test of error cross-section independence.(2008) In: Econometrics Journal.
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2006Panels with Nonstationary Multifactor Error Structures In: Cambridge Working Papers in Economics.
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paper322
2011Panels with non-stationary multifactor error structures.(2011) In: Journal of Econometrics.
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2010Panels with nonstationary multifactor error structures.(2010) In: Post-Print.
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2006Panels with Nonstationary Multifactor Error Structures.(2006) In: IZA Discussion Papers.
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2006Panels with Nonstationary Multifactor Error Structures.(2006) In: Working Papers.
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2006Panels with Nonstationary Multifactor Error Structures.(2006) In: Working Papers.
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2006A Spatio-Temporal Model of House Prices in the US In: Cambridge Working Papers in Economics.
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paper184
2010A spatio-temporal model of house prices in the USA.(2010) In: Journal of Econometrics.
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2006A Spatio-Temporal Model of House Prices in the US.(2006) In: IZA Discussion Papers.
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2006Econometrics: A Bird’s Eye View In: Cambridge Working Papers in Economics.
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2006Econometrics: A Birds Eye View.(2006) In: IZA Discussion Papers.
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