M Hashem Pesaran : Citation Profile

Are you M Hashem Pesaran?

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

58

H index

150

i10 index

25419

Citations

RESEARCH PRODUCTION:

171

Articles

434

Papers

3

Books

4

Chapters

EDITOR:

3

Books edited

2

Series edited

RESEARCH ACTIVITY:

   46 years (1973 - 2019). See details.
   Cites by year: 552
   Journals where M Hashem Pesaran has often published
   Relations with other researchers
   Recent citing documents: 2204.    Total self citations: 321 (1.25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe34
   Updated: 2019-03-16    RAS profile: 2019-01-23    
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Relations with other researchers

Works with:

Chudik, Alexander (38)

Mohaddes, Kamiar (32)

Smith, Ronald (12)

Bailey, Natalia (12)

Raissi, Mehdi (11)

Rebucci, Alessandro (7)

Cesa-Bianchi, Ambrogio (6)

Yamagata, Takashi (3)

Holly, Sean (2)

Zhou, Qiankun (2)

Esfahani, Hadi (2)

Hayakawa, Kazuhiko (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:

Shahbaz, Muhammad (374)

Mohaddes, Kamiar (352)

Raissi, Mehdi (310)

GUPTA, RANGAN (220)

Chudik, Alexander (184)

Bahmani-Oskooee, Mohsen (169)

Eberhardt, Markus (168)

Apergis, Nicholas (158)

Rault, Christophe (152)

Chang, Tsangyao (147)

Herzer, Dierk (136)

Cites to:

Smith, Ronald (79)

shin, yongcheol (70)

Timmermann, Allan (67)

Smith, L. Vanessa (57)

Chudik, Alexander (56)

Phillips, Peter (50)

Dees, Stephane (50)

Reichlin, Lucrezia (44)

Tosetti, Elisa (42)

Bai, Jushan (42)

Watson, Mark (42)

Main data

Where M Hashem Pesaran has published?

Journals with more than one article published# docs
Journal of Econometrics30
Journal of Applied Econometrics23
Economic Journal14
Journal of Applied Econometrics8
Economics Letters8
Journal of Economic Dynamics and Control7
Econometric Reviews7
Journal of Business & Economic Statistics7
Oxford Bulletin of Economics and Statistics6
Econometric Theory5
Econometrica5
International Journal of Forecasting4
Economic Modelling4
Journal of Empirical Finance3
Journal of Economic Surveys3
The Review of Economics and Statistics3
Journal of Business & Economic Statistics3
International Economic Review2
Energy Economics2
Journal of Money, Credit and Banking2
Econometrics Journal2
Manchester School2
Journal of the American Statistical Association2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo Group Munich94
IZA Discussion Papers / Institute for the Study of Labor (IZA)33
Globalization Institute Working Papers / Federal Reserve Bank of Dallas16
IEPR Working Papers / Institute of Economic Policy Research (IEPR)12
ESE Discussion Papers / Edinburgh School of Economics, University of Edinburgh9
Working Papers / Economic Research Forum8
Working Paper Series / European Central Bank7
Post-Print / HAL2
Staff Working Papers / Bank of Canada2
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
Computing in Economics and Finance 2006 / Society for Computational Economics2
IDB Publications (Working Papers) / Inter-American Development Bank2
IMF Working Papers / International Monetary Fund2
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank2
Working Paper series / Rimini Centre for Economic Analysis2

Recent works citing M Hashem Pesaran (2019 and 2018)

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

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2018Persistence Heterogeneity Testing in Panels with Interactive Fixed Effects. (2018). Velasco, Carlos ; Ergemen, Yunus Emre . In: CREATES Research Papers. RePEc:aah:create:2018-11.

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2018Time-varying parameters: New test tailored to applications in finance and macroeconomics. (2018). Davidson, Russell ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2018-22.

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2018Modelling Time-Varying Income Elasticities of Health Care Expenditure for the OECD. (2018). Xie, Shangyu ; Gao, Jiti ; Casas, Isabel. In: CREATES Research Papers. RePEc:aah:create:2018-29.

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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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2018London Calling: Nonlinear Mean Reversion across National Stock Markets. (2018). Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2018-01.

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2018Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus. (2018). Kim, Hyeongwoo ; Jia, Bijie. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2018-08.

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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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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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2017The Role of Property Rights in the Relationship between Openness to International Capital Flows and Economic Growth in Sub-Saharan Africa Countries: An Estimate from Non-Stationary Panel Data. (2017). Gakpa, Lewis Landry ; Coulibaly, Sionfou Seydou. In: Research Papers. RePEc:aer:rpaper:rp_320.

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2018The Mobile Phone as an Argument for Good Governance in Sub-Saharan Africa. (2018). Asongu, Simplice ; Pyke, Chris ; Nwachukwu, Jacinta C ; le Roux, Sara. In: AFEA Working Papers. RePEc:afe:wpaper:18/024.

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2018The Long Run Stability of Money Demand in the Proposed West African Monetary Union. (2018). Folarin, Oludele ; Asongu, Simplice ; Biekpe, Nicholas. In: AFEA Working Papers. RePEc:afe:wpaper:18/043.

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2018The Mobile Phone as an Argument for Good Governance in Sub-Saharan Africa. (2018). Nwachukwu, Jacinta ; le Roux, Sara ; Asongu, Simplice ; Pyke, Chris. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:18/029.

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2018The Long Run Stability of Money Demand in the Proposed West African Monetary Union. (2018). Folarin, Oludele ; Asongu, Simplice ; Biekpe, Nicholas. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:18/052.

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

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2018The effects of foreign direct investment on regional growth and productivity. (2018). Park, Jaegon. In: AGI Working Paper Series. RePEc:agi:wpaper:00000149.

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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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2018The impact of carbon dioxide (CO2) emissions on tourism: Does the source of emission matter?. (2018). Tugcu, Can ; Topcu, Mert. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:125-136.

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2018Effect of exchange rate policy on GDP and GDP components: The Kyrgyz Republic Case. (2018). Sekmen, Fuat ; Madmarov, Nurbek. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:137-166.

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2018Impact of defence expenditures on external debt: An econometric analysis for Turkey and Turkic Republics. (2018). Karagoz, Kadir . In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:183-192.

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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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2018Which comes first – savings or growth? Time series evidence from ECOWAS countries. (2018). Keho, Yaya. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(615):y:2018:i:2(615):p:247-254.

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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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2018The effects of microeconomic factors on the stock market: A panel for the stock exchange in Istanbul ARDL analysis. (2018). Sadeghzadeh, Khatereh. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(616):y:2018:i:3(616):p:113-134.

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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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2018Macroeconomic determinants of the labour share of income: Evidence from OECD economies. (2018). Firdaus, Muhammad Khairil ; Trofimov, Ivan D. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(616):y:2018:i:3(616):p:25-48.

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2018Macroeconomic variables and stock prices in emerging economies: A panel analysis. (2018). Chittedi, Krishna ; Sampath, T ; Sakthivel, P ; Chandrashekar, Raghutla. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(616):y:2018:i:3(616):p:91-100.

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2018Do remittances really attract foreign direct investments? Evidence from panel cointegration. (2018). Palamuleni, Mercy Laita . In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(617):y:2018:i:4(617):p:221-234.

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2018The effect of credit default swap premiums on developing markets’ economies: The case of exchange rates. (2018). Bayat, Tayfur ; Kayhan, Selim ; Aci, Yunus. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(617):y:2018:i:4(617):p:235-252.

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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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2018The Global Vector Error Correction Model application on the dynamics and drivers of the World Butter Export Prices: Evidence from the U.S., the EU, and New Zealand. (2018). Xue, Huidan ; Wang, Liming ; Li, Chenguang. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273971.

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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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2018Does Agricultural (Food) Trade Openness Reduce Child Stunting?. (2018). Mary, Sébastien. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274282.

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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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2018Foreign Direct Investment and Natural Resources in Sub-Saharan Africa: The Role of Institutions towards the Africa We Want “2063 Vision”.. (2018). Jumanne, Bilali Basesa ; Keong, Choong Chee. In: African Journal of Economic Review. RePEc:ags:afjecr:274741.

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2018Enhancing Agricultural Value Chain for Economic Diversification in Nigeria. (2018). Adesoye, Bolaji A ; Salau, Shakirat O ; Maku, Emmanuel O ; Adelowoka, Oluwaseyi A. In: African Journal of Economic Review. RePEc:ags:afjecr:274746.

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2018Domestic Resource Mobilization and Long Term Economic Growth in Tanzania. (2018). Cyril, Chimilila. In: African Journal of Economic Review. RePEc:ags:afjecr:274748.

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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). Galeotti, Marzio ; Bastianin, Andrea ; Manera, Matteo. In: Economic Theory and Applications Working Papers. RePEc:ags:feemet:253725.

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2018ESTIMATING GERMAN MILK SUPPLY RESPONSE USING A GLOBAL VECTORAUTOREGRESSIVE MODEL. (2018). Hoehl, Stephan ; Hess, Sebastian. In: 58th Annual Conference, Kiel, Germany, September 12-14, 2018. RePEc:ags:gewi18:275844.

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2018Measuring the Impact of Climate Variability on Rice and Finger Millet: Empirical Evidence from a Drought Prone Region of India. (2018). Jena, P R ; Kalli, R. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:275970.

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2018Assessment of climate change impacts and adaptation strategies on Sorghum production in Tamil Nadu, India. (2018). Saravanakumar, V ; Subramanian, Bala . In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:276012.

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2018Convergence in Chinas Regional Agricultural Productivity: Catching up or Lagging Behind?. (2018). Wang, S L ; Tuan, F ; Huang, J. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:276051.

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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). Pierre, G ; Kaminsky, J. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277126.

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2018Relationship between agricultural growth and energy consumption in Indian agriculture: A panel co-integration analysis. (2018). Kumar, R R ; Singh, K N ; Jha, G K. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277187.

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2018Impact of the Russian agricultural import ban on the Serbian pork exports and domestic price development along the pork value chain. (2018). Duric, I ; Zaric, V ; Glauben, T. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277201.

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2018Impacts of the 2016-17 Food Insecurity Response Program on maize prices in Malawi. (2018). Baulch, B. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277330.

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

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2018Demand peaks and cost pass-through: a case of Iranss poultry market. (2018). Zamani, O ; Loy, J.-P., ; Bittmann, T. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277490.

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2018Exploring the effect of crisis on cooperatives: A Bayesian performance analysis of French craftsmen cooperatives. (2018). Musson, Anne ; Rousseliere, Damien. In: Working Papers. RePEc:ags:inrasl:279350.

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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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2018Tariff and U.S. Paper Products Trade. (2018). Zhang, Daowei ; Nguyen, LY. In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida. RePEc:ags:saea18:266771.

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

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2018Agricultural Productivity in Space - An econometric assessment on Italian farm-level data. (2018). Esposti, Roberto ; Baldoni, Edoardo. In: Working Papers. RePEc:anc:wpaper:428.

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2017The Heterogeneity of Convergence in Transition Countries. (2017). Pipie, Mateusz ; Roszkowska, Sylwia. In: Lodz Economics Working Papers. RePEc:ann:wpaper:7/2017.

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2018BRICS EXPORT PERFORMANCE: AN ARDL BOUNDS TESTING EMPIRICAL INVESTIGATION. (2018). Vieira, Flavio Vilela ; da Silva, Cleomar Gomes. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:101.

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2018ECONOMIC DEVELOPMENT AND INFLATION: A THEORETICAL AND EMPIRICAL ANALYSIS. (2018). de Carvalho, Andre Roncaglia ; - ANDRe M. MARQUES, . In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:41.

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2018FISCAL CREDIBILITY AND CENTRAL BANK CREDIBILITY: HOW DO WE BUILD THEM? EMPIRICAL EVIDENCE FROM BRAZIL. (2018). Nicolay, Rodolfo ; Montes, Gabriel ; de Oliveira, Ana Jordania. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:43.

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2018FISCAL CREDIBILITY AS NOMINAL ANCHOR: THE BRAZILIAN EXPERIENCE. (2018). de Mendonça, Helder ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira ; da Silva, Roseli. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:66.

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2018Analyzing the Savings-Investment Trend in a Panel of G-7 Countries. (2018). Mansoor, Abdul ; Saeed, Romana ; Sultana, Baserat. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2018:p:147-154.

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2018Impact of Population, GDP and Energy Consumption on Carbon Emissions: Evidence from Pakistan Using an Analytic Tool IPAT. (2018). Mansoor, Abdul ; Sultana, Baserat. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2018:p:183-190.

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2019An Empirical Examination on Trade Openness and Economic Growth Nexus in Africa. (2019). Mbogela, Cosmas S. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2019:p:1-15.

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2018“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201801.

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2018Institutions and Financial Development in African Countries: An Empirical Analysis. (2018). Yao, Sraphin Prao ; Eugne, Kamalan. In: Business, Management and Economics Research. RePEc:arp:bmerar:2018:p:43-50.

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2018Bank Capital and Credit Supply in Ivory Coast: Evidence from an ARDLBounds Testing Approach. (2018). Seraphin, Prao Yao ; Eugne, Kamalan. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2018:p:99-106.

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2018Impacts of R&D Expenditures on High Technology Product Exports in BRICST Countries. (2018). Sezer, Sevgi. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:165-175.

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2018The Impact of the Logistic Sector on Competitiveness in the Presence of Structural Breaks: A Study on Turkey. (2018). Keser, Hilal Yldrr ; Eryiit, Kadir Y. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:246-256.

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2018Individual and Time Effects in Nonlinear Panel Models with Large N, T. (2018). Weidner, Martin ; Fernandez-Val, Ivan. In: Papers. RePEc:arx:papers:1311.7065.

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2018Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia. (2018). Fan, Jianqing ; Liao, Yuan ; Ke, Yuan. In: Papers. RePEc:arx:papers:1603.07041.

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2017Political elections and uncertainty -Are BRICS markets equally exposed to Trumps agenda?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1701.02182.

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2019A Justification of Conditional Confidence Intervals. (2017). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric. In: Papers. RePEc:arx:papers:1710.00643.

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2018Large deviations for risk measures in finite mixture models. (2018). Bignozzi, Valeria ; Petrella, Lea ; Macci, Claudio. In: Papers. RePEc:arx:papers:1710.03252.

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2018Matrix Completion Methods for Causal Panel Data Models. (2018). Athey, Susan ; Khosravi, Khashayar ; Imbens, Guido ; Doudchenko, Nikolay ; Bayati, Mohsen. In: Papers. RePEc:arx:papers:1710.10251.

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2019Forecasting dynamic return distributions based on ordered binary choice. (2019). Baruník, Jozef ; Anatolyev, Stanislav. In: Papers. RePEc:arx:papers:1711.05681.

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2018An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls. (2018). Wüthrich, Kaspar ; Chernozhukov, Victor ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1712.09089.

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2018Heterogeneous structural breaks in panel data models. (2018). Okui, Ryo ; Wang, Wendun. In: Papers. RePEc:arx:papers:1801.04672.

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2019Kernel Estimation for Panel Data with Heterogeneous Dynamics. (2019). Okui, Ryo ; Yanagi, Takahide. In: Papers. RePEc:arx:papers:1802.08825.

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2018Testing a Goodwin model with general capital accumulation rate. (2018). Grasselli, Matheus R ; Maheshwari, Aditya. In: Papers. RePEc:arx:papers:1803.01536.

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2018Large-Scale Dynamic Predictive Regressions. (2018). Bianchi, Daniele ; McAlinn, Kenichiro. In: Papers. RePEc:arx:papers:1803.06738.

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2019Panel Data Analysis with Heterogeneous Dynamics. (2019). Okui, Ryo ; Yanagi, Takahide. In: Papers. RePEc:arx:papers:1803.09452.

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2018Dealing with cross-country heterogeneity in panel VARs using finite mixture models. (2018). Huber, Florian. In: Papers. RePEc:arx:papers:1804.01554.

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2018Econophysics Beyond General Equilibrium: the Business Cycle Model. (2018). Olkhov, Victor. In: Papers. RePEc:arx:papers:1804.04721.

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2018Aide et Croissance dans les pays de lUnion Economique et Mon{\e}taire Ouest Africaine (UEMOA) : retour sur une relation controvers{\e}e. (2018). Bayale, Nimonka. In: Papers. RePEc:arx:papers:1805.00435.

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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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2018Tests of Policy Interventions in DSGE Models.(2018) In: Oxford Bulletin of Economics and Statistics.
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2017Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors In: BCAM Working Papers.
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2017Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors.(2017) In: CESifo Working Paper Series.
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2014Tests of Policy Ineffectiveness in Macroeconometrics In: Birkbeck Working Papers in Economics and Finance.
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2014Tests of Policy Ineffectiveness in Macroeconometrics.(2014) In: Cambridge Working Papers in Economics.
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2014Tests of Policy Ineffectiveness in Macroeconometrics.(2014) In: CESifo Working Paper Series.
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2014Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing In: Birkbeck Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper32
2012Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing.(2012) In: CESifo Working Paper Series.
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2016Counterfactual analysis in macroeconometrics: An empirical investigation into the effects of quantitative easing.(2016) In: Research in Economics.
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2012Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing.(2012) In: IZA Discussion Papers.
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2012Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing.(2012) In: Working Paper series.
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2012China’s Emergence in the World Economy and Business Cycles in Latin America In: Staff Working Papers.
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2011China’s Emergence in the World Economy and Business Cycles in Latin America.(2011) In: Cambridge Working Papers in Economics.
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2012Chinas Emergence in the World Economy and Business Cycles in Latin America.(2012) In: Economía Journal.
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2011Chinas Emergence in the World Economy and Business Cycles in Latin America.(2011) In: IDB Publications (Working Papers).
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2011China’s Emergence in the World Economy and Business Cycles in Latin America.(2011) In: Research Department Publications.
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2011Chinas Emergence in the World Economy and Business Cycles in Latin America.(2011) In: IZA Discussion Papers.
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2013Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults In: Staff Working Papers.
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2000Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration In: Working Papers.
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2000Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration.(2000) In: Cambridge Working Papers in Economics.
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2000Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration.(2000) In: CESifo Working Paper Series.
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2005ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION.(2005) In: Econometric Theory.
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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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2009Testing Dependence Among Serially Correlated Multicategory Variables In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article88
2006Testing Dependence Among Serially Correlated Multi-category Variables.(2006) In: Cambridge Working Papers in Economics.
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2006Testing Dependence among Serially Correlated Multi-category Variables.(2006) In: CESifo Working Paper Series.
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2006Testing Dependence among Serially Correlated Multi-Category Variables.(2006) In: IZA Discussion Papers.
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2003Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article32
1992A Simple Nonparametric Test of Predictive Performance. In: Journal of Business & Economic Statistics.
[Citation analysis]		article296
1990A SIMPLE, NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE..(1990) In: Cambridge Working Papers in Economics.
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1990A SIMPLE NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE..(1990) In: California Los Angeles - Applied Econometrics.
[Citation analysis]
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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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1999Analysis of Exchange-Rate Target Zones Using a Limited-Dependent Rational-Expectations Model with Jumps. In: Journal of Business & Economic Statistics.
[Citation analysis]		article9
2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article392
2001Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model.(2001) In: Cambridge Working Papers in Economics.
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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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2003Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model.(2003) In: EcoMod2003.
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2002Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model.(2002) In: Center for Financial Institutions Working Papers.
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2004Rejoinder In: Journal of Business & Economic Statistics.
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2011Forecast Combination Across Estimation Windows In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article45
2011Forecast Combination Across Estimation Windows.(2011) In: Journal of Business & Economic Statistics.
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2011Lumpy Price Adjustments: A Microeconometric Analysis In: Journal of Business & Economic Statistics.
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2007Lumpy Price Adjustments: A Microeconometric Analysis..(2007) In: Working papers.
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2007Lumpy Price Adjustments, A Microeconometric Analysis.(2007) In: Cambridge Working Papers in Economics.
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2007Lumpy Price Adjustments: A Microeconometric Analysis.(2007) In: CESifo Working Paper Series.
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2007Lumpy Price Adjustments: A Microeconometric Analysis.(2007) In: IZA Discussion Papers.
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2006Lumpy price adjustments : a microeconometric analysis.(2006) In: Working Paper Research.
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2011Lumpy Price Adjustments: A Microeconometric Analysis.(2011) In: Journal of Business & Economic Statistics.
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1984Macroeconomic Policy in an Oil-exporting Economy with Foreign Exchange Controls. In: Economica.
[Full Text][Citation analysis]		article0
1988The Role of Theory in Applied Econometrics. In: The Economic Record.
[Citation analysis]		article1
1998Structural Analysis of Cointegrating VARs In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article146
1998 Structural Analysis of Cointegrating VARs..(1998) In: Journal of Economic Surveys.
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1998Structural Analysis of Cointegrating VARs.(1998) In: Cambridge Working Papers in Economics.
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2016THEORY AND PRACTICE OF GVAR MODELLING In: Journal of Economic Surveys.
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2014Theory and Practice of GVAR Modeling.(2014) In: Cambridge Working Papers in Economics.
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2014Theory and Practice of GVAR Modeling.(2014) In: CESifo Working Paper Series.
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2014Theory and practice of GVAR modeling.(2014) In: Globalization Institute Working Papers.
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1995 Predictability of Stock Returns: Robustness and Economic Significance. In: Journal of Finance.
[Full Text][Citation analysis]		article300
1985Testing for Structural Stability and Predictive Failure: A Review. In: The Manchester School of Economic & Social Studies.
[Citation analysis]		article15
2006MACROECONOMETRIC MODELLING WITH A GLOBAL PERSPECTIVE In: Manchester School.
[Full Text][Citation analysis]		article71
2006Macroeconometric Modelling with a Global Perspective.(2006) In: Cambridge Working Papers in Economics.
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2006Macroeconometric Modelling with a Global Perspective.(2006) In: CESifo Working Paper Series.
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2006Macroeconometric Modelling with a Global Perspective.(2006) In: IEPR Working Papers.
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2011BEYOND THE DSGE STRAITJACKET-super-1 In: Manchester School.
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1999 Diagnostics for IV Regressions. In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article42
1997Diagnostics for IV Regressions.(1997) In: Cambridge Working Papers in Economics.
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2005The Cost Effectiveness of the UKs Sovereign Debt Portfolio In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article1
2012Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article9
2014Constructing Multi-Country Rational Expectations Models In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article9
2018To Pool or Not to Pool: Revisited In: Oxford Bulletin of Economics and Statistics.
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2015To Pool or not to Pool: Revisited.(2015) In: CESifo Working Paper Series.
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2017To Pool or not to Pool: Revisited.(2017) In: Departmental Working Papers.
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2018Uncertainty and economic activity: a multi-country perspective In: Bank of England working papers.
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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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2018Uncertainty and Economic Activity: A Multi-Country Perspective.(2018) In: NBER Working Papers.
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2000Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy In: Cambridge Working Papers in Economics.
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2000Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy.(2000) In: CESifo Working Paper Series.
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2002Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy.(2002) In: Royal Economic Society Annual Conference 2002.
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2000The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach In: Cambridge Working Papers in Economics.
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2000The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach.(2000) In: CESifo Working Paper Series.
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2003Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence In: Cambridge Working Papers in Economics.
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2003Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence.(2003) In: CESifo Working Paper Series.
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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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2003How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?.(2003) In: CESifo Working Paper Series.
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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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2003Macroeconomic Dynamics and Credit Risk: A Global Perspective In: Cambridge Working Papers in Economics.
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2003Macroeconomic Dynamics and Credit Risk: A Global Perspective.(2003) In: CESifo Working Paper Series.
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2006Macroeconomic Dynamics and Credit Risk: A Global Perspective.(2006) In: Journal of Money, Credit and Banking.
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Macroeconomic Dynamics and Credit Risk: A Global Perspective.() In: Center for Financial Institutions Working Papers.
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2003Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks In: Cambridge Working Papers in Economics.
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2003Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks.(2003) In: CESifo Working Paper Series.
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2004Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks.(2004) In: CEPR Discussion Papers.
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2005Small sample properties of forecasts from autoregressive models under structural breaks.(2005) In: Journal of Econometrics.
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2003Scope for Cost Minimization in Public Debt Management: the Case of the UK In: Cambridge Working Papers in Economics.
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2003A Simple Panel Unit Root Test in the Presence of Cross Section Dependence In: Cambridge Working Papers in Economics.
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2007A simple panel unit root test in the presence of cross-section dependence.(2007) In: Journal of Applied Econometrics.
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2003On The Panel Unit Root Tests Using Nonlinear Instrumental Variables In: Cambridge Working Papers in Economics.
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2004Econometric Issues in the Analysis of Contagion In: Cambridge Working Papers in Economics.
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2004Econometric Issues in the Analysis of Contagion.(2004) In: CESifo Working Paper Series.
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2004Econometric Issues in the Analysis of Contagion.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2004.
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2007Econometric issues in the analysis of contagion.(2007) In: Journal of Economic Dynamics and Control.
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2004‘Real Time Econometrics’ In: Cambridge Working Papers in Economics.
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2004Real Time Econometrics.(2004) In: CESifo Working Paper Series.
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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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2004Forecasting Time Series Subject to Multiple Structural Breaks.(2004) In: CESifo Working Paper Series.
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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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2004Random Coefficient Panel Data Models.(2004) In: CESifo Working Paper Series.
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2004Random Coefficient Panel Data Models.(2004) In: IZA Discussion Papers.
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2004Random Coefficient Panel Data Models.(2004) In: IEPR Working Papers.
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2004‘General Diagnostic Tests for Cross Section Dependence in Panels’ In: Cambridge Working Papers in Economics.
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2004General Diagnostic Tests for Cross Section Dependence in Panels.(2004) In: CESifo Working Paper Series.
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2004General Diagnostic Tests for Cross Section Dependence in Panels.(2004) In: IZA Discussion Papers.
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2004A Pair-wise Approach to Testing for Output and Growth Convergence In: Cambridge Working Papers in Economics.
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2004A Pair-Wise Approach to Testing for Output and Growth Convergence.(2004) In: CESifo Working Paper Series.
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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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2005Testing Slope Homogeneity in Large Panels.(2005) In: CESifo Working Paper Series.
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2008Testing slope homogeneity in large panels.(2008) In: Journal of Econometrics.
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2005Testing Slope Homogeneity in Large Panels.(2005) In: IEPR Working Papers.
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2005Exploring the International Linkages of the Euro Area: a Global VAR Analysis In: Cambridge Working Papers in Economics.
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2005Exploring the International Linkages of the Euro Area: a Global VAR Analysis.(2005) In: CESifo Working Paper Series.
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2005Exploring the international linkages of the euro area: a global VAR analysis.(2005) In: Working Paper Series.
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2007Exploring the international linkages of the euro area: a global VAR analysis.(2007) In: Journal of Applied Econometrics.
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2006Exploring the International Linkages of the Euro Area: a Global VAR Analysis.(2006) In: Computing in Economics and Finance 2006.
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2004Exploring the International Linkages of the Euro Area: A Global VAR Analysis.(2004) In: IEPR Working Papers.
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2005Scope for Credit Risk Diversification In: Cambridge Working Papers in Economics.
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2005Scope for Credit Risk Diversification.(2005) In: IEPR 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 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: CESifo Working Paper Series.
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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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2005What if the UK had Joined the Euro in 1999? An Empirical Evaluation Using a Global VAR.(2005) In: CESifo Working Paper Series.
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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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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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2005Unit Roots and Cointegration in Panels.(2005) In: CESifo Working Paper Series.
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2005Unit Roots and Cointegration in Panels.(2005) In: IEPR Working Papers.
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2007Assessing forecast uncertainties in a VECX* model for Switzerland: an exercise in forecast combination across models and observation windows In: Cambridge Working Papers in Economics.
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