M Hashem Pesaran : Citation Profile

Are you M Hashem Pesaran?

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

63

H index

158

i10 index

31928

Citations

RESEARCH PRODUCTION:

180

Articles

465

Papers

3

Books

5

Chapters

EDITOR:

4

Books edited

2

Series edited

RESEARCH ACTIVITY:

   47 years (1973 - 2020). See details.
   Cites by year: 679
   Journals where M Hashem Pesaran has often published
   Relations with other researchers
   Recent citing documents: 2027.    Total self citations: 351 (1.09 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppe34
   Updated: 2021-03-01    RAS profile: 2021-01-29    
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Relations with other researchers

Works with:

Chudik, Alexander (33)

Mohaddes, Kamiar (28)

Rebucci, Alessandro (14)

Bailey, Natalia (10)

Kahn, Matthew (7)

Yang, Jui-Chung (7)

Smith, Ronald (7)

Yang, Cynthia Fan (5)

Cesa-Bianchi, Ambrogio (4)

Raissi, Mehdi (3)

Zhou, Qiankun (3)

Yamagata, Takashi (2)

Kapetanios, George (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:

Shahbaz, Muhammad (447)

Mohaddes, Kamiar (406)

GUPTA, RANGAN (279)

Raissi, Mehdi (239)

Bahmani-Oskooee, Mohsen (208)

Asongu, Simplice (200)

Chudik, Alexander (187)

Apergis, Nicholas (182)

Eberhardt, Markus (181)

Herzer, Dierk (164)

Rault, Christophe (164)

Cites to:

Smith, Ronald (86)

Chudik, Alexander (73)

Timmermann, Allan (65)

shin, yongcheol (65)

Smith, L. Vanessa (60)

Phillips, Peter (56)

Tosetti, Elisa (52)

Dees, Stephane (52)

Reichlin, Lucrezia (44)

Bai, Jushan (44)

Watson, Mark (41)

Main data

Where M Hashem Pesaran has published?

Journals with more than one article published# docs
Journal of Econometrics32
Journal of Applied Econometrics23
Economic Journal14
Journal of Applied Econometrics11
Economics Letters9
Journal of Economic Dynamics and Control7
Econometric Reviews7
Journal of Business & Economic Statistics7
Oxford Bulletin of Economics and Statistics6
Econometrica5
Economic Modelling4
Journal of Business & Economic Statistics4
Econometric Theory4
International Journal of Forecasting4
The Review of Economics and Statistics3
Journal of Empirical Finance3
Energy Economics2
Econometrics Journal2
Journal of Money, Credit and Banking2
International Economic Review2
Journal of the American Statistical Association2
Sankhya B: The Indian Journal of Statistics2
Journal of Economic Surveys2
Manchester School2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo104
IZA Discussion Papers / Institute of Labor Economics (IZA)33
Globalization Institute Working Papers / Federal Reserve Bank of Dallas20
IEPR Working Papers / Institute of Economic Policy Research (IEPR)12
Working Papers / Economic Research Forum10
Edinburgh School of Economics Discussion Paper Series / Edinburgh School of Economics, University of Edinburgh9
Working Paper Series / European Central Bank7
IMF Working Papers / International Monetary Fund3
Staff Working Papers / Bank of Canada2
IDB Publications (Working Papers) / Inter-American Development Bank2
Working Paper series / Rimini Centre for Economic Analysis2
Post-Print / HAL2
Working Papers / Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge2
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank2
Computing in Economics and Finance 2006 / Society for Computational Economics2
Money Macro and Finance (MMF) Research Group Conference 2004 / Money Macro and Finance Research Group2
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics2
Money Macro and Finance (MMF) Research Group Conference 2005 / Money Macro and Finance Research Group2

Recent works citing M Hashem Pesaran (2021 and 2020)

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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2020Uncertainty and Monetary Policy during Extreme Events. (2020). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2020-11.

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2020The Impact of Pessimistic Expectations on the Effects of COVID-19-Induced Uncertainty in the Euro Area. (2020). Zullig, Gabriel ; Ravenna, Federico ; Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2020-12.

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2020Predicting bond return predictability. (2020). Thyrsgaard, Martin ; Kjar, Mads M ; Eriksen, Jonas N ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-09.

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2020Air pollution and mobility in the Mexico City Metropolitan Area, what drives the COVID-19 death toll?. (2020). Vera-Valdes, Eduardo J ; Rodriguez-Caballero, Carlos Vladimir. In: CREATES Research Papers. RePEc:aah:create:2020-15.

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2020Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings. (2020). Mikkelsen, Jakob ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars. In: CREATES Research Papers. RePEc:aah:create:2020-19.

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2020Performance of Agriculture Sector in Foreign Trade of Pakistan. (2020). Shah, Said Zamin ; Mustafa, Ghulam ; Ali, Gulzar. In: Global Economics Review. RePEc:aaw:journl:v:5:y:2020:i:1:p:12-23.

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2020Inflation, Globalization and Interest Rate Nexus to Curb Price volatility: An Empirical Cross-Country Analysis. (2020). Liaqat, Saima ; Ahmad, Hafiz Khalil ; Shahid, Arshi. In: Global Economics Review. RePEc:aaw:journl:v:5:y:2020:i:1:p:153-165.

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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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2020Electricity Consumption, Urbanization and Economic Growth in Nigeria: New Insights from Combined Cointegration amidst Structural Breaks. (2020). Bekun, Festus ; Nathaniel, Solomon P. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/013.

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2020Governance and the Capital Flight Trap in Africa. (2020). Asongu, Simplice ; Nnanna, Joseph. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/024.

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2020Macroeconomic determinants of Household Consumption in selected West African Countries. (2020). Nwachukwu, Tochukwu ; Iheonu, Chimere O. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/031.

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2020The Long Run Stability of Money in the Proposed East African Monetary Union. (2020). Asongu, Simplice ; Biekpe, Nicholas ; Folarin, Oludele E. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/034.

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

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2020The Openness Hypothesis in the Context of Economic Development in Sub-Saharan Africa: The Moderating Role of Trade Dynamics on FDI. (2020). Asongu, Simplice ; Acha-Anyi, Paul N ; Nnanna, Joseph. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/056.

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2020Finance, Institutions and Private Investment in Africa. (2020). Tchamyou, Vanessa ; Asongu, Simplice ; Nnanna, Joseph. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/080.

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2020Engendering Macroeconomic Policy for Gender Equality in sub-Saharan Africa. (2020). Soyemi, Caleb O ; Ayomide, Ogunade O ; Adekunle, Ibrahim A ; Kalejaiye, Toluwani G ; Ogede, Sina J. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/095.

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2020Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus. (2020). Kim, Hyeongwoo ; Jia, Bijie. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2020-05.

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2020U.S. Presidential Election Polls and the Economic Prospects of China and Mexico. (2020). Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2020-08.

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2020Internal migration and the spread of Covid-19. (2020). Valsecchi, Michele ; Durante, Ruben. In: Working Papers. RePEc:abo:neswpt:w0276.

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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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2020Modelling Asymmetric Relationship between Exports and Growth in a Developing Economy: Evidence from Namibia. (2020). Eita, Joel ; Mosikari, Teboho Jeremiah. In: Economic Development and Well-being Research Group Working Paper Series. RePEc:ady:wpaper:edwrg-02-2020.

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2020Model Averaging and Its Use in Economics. (2020). , Mark. In: Journal of Economic Literature. RePEc:aea:jeclit:v:58:y:2020:i:3:p:644-719.

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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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2020The Openness Hypothesis in the Context of Economic Development in Sub-Saharan Africa: The Moderating Role of Trade Dynamics on FDI. (2020). Asongu, Simplice ; Acha-Anyi, Paul N ; Nnanna, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/056.

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2020Finance, Institutions and Private Investment in Africa. (2020). Tchamyou, Vanessa ; Asongu, Simplice ; Nnanna, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/080.

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2020Engendering Macroeconomic Policy for Gender Equality in sub-Saharan Africa. (2020). Kalejaiye, Toluwani G ; Adekunle, Ibrahim A ; Soyemi, Caleb O ; Ogede, Sina J ; Ayomide, Ogunade O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/095.

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2021Does Economic Growth, International Trade and Urbanization uphold Environmental Sustainability in sub-Saharan Africa? Insights from Quantile and Causality Procedures. (2021). Nathaniel, Solomon Prince ; Odo, Obinna K ; Anyanwu, Ogochukwu C ; Iheonu, Chimere O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/003.

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2020Do export, financial development, and institutions affect FDI outflows? Insights from Asian developing countries. (2020). Mishra, Bikash Ranjan ; Tripathy, Prajukta ; Behera, Pragyanrani. 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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2020Not a long ago, the agriculture sector was the main pillar of any economy in the world. It not only provides food production, but it participates to the expansion of the economic growth as well. In th. (2020). Sari Hassoun, Salaheddine ; Sebbane, Asma Hadjira ; Adda, Khayereddine Salim ; Sahed, Abdelkader . In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:301-324.

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2020The effect of external debt on long run economic growth in developing economies: Evidence from heterogeneous panel data models with cross sectional dependency. (2020). Benli, Muhammed. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(624):y:2020:i:3(624):p:127-138.

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2020Financial development and income inequality: An empirical analysis on the emerging market economies. (2020). Ozcan, Gunay. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(624):y:2020:i:3(624):p:85-96.

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2020Fossil fuel consumption, economic growth and CO2 emissions. Causality evinced from the BRICS world. (2020). Kaur, Baljit ; Arora, Rochna. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(625):y:2020:i:4(625):p:131-142.

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2020Income-dependent impacts of financial development and human capital on economic growth. A non-stationary panel analysis. (2020). Valipour, A S ; Mohaghegh, Mohsen. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(625):y:2020:i:4(625):p:263-274.

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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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2020Modeling Spatial Price Linkages Using a Threshold SDE Model. (2020). Goodwin, Barry K ; Meng, Shu. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304443.

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2020Interest Rate and its Threshold Effect on Private Investment: Evidence from Ghana. (2020). Kamasa, Kofi ; Afful, Solomon Luther. In: African Journal of Economic Review. RePEc:ags:afjecr:304712.

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2020Determinants of Economic Growth in ECOWAS Countries: An Empirical Investigation. (2020). Sissoko, Yaya ; Sloboda, Brian W. In: African Journal of Economic Review. RePEc:ags:afjecr:304715.

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2020Modelling Household Electricity Consumption and Living Standard in Nigeria. (2020). Ajufo, Ikechukwu H ; Madichie, Chekwube V ; Maduka, Anne C. In: African Journal of Economic Review. RePEc:ags:afjecr:304720.

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2020Exchange Rate Volatility and Domestic Investment: Evidence from Twelve ECOWAS Countries. (2020). Akinlo, Anthony ; Onatunji, Olufemi G. In: African Journal of Economic Review. RePEc:ags:afjecr:304721.

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2021The Impact of Export Promotion Schemes on Agricultural Growth in Nigeria. (2021). Okunlola, Olalekan ; Akinlo, Enisan A. In: African Journal of Economic Review. RePEc:ags:afjecr:308766.

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2021Globalization and Environmental Pollution in Sub-Saharan Africa. (2021). Bataka, Hodabalo. In: African Journal of Economic Review. RePEc:ags:afjecr:308772.

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2020The Impact of Inward Remittances on Economic Growth in Ghana. (2020). Adjei, Thomas Kwame ; Awuni, Prosper Ayinbilla ; Oteng-Abayie, Eric. In: African Journal of Economic Review. RePEc:ags:afjecr:308775.

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2020The Impact of Energy Consumption and Agricultural Production on Carbon Dioxide Emissions in Portugal. (2020). Balogh, Jeremias Mate ; Leito, Nuno Carlos. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:303934.

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2020The dynamic impact of international agricultural commodity price fluctuation on Chinese agricultural commodity prices. (2020). Liu, Yongfu ; Zhang, Xiaoyu. In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:307214.

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2020Agricultural Credit and Agricultural Productivity in Bangladesh: An Econometric Approach. (2020). Islam, Mohammad Mohidul. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:305327.

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2020INCOME CONVERGENCE IN THE AGRICULTURAL SECTOR IN THE CONTEXT OF THE EUROPEAN UNION’S COMMON AGRICULTURAL POLICY. (2020). Kryszak, Ukasz. In: Roczniki (Annals). RePEc:ags:paaero:308226.

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2020The Impact of the Real Effective Exchange Rate on Poland’s Food and Live Animal Exports. (2020). Parliska, Agnieszka ; Tokta, Yilmaz. In: Problems of World Agriculture / Problemy Rolnictwa ?wiatowego. RePEc:ags:polpwa:308625.

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2020Indian Farm Wages: Trends, growth drivers and linkages with food prices. (2020). Gulati, Ashok ; Saini, Shweta ; Kornher, Lukas ; von Braun, Joachim. In: Discussion Papers. RePEc:ags:ubzefd:307268.

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2020The spatial extent of network externalities in international migration. (2020). Licari, Francesca ; Basile, Roberto. In: Working Papers. RePEc:ahy:wpaper:wp2.

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2020The Dynamic Effects of Terrorism on Tourism: A Bound Testing Co-Integration Approach. (2020). MALIK, Zilakat Khan ; Shah, Jamil ; Hayat, Umar. In: IBT Journal of Business Studies (JBS). RePEc:aib:ibtjbs:v:16:y:2020:i:1:p:16-4.

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2020The Dynamic Effects of Terrorism on Tourism: A Bound Testing Co-Integration Approach. (2020). MALIK, Zilakat Khan ; Shah, Jamil ; Hayat, Umar. In: IBT Journal of Business Studies (JBS). RePEc:aib:ibtjbs:v:16:y:2020:i:1:p:44-57.

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2020Impacts of Inflation and Exchange Rate on Foreign Direct Investment in Bangladesh. (2020). Mostafa, Muhammad Mahmud. In: International Journal of Science and Business. RePEc:aif:journl:v:4:y:2020:i:11:p:53-69.

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2020Analyzing Economic Growth and Its impact on Poverty Reduction in Africa. (2020). Michael, Appiah ; Wen, Xuezhou ; Korankye, Benjamin ; Baah-Nketiah, Easmond. In: International Journal of Science and Business. RePEc:aif:journl:v:4:y:2020:i:12:p:93-105.

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2021Is Climate change Responsible for Farmers-Herders Clashes in Nigeria?. (2021). Ofierohor, Oghale Blessing ; Denwi, Joseph Osaro. In: International Journal of Science and Business. RePEc:aif:journl:v:5:y:2021:i:1:p:97-104.

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2020Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis. (2020). Hasse, Jean-Baptiste ; Lajaunie, Quentin. In: AMSE Working Papers. RePEc:aim:wpaimx:2013.

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2021The Exchange Rate Insulation Puzzle. (2021). Müller, Gernot ; Corsetti, Giancarlo ; Kuester, Keith ; Schmidt, Sebastian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:060.

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2020THE IMPACT OF FDI AND EXCHANGE RATE ON GDP IN MENA COUNTRIES : EVIDENCE FROM THE PANEL APPROACH. (2020). Djaballah, Mustapha. In: Review of Socio - Economic Perspectives. RePEc:aly:journl:202073.

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2020Does Monetary Policy and Foreign Direct Investment Have an Influence on the Performance of Stock Market: Further Empirical Evidence from Ghana. (2020). Buabeng, Emmanuel ; Adabor, Opoku. In: Economics Literature. RePEc:ana:elitjr:v:2:y:2020:i:2:p:161-176.

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2020Are Macroprudential Policies Effective Tools to Reduce Credit Growth in Emerging Markets?. (2020). Unalmis, Ibrahim ; Ozen, Etkin ; Erdem, Fatma Pinar. In: World Journal of Applied Economics. RePEc:ana:journl:v:6:y:2020:i:1:p:73-89.

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2020Is Tourism a Key Factor for Economic Growth? Fresh Evidence from South Europe Using Panel Cointegration and PVAR Analyses. (2020). Kostakis, Ioannis. In: World Journal of Applied Economics. RePEc:ana:journl:v:6:y:2020:i:2:p:123-138.

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2020The Effect of Foreign Trade on Innovation: The Case of Brics-T Countries. (2020). Gur, Betul . In: EconWorld Working Papers. RePEc:ana:wpaper:20003.

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2020The Impact Population Growth on Disaggregate Energy Generation Source from (Hydro Power, Natural Gas, Oil and Coal Source) in Nigeria. (2020). Yusuf, Ayatu ; Bala, Umar ; Maijama, Rabiu. In: Asian Bulletin of Energy Economics and Technology. RePEc:aoj:abeeat:2018:p:1-8.

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2020Nexus between Foreign Remittances and Economic Growth in Nigeria: Role of the Financial Sector. (2020). Adeniyi, Oluwatosin ; Adekunle, Wasiu ; Garba, Kassey P. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2020:p:15-24.

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2020Energy Consumption, Economic Growth, and Environmental Degradation in OECD Countries. (2020). Kim, Dongkyun. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2020:p:242-250.

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2020Development Aid and Human Capital Development in Nigeria: A Sector Level-Analysis. (2020). Awode, Segun Subair ; Olanrele, Iyabo Adeola. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2020:p:25-35.

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2020Dynamic Effect of Public Expenditure on Oil Producing Economy: An Empirical Evidence from Nigeria. (2020). Olanrele, Iyabo A. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2020:p:64-73.

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2020Financial Development and Monetary Transmission Mechanism in Nigeria (1986-2017). (2020). Akinbobola, Temidayo ; Oyadeyi, Olajide. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2020:p:74-90.

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2020Impact of Financial Inclusion on Inclusive Growth: An Empirical Study of Nigeria. (2020). Afolabi, Joseph Olarewaju. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2020:p:8-14.

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2020Socio-Economic Implication of Political and Economic Participation of Women in Nigeria. (2020). Umar, Faruq. In: Economy. RePEc:aoj:econom:2020:p:1-10.

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2020Foreign Aid and Economic Growth: Empirical Evidence from Nigeria. (2020). , Bartholomew ; Duru, Innocent U ; Ebenyi, Gabriel O ; Eze, Millicent Adanne. In: Growth. RePEc:aoj:growth:2020:p:35-50.

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2020Assessing the Stability of Money Demand Function in Saudi Arabia. (2020). Al Rasasi, Moayad. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2020:p:22-28.

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2020Matrix 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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2020An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls. (2019). Wüthrich, Kaspar ; Chernozhukov, Victor ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1712.09089.

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2021Dealing 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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2020Limit Theorems for Factor Models. (2018). Anatolyev, Stanislav ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:1807.06338.

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2021The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation. (2018). Reese, Simon ; Juodis, Arturas. In: Papers. RePEc:arx:papers:1810.03715.

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2020Asymmetric Connectedness of Fears in the U.S. Financial Sector. (2018). Baruník, Jozef ; Tunaru, Radu ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:1810.12022.

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2020Practical and robust $t$-test based inference for synthetic control and related methods. (2019). Wüthrich, Kaspar ; Chernozhukov, Victor ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1812.10820.

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2020Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure. (2019). Smeekes, Stephan ; Margaritella, Luca ; Hecq, Alain. In: Papers. RePEc:arx:papers:1902.10991.

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2020A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2020Shrinkage Estimation of Network Spillovers with Factor Structured Errors. (2019). Martellosio, Federico ; Higgins, Ayden. In: Papers. RePEc:arx:papers:1909.02823.

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2020Model Specification Test with Unlabeled Data: Approach from Covariate Shift. (2019). Kawarazaki, Hikaru ; Kato, Masahiro. In: Papers. RePEc:arx:papers:1911.00688.

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2020Quantile Factor Models. (2019). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang. In: Papers. RePEc:arx:papers:1911.02173.

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2020Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy. (2019). Pfarrhofer, Michael ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:1911.06206.

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2020Dependence-Robust Inference Using Resampled Statistics. (2020). Leung, Michael P. In: Papers. RePEc:arx:papers:2002.02097.

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2020The Dimension of the Set of Causal Solutions of Linear Multivariate Rational Expectations Models. (2020). Funovits, Bernd. In: Papers. RePEc:arx:papers:2002.04369.

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2021Time-varying neural network for stock return prediction. (2020). , Richard ; Azizi, Lamiae ; Chan, Jennifer ; Steven, . In: Papers. RePEc:arx:papers:2003.02515.

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2020Equal Predictive Ability Tests for Panel Data with an Application to OECD and IMF Forecasts. (2020). Yang, Zhenlin ; Urga, Giovanni ; Pirotte, Alain ; Akgun, Oguzhan. In: Papers. RePEc:arx:papers:2003.02803.

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2020Coronavirus and oil price crash. (2020). Albulescu, Claudiu. In: Papers. RePEc:arx:papers:2003.06184.

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2020A wavelet analysis of inter-dependence, contagion and long memory among global equity markets. (2020). Bhandari, Avishek. In: Papers. RePEc:arx:papers:2003.14110.

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2020Bank financial stability, bank valuation and international oil prices: Evidence from listed Russian public banks. (2020). Albulescu, Claudiu. In: Papers. RePEc:arx:papers:2004.12791.

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2020Dynamic Network Risk. (2020). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2006.04639.

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2020Hidden Markov Models Applied To Intraday Momentum Trading With Side Information. (2020). Turner, Richard ; Godsill, Simon ; Christensen, Hugh. In: Papers. RePEc:arx:papers:2006.08307.

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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.
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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]		article118
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]		article47
2001Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy.(2001) In: Edinburgh School of Economics Discussion Paper Series.
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1992A Simple Nonparametric Test of Predictive Performance. In: Journal of Business & Economic Statistics.
[Citation analysis]		article335
1990A SIMPLE, NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE..(1990) In: Cambridge Working Papers in Economics.
[Citation analysis]
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1990A SIMPLE NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE..(1990) In: California Los Angeles - Applied Econometrics.
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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]		article10
2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article466
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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2010Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model.(2010) 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]		article52
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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19884 The Role of Theory in Applied Econometrics In: The Economic Record.
[Full Text][Citation analysis]		article0
1998Structural Analysis of Cointegrating VARs In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article156
1998Structural Analysis of Cointegrating VARs.(1998) In: Cambridge Working Papers in Economics.
[Citation analysis]
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2016THEORY AND PRACTICE OF GVAR MODELLING In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article56
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]		article360
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.
[Full Text][Citation analysis]		article79
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.
[Full Text][Citation analysis]		article7
1999Diagnostics for IV Regressions In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article1
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]		article15
2014Constructing Multi-Country Rational Expectations Models In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article10
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.
[Full Text][Citation analysis]		paper85
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.
[Full Text][Citation analysis]		paper2032
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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2007Econometric issues in the analysis of contagion.(2007) In: Journal of Economic Dynamics and Control.
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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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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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