M Hashem Pesaran : Citation Profile

Are you M Hashem Pesaran?

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

73

H index

173

i10 index

43835

Citations

RESEARCH PRODUCTION:

193

Articles

493

Papers

3

Books

6

Chapters

EDITOR:

4

Books edited

2

Series edited

RESEARCH ACTIVITY:

   49 years (1973 - 2022). See details.
   Cites by year: 894
   Journals where M Hashem Pesaran has often published
   Relations with other researchers
   Recent citing documents: 4381.    Total self citations: 391 (0.88 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe34
   Updated: 2023-01-28    RAS profile: 2023-01-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Chudik, Alexander (37)

Mohaddes, Kamiar (27)

Rebucci, Alessandro (22)

Smith, Ronald (13)

Yang, Jui-Chung (12)

Kapetanios, George (10)

Bailey, Natalia (10)

Kahn, Matthew (8)

Yang, Cynthia Fan (7)

Cesa-Bianchi, Ambrogio (4)

Zhou, Qiankun (3)

Raissi, Mehdi (3)

Yamagata, Takashi (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 (571)

Mohaddes, Kamiar (437)

GUPTA, RANGAN (369)

Asongu, Simplice (323)

Bahmani-Oskooee, Mohsen (262)

Raissi, Mehdi (245)

Apergis, Nicholas (231)

Chudik, Alexander (224)

Rault, Christophe (213)

Eberhardt, Markus (212)

Afonso, Antonio (203)

Cites to:

Chudik, Alexander (110)

Smith, Ronald (98)

Timmermann, Allan (80)

shin, yongcheol (72)

Kapetanios, George (71)

Smith, L. Vanessa (67)

Tosetti, Elisa (67)

Phillips, Peter (66)

Mohaddes, Kamiar (63)

Bai, Jushan (59)

Dees, Stephane (59)

Main data

Where M Hashem Pesaran has published?

Journals with more than one article published# docs
Journal of Econometrics34
Journal of Applied Econometrics23
Journal of Applied Econometrics14
Economic Journal14
Economics Letters9
Econometric Reviews8
Journal of Economic Dynamics and Control7
Journal of Business & Economic Statistics7
Oxford Bulletin of Economics and Statistics6
International Journal of Forecasting5
Econometrica5
Economic Modelling4
Econometric Theory4
Journal of Business & Economic Statistics4
Energy Economics3
Journal of Empirical Finance3
The Review of Economics and Statistics3
Journal of International Money and Finance2
Manchester School2
Journal of Money, Credit and Banking2
Sankhya B: The Indian Journal of Statistics2
Journal of the American Statistical Association2
Journal of Economic Surveys2
Econometrics Journal2
Empirical Economics2
International Economic Review2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo115
IZA Discussion Papers / Institute of Labor Economics (IZA)33
Globalization Institute Working Papers / Federal Reserve Bank of Dallas24
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
CEPR Discussion Papers / C.E.P.R. Discussion Papers8
Working Paper Series / European Central Bank7
NBER Working Papers / National Bureau of Economic Research, Inc6
Papers / arXiv.org3
IMF Working Papers / International Monetary Fund3
Post-Print / HAL2
Money Macro and Finance (MMF) Research Group Conference 2004 / Money Macro and Finance Research Group2
Working Papers / Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge2
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics2
Staff Working Papers / Bank of Canada2
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank2
IDB Publications (Working Papers) / Inter-American Development Bank2
Computing in Economics and Finance 2006 / Society for Computational Economics2
Working Paper series / Rimini Centre for Economic Analysis2
Money Macro and Finance (MMF) Research Group Conference 2005 / Money Macro and Finance Research Group2

Recent works citing M Hashem Pesaran (2022 and 2021)

YearTitle of citing document
2021Inflation and Economic Growth in Kenya: An Empirical Examination. (2021). Odhiambo, Nicholas M ; Saungweme, Talknice. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:3:p:1-25.

Full description at Econpapers || Download paper

2021A Comparative Assessment of the Global Effects of US Monetary and Fiscal Policy Uncertainty Shocks. (2021). Salisu, Afees ; Aor, Raymond ; Okpe, Isah J. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:4:p:89-114.

Full description at Econpapers || Download paper

2021Uncertainty and Monetary Policy during the Great Recession. (2021). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2021-05.

Full description at Econpapers || Download paper

2021Why Does Risk Matter More in Recessions than in Expansions?. (2021). Caggiano, Giovanni ; Pellegrino, Giovanni ; Castelnuovo, Efrem ; Andreasen, Martin M. In: Economics Working Papers. RePEc:aah:aarhec:2021-12.

Full description at Econpapers || Download paper

2022Parametric Estimation of Long Memory in Factor Models. (2022). Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2022-10.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2021Determinants of Islamic Banks’ Profitability Using Panel Data Analysis and ANFIS Approaches in Saudi Arabia ?????? ????? ??????? ????????? ???????? ????? ???????? ?????????? ??????? ????????? ????????. (2021). Taylan, Osman ; Aktas, Metin. In: Journal of King Abdulaziz University: Islamic Economics. RePEc:abd:kauiea:v:34:y:2021:i:2:no:2:p:19-40.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021Education Enrollment Rate vs Employment Rate: Implications for Sustainable Human Capital Development in Nigeria. (2021). Asongu, Simplice ; Adejumo, Oluwabunmi. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/013.

Full description at Econpapers || Download paper

2021Governance and renewable energy consumption in sub-Saharan Africa. (2021). Asongu, Simplice ; Odhiambo, Nicholas M. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/030.

Full description at Econpapers || Download paper

2021Effect of Exchange Rate Volatility on Tax Revenue Performance in Sub-Saharan Africa. (2021). Ofori, Isaac Kwesi ; Obeng, Camara Kwasi ; Mwinlaaru, Peter Y. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/031.

Full description at Econpapers || Download paper

2021Financial Development, Human Capital Development and Climate Change in East and Southern Africa. (2021). Shobande, Olatunji ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/042.

Full description at Econpapers || Download paper

2021Population Dynamics and Environmental Quality in Africa. (2021). Asongu, Simplice ; Dimnwobi, Stephen K ; Madichie, Chekwube V ; Ekesiobi, Chukwunonso. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/047.

Full description at Econpapers || Download paper

2021Financial Integration and Growth Outcomes in Africa: Experience of the Trade Blocs. (2021). Odusanya, Ibrahim A ; Onanuga, Abayomi T ; Adekunle, Ibrahim A. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/052.

Full description at Econpapers || Download paper

2021On the Determinant of Financial Development in Africa: Geography, Institutions and Macroeconomic Policy Relevance. (2021). Folami, Rahmon A ; Williams, Tolulope O ; Yinusa, Olumuyiwa G ; Adekunle, Ibrahim A. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/054.

Full description at Econpapers || Download paper

2021The rise and fall of the energy-carbon Kuznets curve: Evidence from Africa. (2021). Shobande, Olatunji ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/069.

Full description at Econpapers || Download paper

2021The Synergy between Governance and Economic Integration in Promoting Female Economic Inclusion in Sub-Saharan Africa. (2021). Tchamyou, Vanessa ; Asongu, Simplice ; Ofori, Pamela E. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/071.

Full description at Econpapers || Download paper

2021Testing the Triple Deficit Hypothesis for Sub-Saharan Africa: Implications for the African Continental Free Trade Area. (2021). Asongu, Simplice ; Dimnwobi, Stephen K ; Ifebi, Ogonna ; Ekesiobi, Chukwunonso ; Okafor, Samson N. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/093.

Full description at Econpapers || Download paper

2021Interconnections between Governance and Socioeconomic Conditions: Understanding Sub-Saharan African Challenges. (2021). Asongu, Simplice ; Osinubi, Tolulope T ; Nzeribe, Geraldine E ; Fagbemi, Fisayo. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/099.

Full description at Econpapers || Download paper

2022West African Emerging Economies: Comparative Insights on Ghana’s and Nigeria’s Stock Market Development. (2022). Ajibike, John Oluwasegun ; Fagbemi, Fisayo. In: American Journal of Economics and Business Administration. RePEc:abk:jajeba:ajebasp.2022.55.67.

Full description at Econpapers || Download paper

2021Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus. (2021). Kim, Hyeongwoo ; Zhang, Shuwei ; Jia, Bijie. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2021-01.

Full description at Econpapers || Download paper

2021U.S. Presidential Election Polls and the Economic Prospects of China and Mexico. (2021). Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2021-02.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2021Factors Affecting Labor Productivity: An Empirical Evidence from Pakistan. (2021). Rabnawaz, Iqra ; Sheikh, Muhammad Fayyaz ; Sarwar, Ghulam ; GhulamSarwar, . In: Journal of Economic Impact. RePEc:adx:journl:v:3:y:2021:i:3:p:221-226.

Full description at Econpapers || Download paper

2022Military Spending and Inequality in South Africa: An ARDL Bounds Testing Approach to Cointegration. (2022). Zwane, Talent ; Udimal, Thomas ; Eita, Hinaunye ; Biyase, Mduduzi. In: Economics Working Papers. RePEc:ady:wpaper:edwrg-05-2022.

Full description at Econpapers || Download paper

2022REMITTANCES AND ECONOMIC GROWTH IN SOUTH AFRICA: APPLYING ARDL BOUNDS TESTING ANALYSIS IN THE PRESENCE OF STRUCTURAL BREAKS.. (2022). Udiman, Thomas ; Manguzvane, Mathias ; Biyase, Mduduzi. In: Economics Working Papers. RePEc:ady:wpaper:edwrg-07-2022.

Full description at Econpapers || Download paper

2022Asymmetric Effects of Monetary Policy in Regional Housing Markets. (2022). Anundsen, Andre K ; Aastveit, Knut Are. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:14:y:2022:i:4:p:499-529.

Full description at Econpapers || Download paper

2022Analysis of Non-tax Revenue: Evidence from the European Union. (2022). Bozatli, Oguzhan ; Albayrak, Murat ; Karadag, Neslihan Coskun ; Yurdadog, Volkan. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:24:y:2022:i:60:p:485.

Full description at Econpapers || Download paper

2022The Interaction Between Renewable Energy Consumption and the Institutional Framework from a Circular Economy-Based Perspective. (2022). TRASCA, Daniela Livia ; Sahlian, Daniela Nicoleta ; Burca, Valentin ; Popa, Adriana Florina. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:24:y:2022:i:61:p:648.

Full description at Econpapers || Download paper

2022Decarbonization of the Romanian Economy: An ARDL and KRLS Approach of Ecological Footprint. (2022). Ivan, Oana Raluca ; Socol, Adela ; Marin-Pantelescu, Andreea ; Topor, Dan Ioan. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:24:y:2022:i:61:p:664.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Education Enrollment Rate vs Employment Rate: Implications for Sustainable Human Capital Development in Nigeria. (2021). Asongu, Simplice ; Adejumo, Akintoye V. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/013.

Full description at Econpapers || Download paper

2021Governance and renewable energy consumption in sub-Saharan Africa. (2021). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/030.

Full description at Econpapers || Download paper

2021Effect of Exchange Rate Volatility on Tax Revenue Performance in Sub-Saharan Africa. (2021). Ofori, Isaac K ; Mwinlaaru, Peter Y ; Obeng, Camara K. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/031.

Full description at Econpapers || Download paper

2021Financial Development, Human Capital Development and Climate Change in East and Southern Africa. (2021). Asongu, Simplice ; Shobande, Olatunji A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/042.

Full description at Econpapers || Download paper

2021Population Dynamics and Environmental Quality in Africa. (2021). Asongu, Simplice A ; Madichie, Chekwube V ; Ekesiobi, Chukwunonso ; Dimnwobi, Stephen K. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/047.

Full description at Econpapers || Download paper

2021Financial Integration and Growth Outcomes in Africa: Experience of the Trade Blocs. (2021). Odusanya, Ibrahim A ; Onanuga, Abayomi T ; Adekunle, Ibrahim A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/052.

Full description at Econpapers || Download paper

2021Remittances and the Future of African Economies. (2021). Tella, Sheriffdeen A ; Adekunle, Ibrahim A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/053.

Full description at Econpapers || Download paper

2021On the Determinant of Financial Development in Africa: Geography, Institutions and Macroeconomic Policy Relevance. (2021). Folami, Rahmon A ; Williams, Tolulope O ; Yinusa, Olumuyiwa G ; Adekunle, Ibrahim A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/054.

Full description at Econpapers || Download paper

2021The rise and fall of the energy-carbon Kuznets curve: Evidence from Africa. (2021). Shobande, Olatunji ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/069.

Full description at Econpapers || Download paper

2021The Synergy between Governance and Economic Integration in Promoting Female Economic Inclusion in Sub-Saharan Africa. (2021). Asongu, Simplice ; Tchamyou, Vanessa S ; Ofori, Pamela E. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/071.

Full description at Econpapers || Download paper

2021Testing the Triple Deficit Hypothesis for Sub-Saharan Africa: Implications for the African Continental Free Trade Area. (2021). Asongu, Simplice ; Ekesiobi, Chukwunonso ; Okafor, Samson N ; Dimnwobi, Stephen K ; Ifebi, Ogonna. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/093.

Full description at Econpapers || Download paper

2022Trade shocks and labour market Resilience in Sub-Saharan Africa: Does the franc zone Response Differently?. (2022). Nchofoung, Tii. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/005.

Full description at Econpapers || Download paper

2022The Critical Role of Education and ICT in Promoting Environmental Sustainability in Eastern and Southern Africa: A Panel VAR Approach. (2022). Shobande, Olatunji ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/006.

Full description at Econpapers || Download paper

2022ICT and agriculture in Sub-Saharan Africa: effects and transmission channels. (2022). Asongu, Simplice ; Domguia, Edmond Noubissi. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/007.

Full description at Econpapers || Download paper

2022The role of economic prosperity on informality in Africa: evidence of corruption thresholds from PSTR. (2022). Asongu, Simplice ; Ngouhouo, Ibrahim ; Njoya, Loudi ; Schneider, Friedrich. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/012.

Full description at Econpapers || Download paper

2022Financing renewable energy generation in SSA: Does financial integration matter?. (2022). Nchofoung, Tii ; Asongu, Simplice ; Fotio, Herve Kaffo. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/016.

Full description at Econpapers || Download paper

2022Corporate Finance, Industrial Performance and Environment in Africa: Lessons for Policy. (2022). Mesagan, Ekundayo ; Olaoye, Olugbenga ; Adewuyi, Titilope C. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/026.

Full description at Econpapers || Download paper

2022The Non-Linear Effects of Fixed Broadband on Economic Growth in Africa. (2022). Asongu, Simplice A ; Kouam, Jean C. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/039.

Full description at Econpapers || Download paper

2022Can Information and Communication Technology and Institutional Quality help mitigate climate change in E7 economies? An Environmental Kuznets Curve extension. (2022). Asongu, Simplice A ; Bekun, Festus V ; Ampomah, Asiedu B ; Gyamfi, Bright A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/052.

Full description at Econpapers || Download paper

2022Climate Change and Agricultural Productivity in West Africa. (2022). Orjiakor, Ebuka C ; Emeka, Ekene T ; Asongu, Simplice A ; Iheonu, Chimere O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/065.

Full description at Econpapers || Download paper

2022Foreign Investment, International Trade and Environmental Sustainability: Exploring Ecological Footprints in 37 African Countries. (2022). Okwoche, Princewill U ; Asongu, Simplice A ; Emeka, Ekene Thankgod ; Iheonu, Chimere O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/068.

Full description at Econpapers || Download paper

2022Structural Change, Environmental Pollution and Health Expenditure: Evidence from a Global Panel. (2022). Asongu, Simplice A ; Dinga, Gildas D ; Afumbom, Nges S ; Angyie, Etoh-Anzah P ; Fonchamnyo, Dobdinga C. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/071.

Full description at Econpapers || Download paper

2022Resource Rents and Economic Growth: Governance and Infrastructure Thresholds. (2022). Diop, Samba ; Asongu, Simplice A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/072.

Full description at Econpapers || Download paper

2022The Dilemmas of Relevance: Exploring the role of Natural resources and the Carbon Kuznets Curve hypothesis in managing climate crisis in Africa. (2022). Asongu, Simplice A ; Shobande, Olatunji A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/077.

Full description at Econpapers || Download paper

2022Female Unemployment and Economic Growth in Cameroon: An Estimation of a Nonlinear Okuns Law Specification by the ARDL Cointegration Model. (2022). Asongu, Simplice A ; Kouam, Jean C. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/078.

Full description at Econpapers || Download paper

2021Fiscal competition and public expenditure composition in the era of globalization: Panel data analysis. (2021). Bakkal, Ufuk ; Tatolu, Ferda Yerdelen ; Akkaya, Ahin. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(626):y:2021:i:1(626):p:167-182.

Full description at Econpapers || Download paper

2021Empirics of technology and unemployment in advanced countries. (2021). Sava, M K ; Orhan, Mehmet ; Saka, Hami. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(626):y:2021:i:1(626):p:183-200.

Full description at Econpapers || Download paper

2021Does exchange rate volatility affect financial depth? Evidence from BRICS countries. (2021). Engul, Ouzhan. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(626):y:2021:i:1(626):p:247-258.

Full description at Econpapers || Download paper

2021How do immigration impact unemployment and economic prosperity? An extensive investigation from the OECD nations. (2021). Mihalache, Rare Petru ; Sengupta, Swapnanil. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(626):y:2021:i:1(626):p:5-22.

Full description at Econpapers || Download paper

2022Long-term price and income elasticity of residential natural gas demand in Turkey. (2022). Tatlı, Halim. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(630):y:2022:i:1(630):p:101-122.

Full description at Econpapers || Download paper

2022Empirical evidence to the nonmonotonic relationship between public health expenditure and economic growth. (2022). Sengupta, Swapnanil. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(630):y:2022:i:1(630):p:49-62.

Full description at Econpapers || Download paper

2021Public expenditure and economic development: New evidence from the BRICS-SAARC-ASEAN region. (2021). Khan, Faraz ; Ansari, Mohd Arshad ; Singh, Manish Kumar. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(627):y:2021:i:2(627):p:155-174.

Full description at Econpapers || Download paper

2021What explains the real exchange rate movement for the BRICS nations? With a separate analysis for Indian economy. (2021). Arora, Hariom. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(627):y:2021:i:2(627):p:207-232.

Full description at Econpapers || Download paper

2022Casual nexus between economic growth, FDI and employment: An inquiry into BRICS and ASEAN. (2022). Qayed, Syed Hasan ; Irshad, Mohd. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(631):y:2022:i:2(631):p:107-124.

Full description at Econpapers || Download paper

2022A comparative analysis of export-led and domestic demand-led growth hypotheses in BRICS economies. (2022). Jain, Neha. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(631):y:2022:i:2(631):p:125-138.

Full description at Econpapers || Download paper

2022Linear and nonlinear effect of exchange rate on inflation in Pakistan. (2022). Munir, Kashif. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(631):y:2022:i:2(631):p:165-174.

Full description at Econpapers || Download paper

2022Cash conversion cycle and its relationship with profitability as a cash management tool in companies: An application on companies trading in Borsa Istanbul. (2022). GOR, Yusuf ; Tekn, Bilgehan. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(632):y:2022:i:3(632):p:113-130.

Full description at Econpapers || Download paper

2022The effects of exchange rate changes on the bilateral trade balances between the MENA country group and France: empirical evidences based on non-linear ARDL approach. (2022). Yilmaz, Hande Aksoz. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(632):y:2022:i:3(632):p:169-182.

Full description at Econpapers || Download paper

2021Non-linear effect of public debt on economic growth: The case of Tunisia. (2021). Boulila, Ghazi ; Maaroufi, Ahmed. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(629):y:2021:i:4(629):p:121-134.

Full description at Econpapers || Download paper

2021Budget policy, economic cycle and debt in the West African Economic and Monetary Union (WAEMU) countries: Empirical evidence based on a regime change model. (2021). Houngbedji, Sewanoude Honore. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(629):y:2021:i:4(629):p:151-168.

Full description at Econpapers || Download paper

2021The impact of government spending on the economic growth of a sample of developing countries using panel data. (2021). Tammar, Amine. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(629):y:2021:i:4(629):p:169-178.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021Specialised Bank’s Credit Provision in Nigeria: Implication on Poverty Reduction. (2021). GIDIGBI, MATTHEW ; Oladapo, Gidigbi Matthew. In: African Journal of Economic Review. RePEc:ags:afjecr:315794.

Full description at Econpapers || Download paper

2021Tourism, Globalization and Economic Growth in Nigeria. (2021). Oladunjoye, Opeyemi ; Areyemi, Victor Olaife. In: African Journal of Economic Review. RePEc:ags:afjecr:315800.

Full description at Econpapers || Download paper

2021Macro-Economic Effects of COVID-19 on Food Insecurity: Evidence from Select COMESA Countries. (2021). Muhumuza, Roland ; Mugume, Regean. In: African Journal of Economic Review. RePEc:ags:afjecr:315809.

Full description at Econpapers || Download paper

2021Asymmetric Effects of Fiscal Deficit on Monetary Policy Transmission in Tanzania. (2021). , Michael ; Mwankemwa, Lusajo P. In: African Journal of Economic Review. RePEc:ags:afjecr:315812.

Full description at Econpapers || Download paper

2021Growth Effects of Foreign Direct Investments in Zimbabwe: Do Sources Matter?. (2021). Regret, Sunge ; Kudakwashe, Chinyanganya. In: African Journal of Economic Review. RePEc:ags:afjecr:315818.

Full description at Econpapers || Download paper

2021Impact of Real Effective Exchange Rates on Balance of Payments: Empirical Evidence from Nigeria. (2021). Akpansung, Aniekan O. In: African Journal of Economic Review. RePEc:ags:afjecr:315825.

Full description at Econpapers || Download paper

2021Fiscal Policy and Crime Rate in Nigeria. (2021). Ajide, Folorunsho. In: African Journal of Economic Review. RePEc:ags:afjecr:315827.

Full description at Econpapers || Download paper

2021Tea Production Response to Climate Change in Kenya: An Autoregressive Distributed Lag Approach. (2021). Ombuki, Charles ; Njaramba, Jennifer ; Kariuki, George Mbugua. In: African Journal of Economic Review. RePEc:ags:afjecr:320557.

Full description at Econpapers || Download paper

2021The Nexus between Trade Policy and Manufacturing Employment in Nigeria: A Panel Cointegrating Regression. (2021). Muhammed, Ismail Aremu ; Kilishi, Abdulhakeem Abdullahi ; Oshodi, Ayodele Folorunso. In: African Journal of Economic Review. RePEc:ags:afjecr:320560.

Full description at Econpapers || Download paper

2021Nexus among Financial Openness Shocks, Institutional Development and Total Factor Productivity in Africa: A Panel SVAR Analysis. (2021). Ajisafe, Rufus A ; Okunade, Solomon O. In: African Journal of Economic Review. RePEc:ags:afjecr:320561.

Full description at Econpapers || Download paper

2021The Effect of Value-Added Tax on Economic Growth of Nigeria. (2021). Fasoye, Kazeem ; Orisadare, Monica Adele. In: African Journal of Economic Review. RePEc:ags:afjecr:320572.

Full description at Econpapers || Download paper

2021Does Debt Servicing Crowd-Out Federal Government Expenditures in Nigeria?. (2021). Gambo, Suleman Lawal ; Iliyasu, Ibrahim. In: African Journal of Economic Review. RePEc:ags:afjecr:320573.

Full description at Econpapers || Download paper

2021Effect of Trade Openness on Ecological Footprint in Sub-Saharan Africa. (2021). Ruhinduka, Remidius Denis ; Lokina, Razack ; Okelele, Daniel Ochudi. In: African Journal of Economic Review. RePEc:ags:afjecr:320575.

Full description at Econpapers || Download paper

2022The Impact of Agricultural Structural Transformation on Economic Growth in Africa. (2022). Heyou, Meheza Reine ; Paroubenim, Tchilalo ; Awoki, Bide Felicite ; Gninigue, Moukpe. In: African Journal of Economic Review. RePEc:ags:afjecr:320578.

Full description at Econpapers || Download paper

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
2022Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model In: Papers.
[Full Text][Citation analysis]		paper10
2020Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model.(2020) In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
2020Matching Theory and Evidence on Covid-19 Using a Stochastic Network SIR Model.(2020) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
2022Matching theory and evidence on Covid?19 using a stochastic network SIR model.(2022) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		article
2022A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors In: Papers.
[Full Text][Citation analysis]		paper0
2021A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors.(2021) In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2021A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors.(2021) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2022A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors.(2022) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2021Identifying the Effects of Sanctions on the Iranian Economy using Newspaper Coverage In: Papers.
[Full Text][Citation analysis]		paper0
2021Identifying the Effects of Sanctions on the Iranian Economy using Newspaper Coverage.(2021) In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2021Identifying the Effects of Sanctions on the Iranian Economy Using Newspaper Coverage.(2021) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2017Tests of Policy Interventions in DSGE Models In: BCAM Working Papers.
[Full Text][Citation analysis]		paper1
2018Tests of Policy Interventions in DSGE Models.(2018) In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
2017Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors In: BCAM Working Papers.
[Full Text][Citation analysis]		paper0
2017Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors.(2017) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2021Arbitrage pricing theory, the stochastic discount factor and estimation of risk premia in portfolios In: BCAM Working Papers.
[Full Text][Citation analysis]		paper1
2022Revisiting the Great Ratios Hypothesis In: BCAM Working Papers.
[Full Text][Citation analysis]		paper0
2022Revisiting the Great Ratios Hypothesis.(2022) In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2022Revisiting the Great Ratios Hypothesis.(2022) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2022Revisiting the Great Ratios Hypothesis.(2022) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2014Tests of Policy Ineffectiveness in Macroeconometrics In: Birkbeck Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper1
2014Tests of Policy Ineffectiveness in Macroeconometrics.(2014) In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2014Tests of Policy Ineffectiveness in Macroeconometrics.(2014) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
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]		paper81
2012Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing.(2012) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 81		paper
2016Counterfactual analysis in macroeconometrics: An empirical investigation into the effects of quantitative easing.(2016) In: Research in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 81		article
2012Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing.(2012) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 81		paper
2012Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing.(2012) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 81		paper
2012China’s Emergence in the World Economy and Business Cycles in Latin America In: Staff Working Papers.
[Full Text][Citation analysis]		paper100
2011China’s Emergence in the World Economy and Business Cycles in Latin America.(2011) In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 100		paper
2012Chinas Emergence in the World Economy and Business Cycles in Latin America.(2012) In: Economía Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 100		article
2011Chinas Emergence in the World Economy and Business Cycles in Latin America.(2011) In: IDB Publications (Working Papers).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 100		paper
2011China’s Emergence in the World Economy and Business Cycles in Latin America.(2011) In: Research Department Publications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 100		paper
2011Chinas Emergence in the World Economy and Business Cycles in Latin America.(2011) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 100		paper
2013Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults In: Staff Working Papers.
[Full Text][Citation analysis]		paper11
2000Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration In: Working Papers.
[Full Text][Citation analysis]		paper189
2000Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration.(2000) In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 189		paper
2000Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration.(2000) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 189		paper
2005ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION.(2005) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 189		article
2001Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration.(2001) In: Computing in Economics and Finance 2001.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 189		paper
2009Testing Dependence Among Serially Correlated Multicategory Variables In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article151
2006Testing Dependence Among Serially Correlated Multi-category Variables.(2006) In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 151		paper
2006Testing Dependence among Serially Correlated Multi-category Variables.(2006) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 151		paper
2006Testing Dependence among Serially Correlated Multi-Category Variables.(2006) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 151		paper
2003Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article58
2001Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy.(2001) In: Edinburgh School of Economics Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 58		paper
1992A Simple Nonparametric Test of Predictive Performance. In: Journal of Business & Economic Statistics.
[Citation analysis]		article400
1990A SIMPLE, NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE..(1990) In: Cambridge Working Papers in Economics.
[Citation analysis]
This paper has another version. Agregated cites: 400		paper
1990A SIMPLE NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE..(1990) In: California Los Angeles - Applied Econometrics.
[Citation analysis]
This paper has another version. Agregated cites: 400		paper
1994Choice between Disaggregate and Aggregate Specifications Estimated by Instrumental Variables Methods. In: Journal of Business & Economic Statistics.
[Citation analysis]		article9
1992Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods..(1992) In: Cambridge Working Papers in Economics.
[Citation analysis]
This paper has another version. Agregated cites: 9		paper
1999Analysis of Exchange-Rate Target Zones Using a Limited-Dependent Rational-Expectations Model with Jumps. In: Journal of Business & Economic Statistics.
[Citation analysis]		article13
2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article608
2001Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model.(2001) In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 608		paper
2001Modelling regional interdependencies using a global error-correcting macroeconometric model.(2001) In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 608		paper
2010Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model.(2010) In: EcoMod2003.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 608		paper
2002Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model.(2002) In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 608		paper
2004Rejoinder In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0
2011Forecast Combination Across Estimation Windows In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article66
2011Forecast Combination Across Estimation Windows.(2011) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 66		article
2011Lumpy Price Adjustments: A Microeconometric Analysis In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article30
2007Lumpy Price Adjustments: A Microeconometric Analysis..(2007) In: Working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		paper
2007Lumpy Price Adjustments, A Microeconometric Analysis.(2007) In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		paper
2007Lumpy Price Adjustments: A Microeconometric Analysis.(2007) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		paper
2007Lumpy Price Adjustments: A Microeconometric Analysis.(2007) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		paper
2006Lumpy price adjustments : a microeconometric analysis.(2006) In: Working Paper Research.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		paper
2011Lumpy Price Adjustments: A Microeconometric Analysis.(2011) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		article
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]		article176
1998Structural Analysis of Cointegrating VARs.(1998) In: Cambridge Working Papers in Economics.
[Citation analysis]
This paper has another version. Agregated cites: 176		paper
2016THEORY AND PRACTICE OF GVAR MODELLING In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article95
2014Theory and Practice of GVAR Modeling.(2014) In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 95		paper
2014Theory and Practice of GVAR Modeling.(2014) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 95		paper
2014Theory and practice of GVAR modeling.(2014) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 95		paper
1995 Predictability of Stock Returns: Robustness and Economic Significance. In: Journal of Finance.
[Full Text][Citation analysis]		article437
1985Testing for Structural Stability and Predictive Failure: A Review. In: The Manchester School of Economic & Social Studies.
[Citation analysis]		article18
2006MACROECONOMETRIC MODELLING WITH A GLOBAL PERSPECTIVE* In: Manchester School.
[Full Text][Citation analysis]		article89
2006Macroeconometric Modelling with a Global Perspective.(2006) In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 89		paper
2006Macroeconometric Modelling with a Global Perspective.(2006) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 89		paper
2006Macroeconometric Modelling with a Global Perspective.(2006) In: IEPR Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 89		paper
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]		article44
1997Diagnostics for IV Regressions.(1997) In: Cambridge Working Papers in Economics.
[Citation analysis]
This paper has another version. Agregated cites: 44		paper
2005The Cost Effectiveness of the UKs Sovereign Debt Portfolio In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article2
2012Diagnostic Tests of Cross?section Independence for Limited Dependent Variable Panel Data Models In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article22
2014Constructing Multi-Country Rational Expectations Models In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article13
2018To Pool or Not to Pool: Revisited In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article2
2015To Pool or not to Pool: Revisited.(2015) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2017To Pool or not to Pool: Revisited.(2017) In: Departmental Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2018Uncertainty and economic activity: a multi-country perspective In: Bank of England working papers.
[Full Text][Citation analysis]		paper21
2018Uncertainty and Economic Activity: A Multi-Country Perspective.(2018) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		paper
2018Uncertainty and Economic Activity: A Multi-Country Perspective.(2018) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		paper
2018Uncertainty and Economic Activity: A Multi-Country Perspective.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		paper
2020Uncertainty and Economic Activity: A Multicountry Perspective.(2020) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		article
2000Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper43
2000Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy.(2000) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43		paper
2002Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy.(2002) In: Royal Economic Society Annual Conference 2002.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43		paper
2000The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper2
2000The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach.(2000) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2003Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper29
2003Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence.(2003) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29		paper
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]		paper91
2003How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?.(2003) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 91		paper
2004How costly is it to ignore breaks when forecasting the direction of a time series?.(2004) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 91		article
2003Macroeconomic Dynamics and Credit Risk: A Global Perspective In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper159
2003Macroeconomic Dynamics and Credit Risk: A Global Perspective.(2003) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 159		paper
2006Macroeconomic Dynamics and Credit Risk: A Global Perspective.(2006) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 159		article
Macroeconomic Dynamics and Credit Risk: A Global Perspective.() In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 159		paper
2003Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper174
2003Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks.(2003) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 174		paper
2004Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks.(2004) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 174		paper
2005Small sample properties of forecasts from autoregressive models under structural breaks.(2005) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 174		article
2003Scope for Cost Minimization in Public Debt Management: the Case of the UK In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper2
2003A Simple Panel Unit Root Test in the Presence of Cross Section Dependence In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper3021
2007A simple panel unit root test in the presence of cross-section dependence.(2007) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3021		article
2003On The Panel Unit Root Tests Using Nonlinear Instrumental Variables In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper37
2004Econometric Issues in the Analysis of Contagion In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper170
2004Econometric Issues in the Analysis of Contagion.(2004) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 170		paper
2007Econometric issues in the analysis of contagion.(2007) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 170		article
2004Econometric Issues in the Analysis of Contagion.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2004.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 170		paper
2004‘Real Time Econometrics’ In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper22
2004Real Time Econometrics.(2004) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22		paper
2004Real Time Econometrics.(2004) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22		paper
2005REAL-TIME ECONOMETRICS.(2005) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22		article
2004Real Time Econometrics.(2004) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22		paper
2004‘Forecasting Time Series Subject to Multiple Structural Breaks’ In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper207
2004Forecasting Time Series Subject to Multiple Structural Breaks.(2004) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 207		paper
2004Forecasting Time Series Subject to Multiple Structural Breaks.(2004) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 207		paper
2004Forecasting Time Series Subject to Multiple Structural Breaks.(2004) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 207		paper
2006Forecasting Time Series Subject to Multiple Structural Breaks.(2006) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 207		article
2004‘Random Coefficient Panel Data Models’ In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper47
2004Random Coefficient Panel Data Models.(2004) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47		paper
2004Random Coefficient Panel Data Models.(2004) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47		paper
2004Random Coefficient Panel Data Models.(2004) In: IEPR Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 47		paper
2004‘General Diagnostic Tests for Cross Section Dependence in Panels’ In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper2704
2004General Diagnostic Tests for Cross Section Dependence in Panels.(2004) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2704		paper
2004General Diagnostic Tests for Cross Section Dependence in Panels.(2004) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2704		paper
2021General diagnostic tests for cross-sectional dependence in panels.(2021) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2704		article
2004A Pair-wise Approach to Testing for Output and Growth Convergence In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper183
2004A Pair-Wise Approach to Testing for Output and Growth Convergence.(2004) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 183		paper
2007A pair-wise approach to testing for output and growth convergence.(2007) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 183		article
2004A Pair-Wise Approach to Testing for Output and Growth Convergence.(2004) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 183		paper
2005Testing Slope Homogeneity in Large Panels In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper553
2005Testing Slope Homogeneity in Large Panels.(2005) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 553		paper
2008Testing slope homogeneity in large panels.(2008) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 553		article
2005Testing Slope Homogeneity in Large Panels.(2005) In: IEPR Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 553		paper
2005Exploring the International Linkages of the Euro Area: a Global VAR Analysis In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper632
2005Exploring the International Linkages of the Euro Area: a Global VAR Analysis.(2005) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 632		paper
2005Exploring the international linkages of the euro area: a global VAR analysis.(2005) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 632		paper
2007Exploring the international linkages of the euro area: a global VAR analysis.(2007) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 632		article
2006Exploring the International Linkages of the Euro Area: a Global VAR Analysis.(2006) In: Computing in Economics and Finance 2006.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 632		paper
2004Exploring the International Linkages of the Euro Area: A Global VAR Analysis.(2004) In: IEPR Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 632		paper
2005Scope for Credit Risk Diversification In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper1
2005Scope for Credit Risk Diversification.(2005) In: IEPR Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
2005Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper25
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
2005What if the UK has Joined the Euro in 1999? An Empirical Evaluation using a Global VAR In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper14
2005What if the UK had Joined the Euro in 1999? An Empirical Evaluation Using a Global VAR.(2005) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
2005What if the UK had Joined the Euro in 1999? An Empirical Evaluation using a Global VAR.(2005) In: IEPR Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 14		paper
2005The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper4
2005The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification.(2005) In: IEPR Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 4		paper
2005Unit Roots and Cointegration in Panels In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper147
2005Unit Roots and Cointegration in Panels.(2005) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 147		paper
2005Unit Roots and Cointegration in Panels.(2005) In: IEPR Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 147		paper
2005Unit roots and cointegration in panels.(2005) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 147		paper
2005Survey Expectations In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper122
2005Survey Expectations.(2005) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 122		paper
2006Survey Expectations.(2006) In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 122		chapter
2005Survey Expectations.(2005) In: IEPR Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 122		paper
2006Learning, Structural Instability and Present Value Calculations In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper42
2006Learning, Structural Instability and Present Value Calculations.(2006) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42		paper
2006Learning, structural instability and present value calculations.(2006) In: Computing in Economics and Finance 2006.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42		paper
2006Learning, Structural Instability and Present Value Calculations.(2006) In: IEPR Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 42		paper
2007Learning, Structural Instability, and Present Value Calculations.(2007) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42		article
2006Learning, structural instability and present value calculations.(2006) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42		paper
2006Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper4
2006Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures.(2006) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2006A Bias-Adjusted LM Test of Error Cross Section Independence In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper316
2008A bias-adjusted LM test of error cross-section independence.(2008) In: Econometrics Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 316		article
2006Panels with Nonstationary Multifactor Error Structures In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper446
2006Panels with Nonstationary Multifactor Error Structures.(2006) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 446		paper
2011Panels with non-stationary multifactor error structures.(2011) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 446		article
2010Panels with nonstationary multifactor error structures.(2010) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 446		paper
2006Panels with Nonstationary Multifactor Error Structures.(2006) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 446		paper
2006Panels with Nonstationary Multifactor Error Structures.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 446		paper
2006Panels with Nonstationary Multifactor Error Structures.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 446		paper
2006A Spatio-Temporal Model of House Prices in the US In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper242
2006A Spatio-Temporal Model of House Prices in the US.(2006) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 242		paper
2010A spatio-temporal model of house prices in the USA.(2010) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 242		article
2006A Spatio-Temporal Model of House Prices in the US.(2006) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 242		paper
2006Econometrics: A Bird’s Eye View In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper0
2006Econometrics: A Bird’s Eye View.(2006) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2006Econometrics: A Birds Eye View.(2006) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2007Long Run Macroeconomic Relations in the Global Economy In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper100
2007Long Run Macroeconomic Relations in the Global Economy.(2007) In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 100		paper
2007Long Run Macroeconomic Relations in the Global Economy.(2007) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 100		paper
2007Long run macroeconomic relations in the global economy.(2007) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 100		paper
2007Long Run Macroeconomic Relations in the Global Economy.(2007) In: Economics Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 100		paper
2007Long Run Macroeconomic Relations in the Global Economy.(2007) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 100		article
2007On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper5
2007On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables.(2007) In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2007On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables.(2007) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2007On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables.(2007) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2007Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper13
2007Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models.(2007) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2007Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models.(2007) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2007Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper24
2007Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution.(2007) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24		paper
2007Large Panels with Common Factors and Spatial Correlations In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper363
2007Large Panels with Common Factors and Spatial Correlations.(2007) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 363		paper
2011Large panels with common factors and spatial correlation.(2011) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 363		article
2011Large panels with common factors and spatial correlation.(2011) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 363		paper
2007Large Panels with Common Factors and Spatial Correlations.(2007) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 363		paper
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.
[Full Text][Citation analysis]		paper1
2007Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows.(2007) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2007Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows.(2007) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2007Infinite Dimensional VARs and Factor Models In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper98
2007Infinite Dimensional VARs and Factor Models.(2007) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 98		paper
2009Infinite-dimensional VARs and factor models.(2009) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 98		paper
2011Infinite-dimensional VARs and factor models.(2011) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 98		article
2007Infinite Dimensional VARs and Factor Models.(2007) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 98		paper
2007Panel Unit Root Tests in the Presence of a Multifactor Error Structure. In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper674
2008Panel Unit Root Tests in the Presence of a Multifactor Error Structure.(2008) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 674		paper
2013Panel unit root tests in the presence of a multifactor error structure.(2013) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 674		article
2007Panel Unit Root Tests in the Presence of a Multifactor Error Structure.(2007) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 674		paper
2008Panel Unit Root Tests in the Presence of a Multifactor Error Structure.(2008) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 674		paper
2008Identification of New Keynesian Phillips Curves from a Global Perspective. In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper122
2008Identification of New Keynesian Phillips Curves from a Global Perspective.(2008) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 122		paper
2008Identification of new Keynesian Phillips Curves from a global perspective..(2008) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 122		paper
2008Identification of New Keynesian Phillips Curves from a Global Perspective.(2008) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 122		paper
2009Identification of New Keynesian Phillips Curves from a Global Perspective.(2009) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 122		article
2009Identification of New Keynesian Phillips Curves from a Global Perspective.(2009) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 122		article
2008Forecasting Economic and Financial Variables with Global VARs In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper110
2008Forecasting Economic and Financial Variables with Global VARs.(2008) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 110		paper
2009Forecasting economic and financial variables with global VARs.(2009) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 110		article
2008Forecasting economic and financial variables with global VARs.(2008) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 110		paper
2008Model Averaging in Risk Management with an Application to Futures Markets In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper26
2008Model Averaging in Risk Management with an Application to Futures Markets.(2008) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26		paper
2009Model averaging in risk management with an application to futures markets.(2009) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26		article
2008A VECX* Model of the Swiss Economy In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper13
2008A VECX Model of the Swiss Economy.(2008) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2009A VECX* model of the Swiss economy.(2009) In: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2008Optimal Asset Allocation with Factor Models for Large Portfolios In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper8
2008Optimal Asset Allocation with Factor Models for Large Portfolios.(2008) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2008Forecasting Random Walks Under Drift Instability In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper4
2008Forecasting Random Walks Under Drift Instability.(2008) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2008Iranian Economy in the Twentieth Century: A Global Perspective In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper7
2008Iranian Economy in Twentieth Century: A Global Perspective.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2009Variable Selection and Inference for Multi-period Forecasting Problems In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper1
2009Variable Selection and Inference for Multi-period Forecasting Problems.(2009) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2009Variable Selection and Inference for Multi-period Forecasting Problems.(2009) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2009Weak and Strong Cross Section Dependence and Estimation of Large Panels In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper314
2009Weak and Strong Cross Section Dependence and Estimation of Large Panels.(2009) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 314		paper
2009Weak and strong cross section dependence and estimation of large panels.(2009) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 314		paper
2011Weak and strong cross‐section dependence and estimation of large panels.(2011) In: Econometrics Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 314		article
2011Weak and strong cross?section dependence and estimation of large panels.(2011) In: Econometrics Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 314		article
2009Oil Exports and the Iranian Economy In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper74
2009Oil Exports and the Iranian Economy.(2009) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 74		paper
2013Oil exports and the Iranian economy.(2013) In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 74		article
2010Oil Exports and the Iranian Economy.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 74		paper
2009Oil Exports and the Iranian Economy.(2009) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 74		paper
2009Spatial and Temporal Diffusion of House Prices in the UK In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper153
2010Spatial and Temporal Diffusion of House Prices in the UK.(2010) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 153		paper
2011The spatial and temporal diffusion of house prices in the UK.(2011) In: Journal of Urban Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 153		article
2010Spatial and Temporal Diffusion of House Prices in the UK.(2010) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 153		paper
Spatial and Temporal Diffusion of House Prices in the UK.() In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 153		paper
2010Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper73
2010Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit.(2010) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73		paper
2010Econometric analysis of high dimensional VARs featuring a dominant unit.(2010) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73		paper
2013Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit.(2013) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73		article
2010Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper25
2010Predictability of Asset Returns and the Efficient Market Hypothesis In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper4
2010Predictability of Asset Returns and the Efficient Market Hypothesis.(2010) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2010Predictability of Asset Returns and the Efficient Market Hypothesis.(2010) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2011Aggregation in Large Dynamic Panels In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper25
2011Aggregation in Large Dynamic Panels.(2011) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
2014Aggregation in large dynamic panels.(2014) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		article
2011Aggregation in large dynamic panels.(2011) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
2011Aggregation in Large Dynamic Panels.(2011) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
2011On Identification of Bayesian DSGE Models In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper55
2011On Identification of Bayesian DSGE Models.(2011) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 55		paper
2011On Identification of Bayesian DSGE Models.(2011) In: SIRE Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 55		paper
2011On Identification of Bayesian DSGE Models.(2011) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 55		paper
2011On Identification of Bayesian DSGE Models*.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 55		paper
2013On Identification of Bayesian DSGE Models.(2013) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 55		article
2011Beyond the DSGE straightjacket In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper29
2011Beyond the DSGE Straitjacket.(2011) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29		paper
2011Beyond the DSGE Straitjacket.(2011) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29		paper
2011Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper7
2011Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults.(2011) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2011Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults.(2011) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2011Optimal Forecasts in the Presence of Structural Breaks (Updated 14 November 2011) In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper1
2012Exponent of Cross-sectional Dependence: Estimation and Inference In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper79
2012Exponent of Cross-sectional Dependence: Estimation and Inference.(2012) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 79		paper
2012Exponent of Cross-sectional Dependence: Estimation and Inference.(2012) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 79		paper
2016Exponent of Cross?Sectional Dependence: Estimation and Inference.(2016) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 79		article
2012Testing Weak Cross-Sectional Dependence in Large Panels In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper344
2012Testing Weak Cross-Sectional Dependence in Large Panels.(2012) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 344		paper
2012Testing Weak Cross-Sectional Dependence in Large Panels.(2012) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 344		paper
2015Testing Weak Cross-Sectional Dependence in Large Panels.(2015) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 344		article
2012Testing CAPM with a Large Number of Assets (Updated 28th March 2012) In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper9
2012An Empirical Growth Model for Major Oil Exporters In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper73
2012An Empirical Growth Model for Major Oil Exporters.(2012) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73		paper
2012An Empirical Growth Model for Major Oil Exporters.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73		paper
2012An Empirical Growth Model for Major Oil Exporters.(2012) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73		paper
2014AN EMPIRICAL GROWTH MODEL FOR MAJOR OIL EXPORTERS.(2014) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73		article
2012Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper6
2013One Hundred Years of Oil Income and the Iranian Economy: A curse or a Blessing In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper28
2013One Hundred Years of Oil Income and the Iranian Economy: A Curse or a Blessing?.(2013) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28		paper
2013One Hundred Years of Oil Income and the Iranian Economy: A Curse or a Blessing?.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28		paper
2013Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper515
2013Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors.(2013) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 515		paper
2013Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors.(2013) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 515		paper
2013Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper77
2013Debt, Inflation and Growth - Robust Estimation of Long-Run Effects in Dynamic Panel Data Models.(2013) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 77		paper
2013Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 77		paper
2013Debt, inflation and growth robust estimation of long-run effects in dynamic panel data models.(2013) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 77		paper
2013A Two Stage Approach to Spatiotemporal Analysis with Strong and weak cross Sectional Dependence In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper77
2014A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence.(2014) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 77		paper
2016A Two?Stage Approach to Spatio?Temporal Analysis with Strong and Weak Cross?Sectional Dependence.(2016) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 77		article
2014Uncertainty and Economic Activity: A Global Perspective In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper46
2014Uncertainty and Economic Activity: A Global Perspective.(2014) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46		paper
2014Uncertainty and Economic Activity: A Global Perspective.(2014) In: IDB Publications (Working Papers).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46		paper
2014Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper5
2014Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects.(2014) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2014A multiple testing approach to the regularisation of large sample correlation matrices In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper9
2014A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices.(2014) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2019A multiple testing approach to the regularisation of large sample correlation matrices.(2019) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		article
2015A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2015Long-Run Effects in Large Heterogenous Panel Data Models with Cross-Sectionally Correlated Errors In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper83
2016Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors.(2016) In: Advances in Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 83		chapter
2015Long-run effects in large heterogenous panel data models with cross-sectionally correlated errors.(2015) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 83		paper
2015Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper57
2015Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis.(2015) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57		paper
2016Country-specific oil supply shocks and the global economy: A counterfactual analysis.(2016) In: Energy Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57		article
2015Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57		paper
2015Country-Specific Oil Supply Shocks and the Global Economy: a Counterfactual Analysis.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57		paper
2015Country-specific oil supply shocks and the global economy: a counterfactual analysis.(2015) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57		paper
2015Is There a Debt-threshold Effect on Output Growth? In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper148
2015Is there a Debt-Threshold Effect on Output Growth?.(2015) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 148		paper
2015Is there a debt-threshold effect on output growth?.(2015) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 148		paper
2015Is There a Debt-threshold Effect on Output Growth?.(2015) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 148		paper
2017Is There a Debt-Threshold Effect on Output Growth?.(2017) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 148		article
2016Big Data Analytics: A New Perspective In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper4
2016Big Data Analytics: A New Perspective.(2016) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2016Big data analytics: a new perspective.(2016) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2016Oil Prices and the Global Economy: Is It Different This Time Around? In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper73
2016Oil Prices and the Global Economy: Is it Different this Time Around?.(2016) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73		paper
2017Oil prices and the global economy: Is it different this time around?.(2017) In: Energy Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73		article
2016Oil prices and the global economy: Is it different this time around?.(2016) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73		paper
2016Oil Prices and the Global Economy: Is It Different This Time Around?.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73		paper
2016Oil prices and the global economy: is it different this time around?.(2016) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73		paper
2016Oil Prices and the Global Economy: Is It Different This Time Around?.(2016) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73		paper
2016A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper19
2016A one-covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models.(2016) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
2018A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High?Dimensional Linear Regression Models.(2018) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		article
2016Econometric Analysis of Production Networks with Dominant Units In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper29
2016Econometric Analysis of Production Networks with Dominant Units.(2016) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29		paper
2020Econometric analysis of production networks with dominant units.(2020) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29		article
2016Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper0
2016Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes.(2016) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2020Double-Question Survey Measures for the Analysis of Financial Bubbles and Crashes.(2020) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2018Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper0
2019Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR.(2019) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2019Identifying global and national output and fiscal policy shocks using a GVAR.(2019) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2020Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR.(2020) In: Advances in Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		chapter
2019Identifying Global and National Output and Fiscal Policy ShocksUsing a GVAR.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2018Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR.(2018) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2019Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper68
2019Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis.(2019) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 68		paper
2021Long-term macroeconomic effects of climate change: A cross-country analysis.(2021) In: Energy Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 68		article
2019Long-term macroeconomic effects of climate change: A cross-country analysis.(2019) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 68		paper
2019Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 68		paper
2019Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis.(2019) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 68		paper
2019Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis.(2019) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 68		paper
2019Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 68		paper
2020A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper38
2020A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model.(2020) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38		paper
2020A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model.(2020) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38		paper
2021A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model.(2021) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38		article
2020A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model.(2020) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38		paper
2020A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38		paper
2020A Counterfactual Economic Analysis of COVID-19 Using a Threshold Augmented Multi-Country Model.(2020) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38		paper
2020A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38		paper
2020Regional Heterogeneity and U.S. Presidential Elections In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper0
2020Regional Heterogeneity and U.S. Presidential Elections.(2020) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2022Climate Change and Economic Activity: Evidence from U.S. States In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper0
.() In: .
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2022Climate Change and Economic Activity: Evidence from U.S. States.(2022) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2022Climate change and economic activity: Evidence from US states.(2022) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2022Forecasting with panel data: estimation uncertainty versus parameter heterogeneity In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper0
2022Forecasting With Panel Data: Estimation Uncertainty Versus Parameter Heterogeneity.(2022) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2022Causal effects of the Feds large-scale asset purchases on firms capital structure In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper0
2022Causal Effects of the Feds Large-Scale Asset Purchases on Firms Capital Structure.(2022) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2022A Spatiotemporal Equilibrium Model of Migration and Housing Interlinkages In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper0
2021A Spatiotemporal Equilibrium Model of Migration and Housing Interlinkages.(2021) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2022A spatiotemporal equilibrium model of migration and housing interlinkages.(2022) In: Journal of Housing Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2022Identification and Estimation of Categorical Random Coeficient Models In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper0
2022Identification and Estimation of Categorical Random Coefficient Models.(2022) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2022Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper0
2022Social Distancing, Vaccination and Evolution of Covid-19 Transmission Rates in Europe.(2022) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2022Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe.(2022) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1990ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF US UNEMPLOYMENT. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper2
1990ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT..(1990) In: California Los Angeles - Applied Econometrics.
[Citation analysis]
This paper has another version. Agregated cites: 2		paper
1990ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT..(1990) In: Tilburg - Center for Economic Research.
[Citation analysis]
This paper has another version. Agregated cites: 2		paper
1990Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of U.S. unemployment.(1990) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
1990Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of U.S. unemployment.(1990) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
1990EXPECTATIONS IN ECONOMICS. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper2
1990ESTIMATING LIMITED-DEPENDENCE RATIONAL EXOECTATIONS MODELS. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper0
1990PERSISTENCE, COINTEGRATION AND AGGREGATION: A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE US ECONOMY. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper48
1993Persistence, cointegration, and aggregation : A disaggregated analysis of output fluctuations in the U.S. economy.(1993) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48		article
1990PERSISTENCE, COINTEGRATION AND AGGREGATION: A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE U.S. ECONOMY..(1990) In: California Los Angeles - Applied Econometrics.
[Citation analysis]
This paper has another version. Agregated cites: 48		paper
1990THE STATISTICAL AND ECONOMIC SIGNIFICANCE OF THE PREDICTABILITY OF EXESS RETURNS ON COMMON STOCKS. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper1
1990THE STATISTICAL AND ECONOMIC SIGNIFICANCE OF THE PREDICTABILITY OF EXCESS RETURNS ON COMMON STOCKS..(1990) In: California Los Angeles - Applied Econometrics.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
1992Oil Investment in the North Sea. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper20
1994Oil investment in the North Sea.(1994) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		article
1990Oil Investment in the North Sea.(1990) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		paper
1992Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper11
1992Uncertainty and Irreversible Investment an Empirical Analysis of Development of Oil Fields in the UKCS.(1992) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
1992The Role of Sectoral Interactions in Wage Determination in the UK Economy. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper20
1993The Role of Sectoral Interactions in Wage Determination in the UK Economy..(1993) In: Economic Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		article
1992Estimating Long-Run Relationships From Dynamic Heterogeneous Panels In: Cambridge Working Papers in Economics.
[Citation analysis]		paper2430
1995Estimating long-run relationships from dynamic heterogeneous panels.(1995) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2430		article
1992Forecasting Stock Returns. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper2
1992A Generalisation of the Non-Parametric Henriksson-Merton Test of Market Timing. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper36
1994A generalization of the non-parametric Henriksson-Merton test of market timing.(1994) In: Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36		article
1992A Generalised R2 Criterion for Regression Models Estimated by the Instrumental Variable Method. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper6
1992A Non-Nested Test of Level-Differenced versus Log-Differenced Stationary Models. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper3
1992The Interaction Between Theory and Observation in Economics. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper4
1992Theory and Evidence in Economics. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper2
1993Cointegration and Direct Tests of the Rational Expectations Hypothesis. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper7
1993Cointegration and Speed of Convergence to Equilibrium. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper258
1996Cointegration and speed of convergence to equilibrium.(1996) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 258		article
1993Exchange Rate Unification, the Role of Markets and Planning in the Iranian Economic Reconstruction. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper1
1993The Natural Rate Hypothesis and its Testable Implications. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper4
1993Limited-Dependent Rational Expectations Models with Stochastic Thresholds. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper12
1996Limited-dependent rational expectations models with stochastic thresholds.(1996) In: Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		article
1993Forecasting Ultimate Resource Recovery. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper21
1995Forecasting ultimate resource recovery.(1995) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		article
1993Limited-Dependaent Rational Expectations Models with Future Expectations. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper13
1995Limited-dependent rational expectations models with future expectations.(1995) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		article
1995The Use of Recursive Model Selection Strategies in Forecasting Stock Returns. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper0
1995A Floor and Ceiling Model of U.S. Output. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper127
1997A floor and ceiling model of US output.(1997) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 127		article
1995Multivariate Rational Expectations Models and Macroeconomic Modelling: A Review and Some New Results. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper106
1995Iranian Economy During the Pahlavi Era In: Cambridge Working Papers in Economics.
[Citation analysis]		paper0
1995Long-Run Structural Modelling. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper140
1999Long-Run Structural Modelling.(1999) In: Edinburgh School of Economics Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 140		paper
2002LONG-RUN STRUCTURAL MODELLING.(2002) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 140		article
1995Dynamic Linear Models for Heterogeneous Panels. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper42
1995Planning and Macroeconomic Stabilization in Iran. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper7
1995A Discrete-Time Version of Target Zone Models with Jumps. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper6
1995A Discrete-Time Version of Target Zone Models with Jumps..(1995) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
1995A Discrete-Time Version of Target Zone Models with Jumps..(1995) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 6		paper
1995An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper285
1995New Directions in Applied Macroeconomic Modelling. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper3
1995Testing for Unit Roots in Heterogeneous Panels. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper6024
2003Testing for unit roots in heterogeneous panels.(2003) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6024		article
1995Growth and Convergence: A Multi-Country Empirical Analysis of the Solow Growth Model. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper8
1995Decision-Making in the Presence of Heterogeneous Information and Social Interactions. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper12
1998Decision Making in the Presence of Heterogeneous Information and Social Interactions..(1998) In: International Economic Review.
[Citation analysis]
This paper has another version. Agregated cites: 12		article
1996The Role of Economic Theory in Modelling the Long Run. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper281
1997The Role of Economic Theory in Modelling the Long Run..(1997) In: Economic Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 281		article
1996Stochastic Growth. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper35
1996A Decision_Theoretic Approach to Forecast Evaluation. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper22
1996Multivariate Linear Rational Expectations Models: Characterisation of the Nature of the Solutions and Their Fully Recursive Computation. In: Cambridge Working Papers in Economics.
[Citation analysis]		paper25
1996Testing for the Existence of a Long-run Relationship In: Cambridge Working Papers in Economics.
[Citation analysis]		paper246
1996A Recursive Modelling Approach to Predicting UK Stock Returns In: Cambridge Working Papers in Economics.
[Citation analysis]		paper115
2000A Recursive Modelling Approach to Predicting UK Stock Returns..(2000) In: Economic Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 115		article
1997Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables In: Cambridge Working Papers in Economics.
[Citation analysis]		paper386
1999Structural analysis of vector error correction models with exogenous I(1) variables.(1999) In: Edinburgh School of Economics Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 386		paper
1997Structural analysis of vector error correction models with exogenous I(1) variables (first version).(1997) In: Edinburgh School of Economics Discussion Paper Series.
[Citation analysis]
This paper has another version. Agregated cites: 386		paper
2000Structural analysis of vector error correction models with exogenous I(1) variables.(2000) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 386		article
1997Solution of Multivariate Linear Rational Expectations Models and Large Sparse Linear Systems In: Cambridge Working Papers in Economics.
[Citation analysis]		paper7
1997Generalised Impulse Response Analysis in Linear Multivariate Models In: Cambridge Working Papers in Economics.
[Citation analysis]		paper2448
1998Generalized impulse response analysis in linear multivariate models.(1998) In: Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2448		article
1997Pooled Estimation of Long-run Relationships in Dynamic Heterogeneous Panels In: Cambridge Working Papers in Economics.
[Citation analysis]		paper74
1998Bias Reduction in Estimating Long-run Relationships from Dynamic Heterogenous Panels In: Cambridge Working Papers in Economics.
[Citation analysis]		paper4
1998Cross-sectional Aggregation of Non-linear Models In: Cambridge Working Papers in Economics.
[Citation analysis]		paper34
2000Cross-sectional aggregation of non-linear models.(2000) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		article
1998Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models In: Cambridge Working Papers in Economics.
[Citation analysis]		paper25
1998Optimal Consumption Decisions under Social Interactions In: Cambridge Working Papers in Economics.
[Citation analysis]		paper4
1998Analytical and Numerical Solution of Finite-horizon Nonlinear Rational Expectations Models In: Cambridge Working Papers in Economics.
[Citation analysis]		paper9
1998A Long-run Structural Macro-econometric Model of the UK In: Cambridge Working Papers in Economics.
[Citation analysis]		paper118
2003A Long run structural macroeconometric model of the UK.(2003) In: Economic Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 118		article
2001A long run structural macroeconometric model of the UK.(2001) In: Edinburgh School of Economics Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 118		paper
1998Economic Trends and Macroeconomic Policies in Post-revolutionary Iran In: Cambridge Working Papers in Economics.
[Citation analysis]		paper5
1998A Structural Cointegrating VAR Approach to Macroeconometric Modelling In: Cambridge Working Papers in Economics.
[Citation analysis]		paper20
1998A structural cointegrating VAR approach to macroeconometric modelling.(1998) In: Edinburgh School of Economics Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		paper
1998Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods In: Cambridge Working Papers in Economics.
[Citation analysis]		paper234
2002Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods.(2002) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 234		article
1999Neglected Heterogeneity and Dynamics in Cross-country Savings Regressions In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper83
1999Bounds Testing Approaches to the Analysis of Long-run Relationships In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper98
1999Bounds Testing Approaches to the Analysis of Long Run Relationships.(1999) In: Edinburgh School of Economics Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 98		paper
1999Economic and Statistical Measures of Forecast Accuracy In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper19
1999Non-nested Hypothesis Testing: An Overview In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper15
1999On Aggregation of Linear Dynamic Models In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper3
1999Model Instability and Choice of Observation Window In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper8
2004Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper2133
2006Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure.(2006) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2133		article
2004Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper15
2005Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management.(2005) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2004Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2004.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2004Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management.(2004) In: IEPR Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 15		paper
2005Firm Heterogeneity and Credit Risk Diversification In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper38
2008Firm heterogeneity and credit risk diversification.(2008) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38		article
2005Global Business Cycles and Credit Risk In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper23
2007Global Business Cycles and Credit Risk.(2007) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		chapter
2005Global Business Cycles and Credit Risk.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		paper
2007Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper21
2009Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper3
2010Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper26
2010Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash.(2010) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26		article
2010Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper43
2010Supply, demand and monetary policy shocks in a multi-country New Keynesian Model.(2010) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43		paper
2012Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper7
2012Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models.(2012) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2012Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models.(2012) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2012An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper7
2012An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects.(2012) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2017Exponential class of dynamic binary choice panel data models with fixed effects.(2017) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		article
2013Large Panel Data Models with Cross-Sectional Dependence: A Survey In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper76
2013Large panel data models with cross-sectional dependence: a survey.(2013) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 76		paper
2013Signs of Impact Effects in Time Series Regression Models In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper18
2014Signs of impact effects in time series regression models.(2014) In: Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		article
2014Estimation of Time-invariant Effects in Static Panel Data Models In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper29
2018Estimation of time-invariant effects in static panel data models.(2018) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29		article
2014A Multi-Country Approach to Forecasting Output Growth Using PMIs In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper18
2016A multi-country approach to forecasting output growth using PMIs.(2016) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		article
2014A multi-country approach to forecasting output growth using PMIs.(2014) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
2015Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper24
2015Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24		paper
2015Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24		paper
2017Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper7
2017Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities.(2017) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2017A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper1
2018Land Use Regulations, Migration and Rising House Price Dispersion in the U.S. In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper1
2018Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Quantile Regression Models In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper9
2020Common correlated effects estimation of heterogeneous dynamic panel quantile regression models.(2020) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		article
2018Exponent of Cross-sectional Dependence for Residuals In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper6
2018Exponent of cross-sectional dependence for residuals.(2018) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2019Exponent of Cross-sectional Dependence for Residuals.(2019) In: Sankhya B: The Indian Journal of Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		article
2018A Residual-based Threshold Method for Detection of Units that are Too Big to Fail in Large Factor Models In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2019Estimation and inference for spatial models with heterogeneous coefficients: an application to U.S. house prices In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper13
2021Estimation and inference for spatial models with heterogeneous coefficients: An application to US house prices.(2021) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		article
2019Estimation and inference in spatial models with dominant units In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper2
2021Estimation and inference in spatial models with dominant units.(2021) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
2019The Role of Factor Strength and Pricing Errors for Estimation and Inference in Asset Pricing Models In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper2
2020Measurement of Factor Strenght: Theory and Practice In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper2
2020Measurement of Factor Strength: Theory and Practice.(2020) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2021Measurement of factor strength: Theory and practice.(2021) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
2020Voluntary and Mandatory Social Distancing: Evidence on Covid-19 Exposure Rates from Chinese Provinces and Selected Countries In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper51
2020Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries.(2020) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51		paper
2020Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries.(2020) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51		paper
2020Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51		paper
2020Variable Selection and Forecasting in High Dimensional Linear Regressions with Structural Breaks In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2021Factor Strengths, Pricing Errors, and Estimation of Risk Premia In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper1
2021Arbitrage Pricing Theory, the Stochastic Discount Factor and Estimation of Risk Premia from Portfolios In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper1
1987A Rejoinder: On the Policy Ineffectiveness Proposition and a Keynesian Alternative In: UCLA Economics Working Papers.
[Full Text][Citation analysis]		paper0
1988An Econometric Analysis of Exploration and Extraction of Oil in the U.K. Continental Shelf In: UCLA Economics Working Papers.
[Full Text][Citation analysis]		paper49
1990An Econometric Analysis of Exploration and Extraction of Oil in the U.K. Continental Shelf..(1990) In: Economic Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49		article
1988Econometric Analysis of Aggregation in the Context of Linear Prediction Models In: UCLA Economics Working Papers.
[Full Text][Citation analysis]		paper73
1989Econometric Analysis of Aggregation in the Context of Linear Prediction Models..(1989) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73		article
1988Aggregation Bias and Labor Demand Equations for the U.K. Economy In: UCLA Economics Working Papers.
[Full Text][Citation analysis]		paper3
1988Two-Step, Instrumental Variable and Maximum Likelihood Estimation of Multivariate Rational Expectations Models In: UCLA Economics Working Papers.
[Full Text][Citation analysis]		paper0
1991Estimating Limited-Dependent Rational Expectations Models: With an Application to Exchange Rate Determination in a Target Zone In: UCLA Economics Working Papers.
[Full Text][Citation analysis]		paper19
1992Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone.(1992) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		article
1993Equilibrium Asset Pricing Models and Predictability of Excess Returns In: UCLA Economics Working Papers.
[Full Text][Citation analysis]		paper2
2002Dynamics of convergence to purchasing power parity in the World economy In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
[Citation analysis]		paper0
1997Multivariate Linear Rational Expectations Models In: Econometric Theory.
[Full Text][Citation analysis]		article55
1987Global and Partial Non-Nested Hypotheses and Asymptotic Local Power In: Econometric Theory.
[Full Text][Citation analysis]		article12
In: .
[Full Text][Citation analysis]		article16
2008Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Models and Observation Windows.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		paper
1989JOINT TESTS OF NON-NESTED MODLS AND GENERAL ERROR SPECIFICATIONS. In: ISER Discussion Paper.
[Citation analysis]		paper2
1990Testing for Aggregation Bias in Linear Models. In: Economic Journal.
[Full Text][Citation analysis]		article33
1992Persistence of Shocks and Their In: Economic Journal.
[Full Text][Citation analysis]		article32
1992An Analysis of the Determination of Deutsche Mark/French Franc Exchange Rate in a Discrete-Time Target-Zone Model. In: Economic Journal.
[Full Text][Citation analysis]		article20
1991An Analysis of the determination of Dutsche Mark/French Franc Exchange rate in a Discrete-Time Target-Zone Model..(1991) In: California Los Angeles - Applied Econometrics.
[Citation analysis]
This paper has another version. Agregated cites: 20		paper
2000Life and Work of John Richard Nicholas Stone 1913-1991. In: Economic Journal.
[Full Text][Citation analysis]		article3
1976The Determinants of United Kingdom Import Prices-A Note. In: Economic Journal.
[Full Text][Citation analysis]		article1
1982A Critique of the Proposed Tests of the Natural Rate-Rational Expectations Hypothesis. In: Economic Journal.
[Full Text][Citation analysis]		article19
1984Inflation, Capital Gains and U.K. Personal Savings: 1953-1981. In: Economic Journal.
[Full Text][Citation analysis]		article5
1985Formation of Inflation Expectations in British Manufacturing Industries. In: Economic Journal.
[Full Text][Citation analysis]		article31
1988On the Policy Ineffectiveness Proposition and a Keynesian Alternative: A Rejoinder. In: Economic Journal.
[Full Text][Citation analysis]		article8
1978Testing Non-Nested Nonlinear Regression Models. In: Econometrica.
[Full Text][Citation analysis]		article77
1982Comparison of Local Power of Alternative Tests of Non-Nested Regression Models. In: Econometrica.
[Full Text][Citation analysis]		article25
1994A Generalized R[superscript]2 Criterion for Regression Models Estimated by the Instrumental Variables Method. In: Econometrica.
[Full Text][Citation analysis]		article80
2000Life-Cycle Models and Cross-Country Analysis of Saving In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper0
1998Pooled Mean Group Estimation of Dynamic Heterogeneous Panels In: Edinburgh School of Economics Discussion Paper Series.
[Full Text][Citation analysis]		paper96
1999A long run structural macroeconometric model of the UK (first version) In: Edinburgh School of Economics Discussion Paper Series.
[Full Text][Citation analysis]		paper3
2000Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article4
2001Life-cycle consumption under social interactions In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article17
2008Econometric analysis of structural systems with permanent and transitory shocks In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article68
2008Econometric Analysis of Structural Systems with Permanent and Transitory Shocks.(2008) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 68		paper
1981Expenditure of oil revenue: An optimal control approach with application to the Iranian economy : H. Motamen, (Frances Pinter, London, 1979) pp. 189, [UK pound]12.50 In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article0
2003Aggregation of linear dynamic models: an application to life-cycle consumption models under habit formation In: Economic Modelling.
[Full Text][Citation analysis]		article34
1985Evaluation of macroeconometric models In: Economic Modelling.
[Full Text][Citation analysis]		article10
2012On the interpretation of panel unit root tests In: Economics Letters.
[Full Text][Citation analysis]		article44
1983The J-test as a Hausman specification test In: Economics Letters.
[Full Text][Citation analysis]		article2
2019Mean group estimation in presence of weakly cross-correlated estimators In: Economics Letters.
[Full Text][Citation analysis]		article5
2018Mean Group Estimation in Presence of Weakly Cross-Correlated Estimators.(2018) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
1988Tests of non-nested linear regression models subject to linear restrictions In: Economics Letters.
[Full Text][Citation analysis]		article10
1989A proof of the asymptotic validity of a test for perfect aggregation In: Economics Letters.
[Full Text][Citation analysis]		article2
2007Selection of estimation window in the presence of breaks In: Journal of Econometrics.
[Full Text][Citation analysis]		article255
2011Variable selection, estimation and inference for multi-period forecasting problems In: Journal of Econometrics.
[Full Text][Citation analysis]		article61
1981Pitfalls of testing non-nested hypotheses by the lagrange multiplier method In: Journal of Econometrics.
[Full Text][Citation analysis]		article3
1981Pitfalls of testing non-nested hypotheses by the lagrange multiplier method.(1981) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		article
1981Identification of rational expectations models In: Journal of Econometrics.
[Full Text][Citation analysis]		article38
2013Optimal forecasts in the presence of structural breaks In: Journal of Econometrics.
[Full Text][Citation analysis]		article78
1982On the comprehensive method of testing non-nested regression models In: Journal of Econometrics.
[Full Text][Citation analysis]		article8
1983Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence In: Journal of Econometrics.
[Full Text][Citation analysis]		article66
2021Detection of units with pervasive effects in large panel data models In: Journal of Econometrics.
[Full Text][Citation analysis]		article1
1990A unified approach to estimation and orthogonality tests in linear single-equation econometric models In: Journal of Econometrics.
[Full Text][Citation analysis]		article17
1993A simulation approach to the problem of computing Coxs statistic for testing nonnested models In: Journal of Econometrics.
[Full Text][Citation analysis]		article33
1989A SIMULATION APPROACH TO THE PROBLEM OF COMPUTING COXS STATISTIC FOR TESTING NON-NESTED MODELS..(1989) In: California Los Angeles - Applied Econometrics.
[Citation analysis]
This paper has another version. Agregated cites: 33		paper
1995The role of theory in econometrics In: Journal of Econometrics.
[Full Text][Citation analysis]		article33
1996Impulse response analysis in nonlinear multivariate models In: Journal of Econometrics.
[Full Text][Citation analysis]		article2326
2019A Bayesian analysis of linear regression models with highly collinear regressors In: Econometrics and Statistics.
[Full Text][Citation analysis]		article0
2002Market timing and return prediction under model instability In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article138
2002Market timing and return prediction under model instability.(2002) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 138		paper
2009Rejoinder to comments on forecasting economic and financial variables with global VARs In: International Journal of Forecasting.
[Full Text][Citation analysis]		article86
2022Regional heterogeneity and U.S. presidential elections: Real-time 2020 forecasts and evaluation In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
1989Consistency of short-term and long-term expectations In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article6
1993Persistence profiles and business cycle fluctuations in a disaggregated model of U.K. output growth In: Ricerche Economiche.
[Full Text][Citation analysis]		article59
1996Growth and Convergence in a Multi-Country Empirical Stochastic Solow Model In: Working Papers.
[Full Text][Citation analysis]		paper316
1997Growth and Convergence in Multi-country Empirical Stochastic Solow Model..(1997) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 316		article
1996Growth and Convergence in a Multi-County empirical Stochastic Solow Model.(1996) In: Discussion Papers in Economics.
[Citation analysis]
This paper has another version. Agregated cites: 316		paper
2018Rising Public Debt to GDP Can Harm Economic Growth In: Economic Letter.
[Full Text][Citation analysis]		article4
2016Half-panel jackknife fixed effects estimation of panels with weakly exogenous regressor In: Globalization Institute Working Papers.
[Full Text][Citation analysis]		paper8
2020An Augmented Anderson-Hsiao Estimator for Dynamic Short-T Panels In: Globalization Institute Working Papers.
[Full Text][Citation analysis]		paper0
2021Variable Selection in High Dimensional Linear Regressions with Parameter Instability In: Globalization Institute Working Papers.
[Full Text][Citation analysis]		paper0
2021COVID-19 Time-Varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing In: Globalization Institute Working Papers.
[Full Text][Citation analysis]		paper5
2021COVID-19 Time-varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing.(2021) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2021Pooled Bewley Estimator of Long-Run Relationships in Dynamic Heterogenous Panels In: Globalization Institute Working Papers.
[Full Text][Citation analysis]		paper0
1996Limited-dependent rational expectations models with jumps In: Discussion Paper / Institute for Empirical Macroeconomics.
[Full Text][Citation analysis]		paper3
1990RATIONAL EXPECTATIONS IN DISAGGREGATED MODELS: AN EMPIRICAL ANALYSIS OF OPECS BEHAVIOR. In: California Los Angeles - Applied Econometrics.
[Citation analysis]		paper0
1990ESTIMATING LIMITED-DEPENDENT RATIONAL EXPECTATIONS MODELS. In: California Los Angeles - Applied Econometrics.
[Citation analysis]		paper3
1989JOINT TEST OF NON-NESTED MODELS AND GENERAL ERRO SPECIFICATIONS. In: California Los Angeles - Applied Econometrics.
[Citation analysis]		paper3
1991THE IRANIAN FOREIGN EXCHANGE POLICY AND THE BLACK MARKET FOR DOLLARS. In: California Los Angeles - Applied Econometrics.
[Citation analysis]		paper0
1989ESTIMATION OF SIMPLE CLASS OF MULTIVARIATE RATIONAL EXPECTATIONS MODELS: A TEST OF THE NEW CLASSICAL MODEL AT A SECTORAL LEVEL. In: California Los Angeles - Applied Econometrics.
[Citation analysis]		paper2
1991Estimation of Simple Class of Multivariate Rational Expectations Models: A Test of the New Classical Model at a Sectoral Level..(1991) In: Empirical Economics.
[Citation analysis]
This paper has another version. Agregated cites: 2		article
1973The Small Sample Problem of Truncation Remainders in the Estimation of Distributed Lag Models with Autocorrelated Errors. In: International Economic Review.
[Full Text][Citation analysis]		article1
2007What if the UK or Sweden had joined the euro in 1999? An empirical evaluation using a Global VAR In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article92
2012Testing CAPM with a Large Number of Assets In: IZA Discussion Papers.
[Full Text][Citation analysis]		paper14
2012Testing CAPM with a Large Number of Assets.(2012) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
1997On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Comments. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article0
1997The Demand for Food in the United States and the Netherlands: A Systems Approach with the CBS Model: Comments. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article0
1997Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach: Comments. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article0
2001A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article7
2001Bounds testing approaches to the analysis of level relationships In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article5638
2001Journal of Applied Econometrics Conference Sponsorship Grants In: Journal of Applied Econometrics.
[Citation analysis]		article0
2001Journal of Applied Econometrics distinguished authors In: Journal of Applied Econometrics.
[Citation analysis]		article0
2010Journal of applied econometrics distinguished authors.(2010) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2010Journal of applied econometrics distinguished authors.(2010) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2011Journal of Applied Econometrics distinguished authors.(2011) In: Journal of Applied Econometrics.
[Citation analysis]
This paper has another version. Agregated cites: 0		article
2003Introducing a replication section In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article3
2003Journal of applied econometrics scholars programme In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article1
2007Heterogeneity and cross section dependence in panel data models: theory and applications introduction In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article65
2007Journal of Applied Econometrics Dissertation Prize In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article0
2009Journal of Applied Econometrics Dissertation Prize.(2009) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2008March 2008 Announcement : Journal of Applied Econometrics Distinguished Authors In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article0
2009The Richard Stone Prize in Applied Econometrics In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article0
2010The Richard Stone Prize in Applied Econometrics.(2010) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2012The Richard Stone Prize in Applied Econometrics.(2012) In: Journal of Applied Econometrics.
[Citation analysis]
This paper has another version. Agregated cites: 0		article
2009Announcement In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article0
2009In memory of Clive Granger: an advisory board member of the journal In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article0
1992Nonlinear Dynamics and Econometrics: An Introduction. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article25
1994A Duration Model of Irreversible Oil Investment: Theory and Empirical Evidence. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article46
2000Solution of Nonlinear Rational Expectations Models with Applications to Finite-Horizon Life-Cycle Models of Consumption. In: Computational Economics.
[Full Text][Citation analysis]		article5
1999Stochastic Growth Models and Their Econometric Implications. In: Journal of Economic Growth.
[Full Text][Citation analysis]		article70
2012Oil Export and the Economy of Iran (in Persian) In: Journal of Monetary and Banking Research (??????? ????????? ????-?????).
[Full Text][Citation analysis]		article0
2005National and Global Macroeconometric Modelling Using GVAR In: Money Macro and Finance (MMF) Research Group Conference 2005.
[Citation analysis]		paper0
2005The Forecasing time series subject to multiple structure breaks In: Money Macro and Finance (MMF) Research Group Conference 2005.
[Citation analysis]		paper0
2015Time Series and Panel Data Econometrics In: OUP Catalogue.
[Citation analysis]		book199
2006Global and National Macroeconometric Modelling: A Long-Run Structural Approach In: OUP Catalogue.
[Citation analysis]		book154
2012Global and National Macroeconometric Modelling: A Long-Run Structural Approach.(2012) In: OUP Catalogue.
[Citation analysis]
This paper has another version. Agregated cites: 154		book
1978Growth and Income Distribution in Iran In: International Economic Association Series.
[Citation analysis]		chapter2
2007Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 In: NCER Working Paper Series.
[Full Text][Citation analysis]		paper2
1993Discussion of The Role of the Exchange Rate in Monetary Policy - the Experience of Other Countries In: RBA Annual Conference Volume (Discontinued).
[Full Text][Citation analysis]		chapter0
2000ASSET PRICE DYNAMICS AND AGGREGATION In: Computing in Economics and Finance 2000.
[Citation analysis]		paper0
2002Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions In: Computing in Economics and Finance 2002.
[Citation analysis]		paper2
Analytical and Numerical Solution of Multivariate Nonlinear Rational Expectations Models In: Computing in Economics and Finance 1997.
[Full Text][Citation analysis]		paper0
2005Market Efficiency Today In: IEPR Working Papers.
[Citation analysis]		paper19
2020Correction to: Exponent of Cross-sectional Dependence for Residuals In: Sankhya B: The Indian Journal of Statistics.
[Full Text][Citation analysis]		article0
2009Pairwise Tests of Purchasing Power Parity In: Econometric Reviews.
[Full Text][Citation analysis]		article51
2022An augmented Anderson–Hsiao estimator for dynamic short-T panels† In: Econometric Reviews.
[Full Text][Citation analysis]		article0
1973An Alternative Econometric Approach to the Permanent Income Hypothesis: An International Comparison: A Comment. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article0
1991Costly Adjustment under Rational Expectations: A Generalization. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article15
1986Editorial statement In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article0
2013DISTINGUISHED M Hashem PesaranS In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article0
2016Cross?Sectional Dependence in Panel Data Models: A Special Issue In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article7
2018Half?panel jackknife fixed?effects estimation of linear panels with weakly exogenous regressors In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article9
2007Monetary Policy Transmission and the Phillips Curve in a Global Context In: Kiel Working Papers.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team