M Hashem Pesaran : Citation Profile


Are you M Hashem Pesaran?

University of Southern California (95% share)
University of Southern California (5% share)

55

H index

144

i10 index

22816

Citations

RESEARCH PRODUCTION:

164

Articles

419

Papers

3

Books

4

Chapters

EDITOR:

3

Books edited

2

Series edited

RESEARCH ACTIVITY:

   45 years (1973 - 2018). See details.
   Cites by year: 507
   Journals where M Hashem Pesaran has often published
   Relations with other researchers
   Recent citing documents: 1987.    Total self citations: 306 (1.32 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe34
   Updated: 2018-07-14    RAS profile: 2018-06-18    
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Relations with other researchers


Works with:

Chudik, Alexander (33)

Mohaddes, Kamiar (28)

Smith, Ronald (12)

Raissi, Mehdi (9)

Rebucci, Alessandro (7)

Cesa-Bianchi, Ambrogio (6)

Bailey, Natalia (6)

Yamagata, Takashi (3)

Zhou, Qiankun (2)

Hayakawa, Kazuhiko (2)

Holly, Sean (2)

Esfahani, Hadi (2)

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

Is cited by:

Mohaddes, Kamiar (338)

Shahbaz, Muhammad (331)

Raissi, Mehdi (206)

GUPTA, RANGAN (183)

Chudik, Alexander (170)

Eberhardt, Markus (151)

Rault, Christophe (148)

Otero, Jesus (134)

Apergis, Nicholas (134)

Herzer, Dierk (131)

Cashin, Paul (131)

Cites to:

Smith, Ronald (78)

shin, yongcheol (70)

Timmermann, Allan (66)

Smith, L. Vanessa (55)

Phillips, Peter (49)

Dees, Stephane (48)

Chudik, Alexander (45)

Reichlin, Lucrezia (44)

Forni, Mario (41)

Diebold, Francis (39)

Watson, Mark (38)

Main data


Where M Hashem Pesaran has published?


Journals with more than one article published# docs
Journal of Econometrics30
Journal of Applied Econometrics23
Economic Journal14
Economics Letters8
Journal of Applied Econometrics7
Journal of Economic Dynamics and Control7
Journal of Business & Economic Statistics7
Econometric Reviews6
Econometric Theory5
Econometrica5
International Journal of Forecasting4
Economic Modelling4
Oxford Bulletin of Economics and Statistics4
Journal of Business & Economic Statistics3
The Review of Economics and Statistics3
Journal of Empirical Finance3
Journal of Money, Credit and Banking2
Journal of the American Statistical Association2
Manchester School2
Econometrics Journal2
International Economic Review2
Energy Economics2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo Group Munich90
IZA Discussion Papers / Institute for the Study of Labor (IZA)33
Globalization and Monetary Policy Institute Working Paper / Federal Reserve Bank of Dallas14
IEPR Working Papers / Institute of Economic Policy Research (IEPR)12
ESE Discussion Papers / Edinburgh School of Economics, University of Edinburgh9
Working Papers / Economic Research Forum8
Working Paper series / Rimini Centre for Economic Analysis2
Staff Working Papers / Bank of Canada2
Post-Print / HAL2
IMF Working Papers / International Monetary Fund2
Computing in Economics and Finance 2006 / Society for Computational Economics2
Money Macro and Finance (MMF) Research Group Conference 2004 / Money Macro and Finance Research Group2
Money Macro and Finance (MMF) Research Group Conference 2005 / Money Macro and Finance Research Group2
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank2
IDB Publications (Working Papers) / Inter-American Development Bank2

Recent works citing M Hashem Pesaran (2018 and 2017)


YearTitle of citing document
2017The Bank-Sovereign Nexus: Evidence from a non-Bailout Episode. (2017). Ravazzolo, Francesco ; Natvik, Gisle ; Caporin, Massimiliano ; de Magistris, Paolo Santucci. In: CREATES Research Papers. RePEc:aah:create:2017-25.

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

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2017The Relationship between Conventional Deposit and Islamic Profit Share Rates: An Analysis of the Turkish Banking Sector العلاقة بين الإيداعات التقليدية ومعدلات ال. (2017). Ertugrul, Hasan ; Atasoy, Burak Sencer ; Tekin, Husnu. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:30:y:2017:i:4:p:103-117.

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

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2017Government Spending Shocks and Private Activity: The Role of Sentiments. (2017). Kim, Hyeongwoo ; Jia, Bijie . In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-08.

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

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

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2017Exogeneity Tests, Incomplete Models, Weak Identification and Non-Gaussian Distributions: Invariance and Finite-Sample Distributional Theory. (2017). Dufour, Jean-Marie ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2017-01.

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

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

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2017The Role of Continuous Intraday Electricity Markets: The Integration of Large-Share Wind Power Generation in Denmark. (2017). Karanfil, Fatih ; Li, Yuanjing . In: The Energy Journal. RePEc:aen:journl:ej38-2-li.

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

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

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

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

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2017Determinants of Short-Term Foreign Debt in Ghana. (2017). Brafu-Insaidoo, William Gabriel . In: Research Papers. RePEc:aer:rpaper:rp_335.

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2017The Relations between Labour Market Institutions and Employment of Migrants. (2017). Máté, Domicián ; Mate, Domician ; Dajnoki, Krisztina ; Sarihasan, Imran . In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:46:y:2017:i:19:p:806.

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2017Estimation of Relationship between Inflation and Relative Price Variability: Granger Causality and ARDL Modelling Approach. (2017). Ghauri, Saghir Pervaiz ; Streimikiene, Dalia ; Vveinhardt, Jolita ; Ahmed, Rizwan Raheem. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:s10:y:2017:i:18:p:249.

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2017Effects of globalization on peace and stability: Implications for governance and the knowledge economy of African countries. (2017). Asongu, Simplice ; ANDRES, ANTONIO ; Amavilah, Voxi Heinrich. In: Working Papers. RePEc:agd:wpaper:17/014.

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2017Financial liberalization and long-run stability of money demand in Nigeria. (2017). Folarin, Oludele ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:17/018.

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2017ICT, Conflicts in Financial Intermediation and Financial Access: Evidence of Synergy and Threshold Effects. (2017). Asongu, Simplice ; Acha-Anyi, Paul. In: Working Papers. RePEc:agd:wpaper:17/045.

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2017The Role of Openness in the Effect of ICT on Governance. (2017). Nwachukwu, Jacinta ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:17/050.

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2017Unemployment convergence analysis for Nordic countries: Evidence from linear and nonlinear unit root tests. (2017). Tiraolu, Muhammed ; Guri, Burak ; Yurttaguler, Pek M. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(610):y:2017:i:1(610):p:45-56.

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

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

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

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

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

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

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

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

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

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

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2017Hard currency inflows and sterilization policy in Algeria: An ARDL approach. (2017). Djedaiet, Aissa ; Ayad, Hicham . In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(612):y:2017:i:3(612):p:83-96.

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2017The relationship between oil and stock prices: The case of developing and developed countries. (2017). Tuna, Gulfen ; Gole, Nazire. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(613):y:2017:i:4(613):p:97-108.

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2017Unemployment convergence analysis for Nordic countries: Evidence from linear and nonlinear unit root tests. (2017). Güriş, Burak ; Tiraolu, Muhammed ; Yurttaguler, Pek M ; Guri, Burak. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:1(610):p:45-56.

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

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

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2017Using the input-output model in macroeconomic analysis and forecasting studies. (2017). Anghelache, Constantin ; Manole, Alexandru . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:21-32.

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

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2017Panel causality analysis between exchange rates and stock indexes for fragile five. (2017). yilanci, Veli ; Aikgoz, Ersin ; Pekkaya, Mehmet . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:33-44.

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

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2017Wind, Storage, Interconnection and the Cost of Electricity Generation. (2017). Malaguzzi Valeri, Laura ; Di Cosmo, Valeria. In: ESP: Energy Scenarios and Policy. RePEc:ags:feemes:253733.

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

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2017FEMALE LABOR FORCE PARTICIPATION RATE AND ECONOMIC GROWTH IN THE FRAMEWORK OF KUZNETS CURVE: EVIDENCE FROM TURKEY. (2017). doğan, buhari ; Akyuz, Mursel ; Dogan, Buhari. In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2017:j:19:doganb.

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2017The Efficiency of Active Labour Market Policies in the European Union: Does It Make Sense Increasing the Bill?. (2017). Alegre, Juan Gonzalez . In: Acta Oeconomica. RePEc:aka:aoecon:v:67:y:2017:i:3:p:333-357.

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

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

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

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

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

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

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2017“Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming”. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201706.

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2017“What drives migration moves across urban areas in Spain?. Evidence from the Great Recession”. (2017). Royuela, Vicente ; Chafe, Celia Melguizo. In: AQR Working Papers. RePEc:aqr:wpaper:201709.

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

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2017Impact of Monetary Policy on Capital Inflows in Nigeria. (2017). Nwokoye, Ebele S ; Oniore, Jonathan O. In: Business, Management and Economics Research. RePEc:arp:bmerar:2017:p:192-200.

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

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2017Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1507.01729.

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2017Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1603.07020.

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

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

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2017A Unified Approach on the Local Power of Panel Unit Root Tests. (2017). Liang, Zhongwen. In: Papers. RePEc:arx:papers:1710.02944.

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

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2017Matrix Completion Methods for Causal Panel Data Models. (2017). Athey, Susan ; Khosravi, Khashayar ; Imbens, Guido ; Doudchenko, Nikolay ; Bayati, Mohsen . In: Papers. RePEc:arx:papers:1710.10251.

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2017A simple model for forecasting conditional return distributions. (2017). Baruník, Jozef ; Anatolyev, Stanislav. In: Papers. RePEc:arx:papers:1711.05681.

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

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

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2018Kernel Estimation for Panel Data with Heterogeneous Dynamics. (2018). Okui, Ryo ; Yanagi, Takahide. In: Papers. RePEc:arx:papers:1802.08825.

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

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

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2018Panel Data Analysis with Heterogeneous Dynamics. (2018). Okui, Ryo ; Yanagi, Takahide. In: Papers. RePEc:arx:papers:1803.09452.

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

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

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

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2018Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1805.03807.

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2018Total, asymmetric and frequency connectedness between oil and forex markets. (2018). Kočenda, Evžen ; Baruník, Jozef ; Kovcenda, Evvzen. In: Papers. RePEc:arx:papers:1805.03980.

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2018Determining the dimension of factor structures in non-stationary large datasets. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1806.03647.

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2017Spatial and Temporal House Price Diffusion in the Netherlands: A Bayesian Network Approach. (2017). Ahelegbey, Daniel Felix ; Teye, Alfred Larm. In: ERES. RePEc:arz:wpaper:eres2017_337.

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2017The Relationship Between Financial Development and Income Inequality in India: Evidence from VARX and ARDL Assessments. (2017). Fukuda, Takashi . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:1014-1027.

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2017Growing the Growth of the Ghanaian Economy: Is the Function of the Countrys Financial Development of Any Significance?. (2017). RAFINDADI, ABDULKADIR ; Aliyu, Almustapha A. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:206-221.

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2018Causal Relationship between Foreign Direct Investment and Export: The Case of Developing Economies of Asia. (2018). Arslan, Unal ; Guzel, Arif Eser ; Celikoz, Yildiz Saglam. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:537-551.

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2018Re-Examining the Mean Reversion of Inflation Rate in ECOWAS. (2018). Guy, Drama Bedi. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:653-668.

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2018Development of Inward Foreign Direct Investments in Thailand: Determinants, Effects and Implications. (2018). Liu, Hsiang-Hsi ; Dejphanomporn, Pitprapha. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:717-732.

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2018Empirical Analysis and Forecast of Electricity Demand in West African Economic and Monetary Zone: Evidence from Panel ADRL Modelling. (2018). Guy, Drama Bedi. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2018:p:257-273.

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2017Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence*. (2017). Guidolin, Massimo ; Chincoli, Francesco . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1754.

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2017Sectoral Growth and Energy Consumption in South and Southeast Asian Countries: Evidence from a Panel Data Approach. (2017). Rezitis, Anthony ; Ahammad, Shaikh Mostak . In: Review of Economics & Finance. RePEc:bap:journl:170401.

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2017Factors Affecting Alaska¡¯s Salmon Permit Values: Evidence from Bristol Bay Drift Gillnet Permits. (2017). Baek, Jungho ; Wood, Mackenzie D. In: Review of Economics & Finance. RePEc:bap:journl:170405.

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2017Terms-of-Trade and House Price Fluctuations: A Cross-Country Study. (2017). Corrigan, Paul . In: Staff Working Papers. RePEc:bca:bocawp:17-1.

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2017Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:17-13.

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2018The Impact of Economic Growth on CO2 Emissions in Azerbaijan. (2018). Hasanov, Fakhri ; Galeotti, Marzio ; Mikayilov, Jeyhun I. In: IEFE Working Papers. RePEc:bcu:iefewp:iefewp102.

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2017The evolution of regional economic interlinkages in Europe. (2017). Leiva-Leon, Danilo ; Gómez-Loscos, Ana ; Gadea, María ; Gadea-Rivas, Maria Dolores ; Gomez-Loscos, Ana . In: Working Papers. RePEc:bde:wpaper:1705.

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2017Changing business models in international bank funding. (2017). Rixtel, Adrian ; Gambacorta, Leonardo ; van Rixtel, Adrian ; Schiaffi, Stefano . In: Working Papers. RePEc:bde:wpaper:1736.

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2017Markov-switching three-pass regression filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre. In: Working Papers. RePEc:bde:wpaper:1748.

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2018Real exchange rate misalignments in the euro area. (2018). Giordano, Claire ; Schmitz, Martin ; Fidora, Michael. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1162_18.

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2018Banks holdings of and trading in government bonds. (2018). Manna, Michele ; Nobili, Stefano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1166_18.

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2017Identifying Dornbuschs Exchange Rate Overshooting with Structural VECs: Evidence from Mexico. (2017). Hernandez, Juan ; Chiquiar, Daniel ; Capistrán, Carlos ; Juan, Hernandez ; Daniel, Chiquiar ; Carlos, Capistran . In: Working Papers. RePEc:bdm:wpaper:2017-11.

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2018Financial openness, policy vs. realized outcomes. (2018). Georgia, Ramsay Bush. In: Working Papers. RePEc:bdm:wpaper:2018-04.

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2017The Size of Fiscal Multipliers and the Stance of Monetary Policy in Developing Economies. (2017). Ojeda-Joya, Jair ; Guzman, Oscar E. In: Borradores de Economia. RePEc:bdr:borrec:1010.

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2017Dynamic Connectedness and Causality between Oil prices and Exchange Rates. (2017). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Borradores de Economia. RePEc:bdr:borrec:1025.

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2017Un nuevo cálculo de la tasa de cambio real de equilibrio para Colombia: Enfoque de Balance Macroeconómico. (2017). Torres, Jhon Edwar ; Cote, Juan Pablo. In: Borradores de Economia. RePEc:bdr:borrec:1030.

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2018Asymmetric Effects of Terms of Trade Shocks on Tradable and Non-tradable Investment Rates: The Colombian Case. (2018). Garavito, Aaron ; Cárdenas Hurtado, Camilo ; Toro-Cordoba, Jorge Hernan ; Garavito-Acosta, Aaron Levi ; Cardenas-Hurtado, Camilo Alberto. In: Borradores de Economia. RePEc:bdr:borrec:1043.

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

M Hashem Pesaran is editor of


Journal
Journal of Applied Econometrics
Journal of Applied Econometrics

M Hashem Pesaran has edited the books:


YearTitleTypeCited

Works by M Hashem Pesaran:


YearTitleTypeCited
2017Tests of Policy Interventions in DSGE Models In: BCAM Working Papers.
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paper0
2017Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors In: BCAM Working Papers.
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paper0
2017Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors.(2017) In: CESifo Working Paper Series.
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paper
2014Tests of Policy Ineffectiveness in Macroeconometrics In: Birkbeck Working Papers in Economics and Finance.
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paper1
2014Tests of Policy Ineffectiveness in Macroeconometrics.(2014) In: Cambridge Working Papers in Economics.
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paper
2014Tests of Policy Ineffectiveness in Macroeconometrics.(2014) In: CESifo Working Paper Series.
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paper
2014Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing In: Birkbeck Working Papers in Economics and Finance.
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paper26
2012Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing.(2012) In: CESifo Working Paper Series.
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paper
2016Counterfactual analysis in macroeconometrics: An empirical investigation into the effects of quantitative easing.(2016) In: Research in Economics.
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article
2012Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing.(2012) In: IZA Discussion Papers.
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paper
2012Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing.(2012) In: Working Paper series.
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paper
2012China’s Emergence in the World Economy and Business Cycles in Latin America In: Staff Working Papers.
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paper72
2011China’s Emergence in the World Economy and Business Cycles in Latin America.(2011) In: Cambridge Working Papers in Economics.
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paper
2012Chinas Emergence in the World Economy and Business Cycles in Latin America.(2012) In: ECONOMIA JOURNAL.
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article
2011Chinas Emergence in the World Economy and Business Cycles in Latin America.(2011) In: IDB Publications (Working Papers).
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paper
2011China’s Emergence in the World Economy and Business Cycles in Latin America.(2011) In: Research Department Publications.
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paper
2011Chinas Emergence in the World Economy and Business Cycles in Latin America.(2011) In: IZA Discussion Papers.
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paper
2013Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults In: Staff Working Papers.
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paper3
2000Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration In: Working Papers.
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paper133
2000Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration.(2000) In: Cambridge Working Papers in Economics.
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paper
2000Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration.(2000) In: CESifo Working Paper Series.
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paper
2005ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION.(2005) In: Econometric Theory.
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article
2001Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration.(2001) In: Computing in Economics and Finance 2001.
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paper
2009Testing Dependence Among Serially Correlated Multicategory Variables In: Journal of the American Statistical Association.
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article78
2006Testing Dependence Among Serially Correlated Multi-category Variables.(2006) In: Cambridge Working Papers in Economics.
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paper
2006Testing Dependence among Serially Correlated Multi-category Variables.(2006) In: CESifo Working Paper Series.
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paper
2006Testing Dependence among Serially Correlated Multi-Category Variables.(2006) In: IZA Discussion Papers.
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paper
2003Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy In: Journal of the American Statistical Association.
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article30
1992A Simple Nonparametric Test of Predictive Performance. In: Journal of Business & Economic Statistics.
[Citation analysis]
article273
1990A SIMPLE, NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE..(1990) In: Cambridge Working Papers in Economics.
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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: 273
paper
1994Choice between Disaggregate and Aggregate Specifications Estimated by Instrumental Variables Methods. In: Journal of Business & Economic Statistics.
[Citation analysis]
article9
1992Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods..(1992) In: Cambridge Working Papers in Economics.
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paper
1999Analysis of Exchange-Rate Target Zones Using a Limited-Dependent Rational-Expectations Model with Jumps. In: Journal of Business & Economic Statistics.
[Citation analysis]
article9
2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model In: Journal of Business & Economic Statistics.
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article366
2001Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model.(2001) In: Cambridge Working Papers in Economics.
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paper
2001Modelling regional interdependencies using a global error-correcting macroeconometric model.(2001) In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
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paper
2003Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model.(2003) In: EcoMod2003.
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paper
2002Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model.(2002) In: Center for Financial Institutions Working Papers.
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paper
2004Rejoinder In: Journal of Business & Economic Statistics.
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article0
2011Forecast Combination Across Estimation Windows In: Journal of Business & Economic Statistics.
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article41
2011Forecast Combination Across Estimation Windows.(2011) In: Journal of Business & Economic Statistics.
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article
2011Lumpy Price Adjustments: A Microeconometric Analysis In: Journal of Business & Economic Statistics.
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article24
2007Lumpy Price Adjustments: A Microeconometric Analysis..(2007) In: Working papers.
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paper
2007Lumpy Price Adjustments, A Microeconometric Analysis.(2007) In: Cambridge Working Papers in Economics.
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paper
2007Lumpy Price Adjustments: A Microeconometric Analysis.(2007) In: CESifo Working Paper Series.
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paper
2007Lumpy Price Adjustments: A Microeconometric Analysis.(2007) In: IZA Discussion Papers.
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paper
2006Lumpy price adjustments : a microeconometric analysis.(2006) In: Working Paper Research.
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paper
2011Lumpy Price Adjustments: A Microeconometric Analysis.(2011) In: Journal of Business & Economic Statistics.
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article
1984Macroeconomic Policy in an Oil-exporting Economy with Foreign Exchange Controls. In: Economica.
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article0
1988The Role of Theory in Applied Econometrics. In: The Economic Record.
[Citation analysis]
article1
2016THEORY AND PRACTICE OF GVAR MODELLING In: Journal of Economic Surveys.
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article22
2014Theory and Practice of GVAR Modeling.(2014) In: Cambridge Working Papers in Economics.
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paper
2014Theory and Practice of GVAR Modeling.(2014) In: CESifo Working Paper Series.
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paper
2014Theory and practice of GVAR modeling.(2014) In: Globalization and Monetary Policy Institute Working Paper.
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paper
1995 Predictability of Stock Returns: Robustness and Economic Significance. In: Journal of Finance.
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article276
1985Testing for Structural Stability and Predictive Failure: A Review. In: The Manchester School of Economic & Social Studies.
[Citation analysis]
article14
2006MACROECONOMETRIC MODELLING WITH A GLOBAL PERSPECTIVE In: Manchester School.
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article64
2006Macroeconometric Modelling with a Global Perspective.(2006) In: Cambridge Working Papers in Economics.
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paper
2006Macroeconometric Modelling with a Global Perspective.(2006) In: CESifo Working Paper Series.
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paper
2006Macroeconometric Modelling with a Global Perspective.(2006) In: IEPR Working Papers.
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paper
2011BEYOND THE DSGE STRAITJACKET-super-1 In: Manchester School.
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article5
1999 Diagnostics for IV Regressions. In: Oxford Bulletin of Economics and Statistics.
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article33
1997Diagnostics for IV Regressions.(1997) In: Cambridge Working Papers in Economics.
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paper
2005The Cost Effectiveness of the UKs Sovereign Debt Portfolio In: Oxford Bulletin of Economics and Statistics.
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article1
2012Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models In: Oxford Bulletin of Economics and Statistics.
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article9
2014Constructing Multi-Country Rational Expectations Models In: Oxford Bulletin of Economics and Statistics.
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article7
2018Uncertainty and economic activity: a multi-country perspective In: Bank of England working papers.
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paper0
2018Uncertainty and Economic Activity: A Multi-Country Perspective.(2018) In: CESifo Working Paper Series.
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2018Uncertainty and Economic Activity: A Multi-Country Perspective.(2018) In: CEPR Discussion Papers.
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2018Uncertainty and Economic Activity: A Multi-Country Perspective.(2018) In: NBER Working Papers.
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paper
2000Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy In: Cambridge Working Papers in Economics.
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paper41
2000Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy.(2000) In: CESifo Working Paper Series.
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paper
2002Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy.(2002) In: Royal Economic Society Annual Conference 2002.
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paper
2000The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach In: Cambridge Working Papers in Economics.
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paper2
2000The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach.(2000) In: CESifo Working Paper Series.
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2003Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence In: Cambridge Working Papers in Economics.
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paper21
2003Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence.(2003) In: CESifo Working Paper Series.
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2003How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? In: Cambridge Working Papers in Economics.
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paper67
2003How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?.(2003) In: CESifo Working Paper Series.
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paper
2004How costly is it to ignore breaks when forecasting the direction of a time series?.(2004) In: International Journal of Forecasting.
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article
2003Macroeconomic Dynamics and Credit Risk: A Global Perspective In: Cambridge Working Papers in Economics.
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paper118
2006Macroeconomic Dynamics and Credit Risk: A Global Perspective.(2006) In: Journal of Money, Credit and Banking.
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article
Macroeconomic Dynamics and Credit Risk: A Global Perspective.() In: Center for Financial Institutions Working Papers.
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paper
2003Macroeconomic Dynamics and Credit Risk: A Global Perspective.(2003) In: CESifo Working Paper Series.
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paper
2003Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks In: Cambridge Working Papers in Economics.
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paper96
2003Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks.(2003) In: CESifo Working Paper Series.
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2004Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks.(2004) In: CEPR Discussion Papers.
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paper
2005Small sample properties of forecasts from autoregressive models under structural breaks.(2005) In: Journal of Econometrics.
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article
2003Scope for Cost Minimization in Public Debt Management: the Case of the UK In: Cambridge Working Papers in Economics.
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paper1
2003A Simple Panel Unit Root Test in the Presence of Cross Section Dependence In: Cambridge Working Papers in Economics.
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paper1326
2007A simple panel unit root test in the presence of cross-section dependence.(2007) In: Journal of Applied Econometrics.
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article
2003On The Panel Unit Root Tests Using Nonlinear Instrumental Variables In: Cambridge Working Papers in Economics.
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paper20
2004Econometric Issues in the Analysis of Contagion In: Cambridge Working Papers in Economics.
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paper127
2004Econometric Issues in the Analysis of Contagion.(2004) In: CESifo Working Paper Series.
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2007Econometric issues in the analysis of contagion.(2007) In: Journal of Economic Dynamics and Control.
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2004Econometric Issues in the Analysis of Contagion.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2004.
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2004‘Real Time Econometrics’ In: Cambridge Working Papers in Economics.
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paper19
2004Real Time Econometrics.(2004) In: CESifo Working Paper Series.
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2004Real Time Econometrics.(2004) In: CEPR Discussion Papers.
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2005REAL-TIME ECONOMETRICS.(2005) In: Econometric Theory.
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2004Real Time Econometrics.(2004) In: IZA Discussion Papers.
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2004‘Forecasting Time Series Subject to Multiple Structural Breaks’ In: Cambridge Working Papers in Economics.
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paper142
2004Forecasting Time Series Subject to Multiple Structural Breaks.(2004) In: CESifo Working Paper Series.
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2004Forecasting Time Series Subject to Multiple Structural Breaks.(2004) In: CEPR Discussion Papers.
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2004Forecasting Time Series Subject to Multiple Structural Breaks.(2004) In: IZA Discussion Papers.
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2006Forecasting Time Series Subject to Multiple Structural Breaks.(2006) In: Review of Economic Studies.
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article
2004‘Random Coefficient Panel Data Models’ In: Cambridge Working Papers in Economics.
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2004Random Coefficient Panel Data Models.(2004) In: CESifo Working Paper Series.
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2004Random Coefficient Panel Data Models.(2004) In: IZA Discussion Papers.
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2004Random Coefficient Panel Data Models.(2004) In: IEPR Working Papers.
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2004‘General Diagnostic Tests for Cross Section Dependence in Panels’ In: Cambridge Working Papers in Economics.
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paper718
2004General Diagnostic Tests for Cross Section Dependence in Panels.(2004) In: CESifo Working Paper Series.
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paper
2004General Diagnostic Tests for Cross Section Dependence in Panels.(2004) In: IZA Discussion Papers.
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paper
2004A Pair-wise Approach to Testing for Output and Growth Convergence In: Cambridge Working Papers in Economics.
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paper122
2004A Pair-Wise Approach to Testing for Output and Growth Convergence.(2004) In: CESifo Working Paper Series.
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2007A pair-wise approach to testing for output and growth convergence.(2007) In: Journal of Econometrics.
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2004A Pair-Wise Approach to Testing for Output and Growth Convergence.(2004) In: IZA Discussion Papers.
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2005Testing Slope Homogeneity in Large Panels In: Cambridge Working Papers in Economics.
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paper156
2005Testing Slope Homogeneity in Large Panels.(2005) In: CESifo Working Paper Series.
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paper
2008Testing slope homogeneity in large panels.(2008) In: Journal of Econometrics.
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2005Testing Slope Homogeneity in Large Panels.(2005) In: IEPR Working Papers.
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paper
2005Exploring the International Linkages of the Euro Area: a Global VAR Analysis In: Cambridge Working Papers in Economics.
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paper420
2005Exploring the international linkages of the euro area: a global VAR analysis.(2005) In: Working Paper Series.
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paper
2006Exploring the International Linkages of the Euro Area: a Global VAR Analysis.(2006) In: Computing in Economics and Finance 2006.
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2005Exploring the International Linkages of the Euro Area: a Global VAR Analysis.(2005) In: CESifo Working Paper Series.
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2004Exploring the International Linkages of the Euro Area: A Global VAR Analysis.(2004) In: IEPR Working Papers.
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paper
2007Exploring the international linkages of the euro area: a global VAR analysis.(2007) In: Journal of Applied Econometrics.
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article
2005Scope for Credit Risk Diversification In: Cambridge Working Papers in Economics.
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paper1
2005Scope for Credit Risk Diversification.(2005) In: IEPR Working Papers.
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paper
2005Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns In: Cambridge Working Papers in Economics.
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paper9
2005Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns.(2005) In: CESifo Working Paper Series.
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2005Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns.(2005) In: Working Papers.
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2005What if the UK has Joined the Euro in 1999? An Empirical Evaluation using a Global VAR In: Cambridge Working Papers in Economics.
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paper7
2005What if the UK had Joined the Euro in 1999? An Empirical Evaluation Using a Global VAR.(2005) In: CESifo Working Paper Series.
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2005What if the UK had Joined the Euro in 1999? An Empirical Evaluation using a Global VAR.(2005) In: IEPR Working Papers.
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2005The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification In: Cambridge Working Papers in Economics.
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2005The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification.(2005) In: IEPR Working Papers.
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2005Unit Roots and Cointegration in Panels In: Cambridge Working Papers in Economics.
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paper90
2005Unit Roots and Cointegration in Panels.(2005) In: IEPR Working Papers.
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2005Unit roots and cointegration in panels.(2005) In: Discussion Paper Series 1: Economic Studies.
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2005Unit Roots and Cointegration in Panels.(2005) In: CESifo Working Paper Series.
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2005Survey Expectations In: Cambridge Working Papers in Economics.
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paper105
2005Survey Expectations.(2005) In: CESifo Working Paper Series.
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2006Survey Expectations.(2006) In: Handbook of Economic Forecasting.
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2005Survey Expectations.(2005) In: IEPR Working Papers.
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