55
H index
144
i10 index
22572
Citations
M Hashem Pesaran : Citation Profile
University of Southern California (95% share) | RESEARCH PRODUCTION: 164 Articles 418 Papers 3 Books 4 Chapters EDITOR: RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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45 years (1973 - 2018). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with M Hashem Pesaran. | Is cited by:
| Cites to:
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Main data
Where M Hashem Pesaran has published?
Recent works citing M Hashem Pesaran (2018 and 2017)
| Year | Title of citing document | |
|---|---|---|
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2018 | Persistence Heterogeneity Testing in Panels with Interactive Fixed Effects. (2018). Velasco, Carlos ; Ergemen, Yunus Emre . In: CREATES Research Papers. RePEc:aah:create:2018-11. Full description at Econpapers || Download paper | |
| 2017 | London Calling: Nonlinear Mean Reversion across National Stock Markets. (2017). Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-05. Full description at Econpapers || Download paper | |
| 2017 | Government 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. Full description at Econpapers || Download paper | |
| 2018 | London Calling: Nonlinear Mean Reversion across National Stock Markets. (2018). Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2018-01. Full description at Econpapers || Download paper | |
| 2017 | Working 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. Full description at Econpapers || Download paper | |
| 2017 | Exogeneity 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. Full description at Econpapers || Download paper | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2017 | Yields 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. Full description at Econpapers || Download paper | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2017 | Integration 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. Full description at Econpapers || Download paper | |
| 2017 | Green Inventions: Is Wait-and-see a Reasonable Option?. (2017). Woerter, Martin ; Stucki, Tobias. In: The Energy Journal. RePEc:aen:journl:ej38-4-stucki. Full description at Econpapers || Download paper | |
| 2017 | Policy-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. Full description at Econpapers || Download paper | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2017 | Determinants of Short-Term Foreign Debt in Ghana. (2017). Brafu-Insaidoo, William Gabriel . In: Research Papers. RePEc:aer:rpaper:rp_335. Full description at Econpapers || Download paper | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2017 | Estimation 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. Full description at Econpapers || Download paper | |
| 2017 | Effects 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. Full description at Econpapers || Download paper | |
| 2017 | Financial liberalization and long-run stability of money demand in Nigeria. (2017). Folarin, Oludele ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:17/018. Full description at Econpapers || Download paper | |
| 2017 | ICT, 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. Full description at Econpapers || Download paper | |
| 2017 | The Role of Openness in the Effect of ICT on Governance. (2017). Nwachukwu, Jacinta ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:17/050. Full description at Econpapers || Download paper | |
| 2017 | Unemployment 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. Full description at Econpapers || Download paper | |
| 2017 | Sustainability 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. Full description at Econpapers || Download paper | |
| 2018 | The impact of carbon dioxide (CO2) emissions on tourism: Does the source of emission matter?. (2018). Topcu, Mert ; Tugcu, Can Tansel. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:125-136. Full description at Econpapers || Download paper | |
| 2018 | Effect 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. Full description at Econpapers || Download paper | |
| 2018 | Impact 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. Full description at Econpapers || Download paper | |
| 2018 | Impact 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. Full description at Econpapers || Download paper | |
| 2018 | Does 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. Full description at Econpapers || Download paper | |
| 2018 | The 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. Full description at Econpapers || Download paper | |
| 2017 | On 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. Full description at Econpapers || Download paper | |
| 2017 | Hard 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. Full description at Econpapers || Download paper | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2017 | Unemployment 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. Full description at Econpapers || Download paper | |
| 2017 | Sustainability 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. Full description at Econpapers || Download paper | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2017 | Using 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. Full description at Econpapers || Download paper | |
| 2017 | An 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. Full description at Econpapers || Download paper | |
| 2017 | Panel 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. Full description at Econpapers || Download paper | |
| 2017 | Economic 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. Full description at Econpapers || Download paper | |
| 2017 | Wind, 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. Full description at Econpapers || Download paper | |
| 2017 | Statistical 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. Full description at Econpapers || Download paper | |
| 2017 | FEMALE 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. Full description at Econpapers || Download paper | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2018 | Agricultural Productivity in Space - An econometric assessment on Italian farm-level data. (2018). Esposti, Roberto ; Baldoni, Edoardo. In: Working Papers. RePEc:anc:wpaper:428. Full description at Econpapers || Download paper | |
| 2017 | The Heterogeneity of Convergence in Transition Countries. (2017). Pipie, Mateusz ; Roszkowska, Sylwia . In: Lodz Economics Working Papers. RePEc:ann:wpaper:7/2017. Full description at Econpapers || Download paper | |
| 2018 | BRICS 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. Full description at Econpapers || Download paper | |
| 2018 | ECONOMIC 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. Full description at Econpapers || Download paper | |
| 2018 | FISCAL 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. Full description at Econpapers || Download paper | |
| 2018 | FISCAL 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. Full description at Econpapers || Download paper | |
| 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. Full description at Econpapers || Download paper | |
| 2017 | “What drives migration moves across urban areas in Spain?. Evidence from the Great Recession”. (2017). Chafe, Celia Melguizo ; Royuela, Vicente. In: AQR Working Papers. RePEc:aqr:wpaper:201709. Full description at Econpapers || Download paper | |
| 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. Full description at Econpapers || Download paper | |
| 2017 | Impact 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. Full description at Econpapers || Download paper | |
| 2017 | Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; BarunÃk, Jozef. In: Papers. RePEc:arx:papers:1507.01729. Full description at Econpapers || Download paper | |
| 2017 | Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets. (2017). Krehlik, Tomas ; BarunÃk, Jozef. In: Papers. RePEc:arx:papers:1603.07020. Full description at Econpapers || Download paper | |
| 2017 | Political elections and uncertainty -Are BRICS markets equally exposed to Trumps agenda?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1701.02182. Full description at Econpapers || Download paper | |
| 2017 | A Justification of Conditional Confidence Intervals. (2017). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric. In: Papers. RePEc:arx:papers:1710.00643. Full description at Econpapers || Download paper | |
| 2017 | A Unified Approach on the Local Power of Panel Unit Root Tests. (2017). Liang, Zhongwen. In: Papers. RePEc:arx:papers:1710.02944. Full description at Econpapers || Download paper | |
| 2018 | Large deviations for risk measures in finite mixture models. (2018). Bignozzi, Valeria ; Petrella, Lea ; Macci, Claudio. In: Papers. RePEc:arx:papers:1710.03252. Full description at Econpapers || Download paper | |
| 2017 | Matrix 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. Full description at Econpapers || Download paper | |
| 2017 | A simple model for forecasting conditional return distributions. (2017). BarunÃk, Jozef ; Anatolyev, Stanislav. In: Papers. RePEc:arx:papers:1711.05681. Full description at Econpapers || Download paper | |
| 2018 | An 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. Full description at Econpapers || Download paper | |
| 2018 | Heterogeneous structural breaks in panel data models. (2018). Okui, Ryo ; Wang, Wendun. In: Papers. RePEc:arx:papers:1801.04672. Full description at Econpapers || Download paper | |
| 2018 | Kernel Estimation for Panel Data with Heterogeneous Dynamics. (2018). Okui, Ryo ; Yanagi, Takahide. In: Papers. RePEc:arx:papers:1802.08825. Full description at Econpapers || Download paper | |
| 2018 | Testing a Goodwin model with general capital accumulation rate. (2018). Grasselli, Matheus R ; Maheshwari, Aditya. In: Papers. RePEc:arx:papers:1803.01536. Full description at Econpapers || Download paper | |
| 2018 | Large-Scale Dynamic Predictive Regressions. (2018). Bianchi, Daniele ; McAlinn, Kenichiro. In: Papers. RePEc:arx:papers:1803.06738. Full description at Econpapers || Download paper | |
| 2018 | Panel Data Analysis with Heterogeneous Dynamics. (2018). Okui, Ryo ; Yanagi, Takahide. In: Papers. RePEc:arx:papers:1803.09452. Full description at Econpapers || Download paper | |
| 2018 | Dealing with cross-country heterogeneity in panel VARs using finite mixture models. (2018). Huber, Florian. In: Papers. RePEc:arx:papers:1804.01554. Full description at Econpapers || Download paper | |
| 2018 | Econophysics Beyond General Equilibrium: the Business Cycle Model. (2018). Olkhov, Victor. In: Papers. RePEc:arx:papers:1804.04721. Full description at Econpapers || Download paper | |
| 2018 | Aide 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. Full description at Econpapers || Download paper | |
| 2018 | Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1805.03807. Full description at Econpapers || Download paper | |
| 2018 | Total, asymmetric and frequency connectedness between oil and forex markets. (2018). Kočenda, Evžen ; BarunÃk, Jozef ; Kovcenda, Evvzen. In: Papers. RePEc:arx:papers:1805.03980. Full description at Econpapers || Download paper | |
| 2017 | Spatial 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. Full description at Econpapers || Download paper | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2017 | Growing 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. Full description at Econpapers || Download paper | |
| 2018 | Causal 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. Full description at Econpapers || Download paper | |
| 2018 | Re-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. Full description at Econpapers || Download paper | |
| 2018 | Development 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. Full description at Econpapers || Download paper | |
| 2017 | Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence*. (2017). Guidolin, Massimo ; Chincoli, Francesco . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1754. Full description at Econpapers || Download paper | |
| 2017 | Sectoral 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. Full description at Econpapers || Download paper | |
| 2017 | Factors 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. Full description at Econpapers || Download paper | |
| 2017 | Terms-of-Trade and House Price Fluctuations: A Cross-Country Study. (2017). Corrigan, Paul . In: Staff Working Papers. RePEc:bca:bocawp:17-1. Full description at Econpapers || Download paper | |
| 2017 | Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:17-13. Full description at Econpapers || Download paper | |
| 2018 | The 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. Full description at Econpapers || Download paper | |
| 2017 | The evolution of regional economic interlinkages in Europe. (2017). Leiva-Leon, Danilo ; Gómez-Loscos, Ana ; Gadea, MarÃa ; Gadea-Rivas, Maria Dolores ; Gomez-Loscos, Ana . In: Working Papers. RePEc:bde:wpaper:1705. Full description at Econpapers || Download paper | |
| 2017 | Changing business models in international bank funding. (2017). Rixtel, Adrian ; Gambacorta, Leonardo ; van Rixtel, Adrian ; Schiaffi, Stefano . In: Working Papers. RePEc:bde:wpaper:1736. Full description at Econpapers || Download paper | |
| 2017 | Markov-switching three-pass regression filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre. In: Working Papers. RePEc:bde:wpaper:1748. Full description at Econpapers || Download paper | |
| 2018 | Real 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. Full description at Econpapers || Download paper | |
| 2018 | Banks 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. Full description at Econpapers || Download paper | |
| 2017 | Identifying 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. Full description at Econpapers || Download paper | |
| 2018 | Financial openness, policy vs. realized outcomes. (2018). Georgia, Ramsay Bush. In: Working Papers. RePEc:bdm:wpaper:2018-04. Full description at Econpapers || Download paper | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2017 | Dynamic 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. Full description at Econpapers || Download paper | |
| 2017 | Un 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. Full description at Econpapers || Download paper | |
| 2018 | Asymmetric 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. Full description at Econpapers || Download paper | |
| 2017 | Sovereign default risk in OECD countries: do global factors matter?. (2017). Ordoñez-Callamand, Daniel ; Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Ordoez-Callamand, Daniel . In: Borradores de Economia. RePEc:bdr:borrec:996. Full description at Econpapers || Download paper | |
| 2017 | Uncertainty spillover and policy reactions. (2017). Claeys, Peter. In: Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:64-77. Full description at Econpapers || Download paper | |
| 2017 | Financial transaction tax and banking margins: An empirical note for Colombia. (2017). Vargas-Herrera, Hernando ; RodrÃguez N., Norberto ; Lozano-Espitia, Ignacio ; Rodriguez-Nio, Norberto. In: Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:83:p:154-160. Full description at Econpapers || Download paper | |
| 2017 | THE ROLE OF REMITTANCES IN THE STABILITY OF MONEY DEMAND IN PAKISTAN: A COINTEGRATION ANALYSIS. (2017). Karim, Mohd ; Abd, Mohd Zaini ; Ghumro, Niaz Hussain . In: Economic Annals. RePEc:beo:journl:v:62:y:2017:i:213:p:45-66. Full description at Econpapers || Download paper | |
| 2018 | ECONOMETRIC TESTING OF UNCOVERED INTEREST RATE PARITY IN SERBIA. (2018). Mladenovi, Zorica ; Rakovi, Jelena. In: Economic Annals. RePEc:beo:journl:v:62:y:2018:i:216:p:35-62. Full description at Econpapers || Download paper | |
| 2017 | The real effects of household debt in the short and long run. (2017). SHIM, ILHYOCK ; Mohanty, Madhusudan ; Lombardi, Marco. In: BIS Working Papers. RePEc:bis:biswps:607. 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:
| Year | Title | Type | Cited |
|---|
Works by M Hashem Pesaran:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Tests of Policy Interventions in DSGE Models In: BCAM Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors In: BCAM Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Posterior 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 | |
| 2014 | Tests of Policy Ineffectiveness in Macroeconometrics In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Tests 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 | |
| 2014 | Tests of Policy Ineffectiveness in Macroeconometrics.(2014) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 26 |
| 2012 | Counterfactual 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: 26 | paper | |
| 2016 | Counterfactual 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: 26 | article | |
| 2012 | Counterfactual 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: 26 | paper | |
| 2012 | Counterfactual 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: 26 | paper | |
| 2012 | China’s Emergence in the World Economy and Business Cycles in Latin America In: Staff Working Papers. [Full Text][Citation analysis] | paper | 72 |
| 2011 | China’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: 72 | paper | |
| 2012 | Chinas Emergence in the World Economy and Business Cycles in Latin America.(2012) In: ECONOMIA JOURNAL. [Full Text][Citation analysis] This paper has another version. Agregated cites: 72 | article | |
| 2011 | Chinas 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: 72 | paper | |
| 2011 | China’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: 72 | paper | |
| 2011 | Chinas 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: 72 | paper | |
| 2013 | Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults In: Staff Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2000 | Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration In: Working Papers. [Full Text][Citation analysis] | paper | 131 |
| 2000 | Estimation 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: 131 | paper | |
| 2000 | Estimation 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: 131 | paper | |
| 2005 | ESTIMATION 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: 131 | article | |
| 2001 | Estimation 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: 131 | paper | |
| 2009 | Testing Dependence Among Serially Correlated Multicategory Variables In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 76 |
| 2006 | Testing 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: 76 | paper | |
| 2006 | Testing Dependence among Serially Correlated Multi-category Variables.(2006) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 76 | paper | |
| 2006 | Testing Dependence among Serially Correlated Multi-Category Variables.(2006) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 76 | paper | |
| 2003 | Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 30 |
| 1992 | A Simple Nonparametric Test of Predictive Performance. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 274 |
| 1990 | A SIMPLE, NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE..(1990) In: Cambridge Working Papers in Economics. [Citation analysis] This paper has another version. Agregated cites: 274 | paper | |
| 1990 | A SIMPLE NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE..(1990) In: California Los Angeles - Applied Econometrics. [Citation analysis] This paper has another version. Agregated cites: 274 | paper | |
| 1994 | Choice between Disaggregate and Aggregate Specifications Estimated by Instrumental Variables Methods. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 9 |
| 1992 | Choice 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 | |
| 1999 | Analysis of Exchange-Rate Target Zones Using a Limited-Dependent Rational-Expectations Model with Jumps. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 9 |
| 2004 | Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 363 |
| 2001 | Modelling 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: 363 | paper | |
| 2001 | Modelling 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: 363 | paper | |
| 2003 | Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model.(2003) In: EcoMod2003. [Full Text][Citation analysis] This paper has another version. Agregated cites: 363 | paper | |
| 2002 | Modeling 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: 363 | paper | |
| 2004 | Rejoinder In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
| 2011 | Forecast Combination Across Estimation Windows In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 41 |
| 2011 | Forecast Combination Across Estimation Windows.(2011) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | article | |
| 2011 | Lumpy Price Adjustments: A Microeconometric Analysis In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 23 |
| 2007 | Lumpy Price Adjustments: A Microeconometric Analysis..(2007) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2007 | Lumpy Price Adjustments, A Microeconometric Analysis.(2007) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2007 | Lumpy Price Adjustments: A Microeconometric Analysis.(2007) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2007 | Lumpy Price Adjustments: A Microeconometric Analysis.(2007) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2006 | Lumpy price adjustments : a microeconometric analysis.(2006) In: Working Paper Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2011 | Lumpy Price Adjustments: A Microeconometric Analysis.(2011) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
| 1984 | Macroeconomic Policy in an Oil-exporting Economy with Foreign Exchange Controls. In: Economica. [Full Text][Citation analysis] | article | 0 |
| 1988 | The Role of Theory in Applied Econometrics. In: The Economic Record. [Citation analysis] | article | 1 |
| 2016 | THEORY AND PRACTICE OF GVAR MODELLING In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 20 |
| 2014 | Theory and Practice of GVAR Modeling.(2014) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2014 | Theory and Practice of GVAR Modeling.(2014) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2014 | Theory and practice of GVAR modeling.(2014) In: Globalization and Monetary Policy Institute Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 1995 | Predictability of Stock Returns: Robustness and Economic Significance. In: Journal of Finance. [Full Text][Citation analysis] | article | 276 |
| 1985 | Testing for Structural Stability and Predictive Failure: A Review. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 14 |
| 2006 | MACROECONOMETRIC MODELLING WITH A GLOBAL PERSPECTIVE In: Manchester School. [Full Text][Citation analysis] | article | 63 |
| 2006 | Macroeconometric Modelling with a Global Perspective.(2006) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
| 2006 | Macroeconometric Modelling with a Global Perspective.(2006) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
| 2006 | Macroeconometric Modelling with a Global Perspective.(2006) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
| 2011 | BEYOND THE DSGE STRAITJACKET-super-1 In: Manchester School. [Full Text][Citation analysis] | article | 5 |
| 1999 | Diagnostics for IV Regressions. In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 33 |
| 1997 | Diagnostics for IV Regressions.(1997) In: Cambridge Working Papers in Economics. [Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
| 2005 | The Cost Effectiveness of the UKs Sovereign Debt Portfolio In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2012 | Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 9 |
| 2014 | Constructing Multi-Country Rational Expectations Models In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 6 |
| 2000 | Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 41 |
| 2000 | Forecast 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: 41 | paper | |
| 2002 | Forecast 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: 41 | paper | |
| 2000 | The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2000 | The 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 | |
| 2003 | Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 21 |
| 2003 | Estimation 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: 21 | paper | |
| 2003 | How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 65 |
| 2003 | How 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: 65 | paper | |
| 2004 | How 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: 65 | article | |
| 2003 | Macroeconomic Dynamics and Credit Risk: A Global Perspective In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 118 |
| 2003 | Macroeconomic Dynamics and Credit Risk: A Global Perspective.(2003) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 118 | paper | |
| 2006 | Macroeconomic 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: 118 | 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: 118 | paper | ||
| 2003 | Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 96 |
| 2004 | Small 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: 96 | paper | |
| 2003 | Small 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: 96 | paper | |
| 2005 | Small 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: 96 | article | |
| 2003 | Scope for Cost Minimization in Public Debt Management: the Case of the UK In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2003 | A Simple Panel Unit Root Test in the Presence of Cross Section Dependence In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1308 |
| 2007 | A 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: 1308 | article | |
| 2003 | On The Panel Unit Root Tests Using Nonlinear Instrumental Variables In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 19 |
| 2004 | Econometric Issues in the Analysis of Contagion In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 125 |
| 2004 | Econometric Issues in the Analysis of Contagion.(2004) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 125 | paper | |
| 2007 | Econometric 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: 125 | article | |
| 2004 | Econometric 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: 125 | paper | |
| 2004 | ‘Real Time Econometrics’ In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 19 |
| 2004 | Real Time Econometrics.(2004) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2004 | Real Time Econometrics.(2004) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2005 | REAL-TIME ECONOMETRICS.(2005) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
| 2004 | Real Time Econometrics.(2004) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2004 | ‘Forecasting Time Series Subject to Multiple Structural Breaks’ In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 142 |
| 2004 | Forecasting Time Series Subject to Multiple Structural Breaks.(2004) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 142 | paper | |
| 2004 | Forecasting Time Series Subject to Multiple Structural Breaks.(2004) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 142 | paper | |
| 2004 | Forecasting Time Series Subject to Multiple Structural Breaks.(2004) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 142 | paper | |
| 2006 | Forecasting Time Series Subject to Multiple Structural Breaks.(2006) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 142 | article | |
| 2004 | ‘Random Coefficient Panel Data Models’ In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 30 |
| 2004 | Random Coefficient Panel Data Models.(2004) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2004 | Random Coefficient Panel Data Models.(2004) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2004 | Random Coefficient Panel Data Models.(2004) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2004 | ‘General Diagnostic Tests for Cross Section Dependence in Panels’ In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 707 |
| 2004 | General 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: 707 | paper | |
| 2004 | General Diagnostic Tests for Cross Section Dependence in Panels.(2004) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 707 | paper | |
| 2004 | A Pair-wise Approach to Testing for Output and Growth Convergence In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 120 |
| 2004 | A 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: 120 | paper | |
| 2007 | A 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: 120 | article | |
| 2004 | A 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: 120 | paper | |
| 2005 | Testing Slope Homogeneity in Large Panels In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 152 |
| 2005 | Testing Slope Homogeneity in Large Panels.(2005) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 152 | paper | |
| 2005 | Testing Slope Homogeneity in Large Panels.(2005) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 152 | paper | |
| 2008 | Testing slope homogeneity in large panels.(2008) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 152 | article | |
| 2005 | Exploring the International Linkages of the Euro Area: a Global VAR Analysis In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 417 |
| 2005 | Exploring 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: 417 | paper | |
| 2005 | Exploring 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: 417 | paper | |
| 2007 | Exploring 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: 417 | article | |
| 2006 | Exploring 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: 417 | paper | |
| 2004 | Exploring 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: 417 | paper | |
| 2005 | Scope for Credit Risk Diversification In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Scope for Credit Risk Diversification.(2005) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2005 | Alternative 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] | paper | 9 |
| 2005 | Alternative 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: 9 | paper | |
| 2005 | Alternative 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: 9 | paper | |
| 2005 | What 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] | paper | 7 |
| 2005 | What 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: 7 | paper | |
| 2005 | What 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: 7 | paper | |
| 2005 | The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2005 | The 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: 2 | paper | |
| 2005 | Unit Roots and Cointegration in Panels In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 89 |
| 2005 | Unit Roots and Cointegration in Panels.(2005) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 89 | paper | |
| 2005 | Unit Roots and Cointegration in Panels.(2005) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 89 | paper | |
| 2005 | Unit roots and cointegration in panels.(2005) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 89 | paper | |
| 2005 | Survey Expectations In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 105 |
| 2005 | Survey Expectations.(2005) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 105 | paper | |
| 2006 | Survey Expectations.(2006) In: Handbook of Economic Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 105 | chapter | |
| 2005 | Survey Expectations.(2005) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 105 | paper | |
| 2006 | Learning, Structural Instability and Present Value Calculations In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 38 |
| 2005 | Learning, Structural Instability and Present Value Calculations.(2005) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
| 2006 | Learning, 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: 38 | paper | |
| 2006 | Learning, Structural Instability and Present Value Calculations.(2006) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
| 2007 | Learning, Structural Instability, and Present Value Calculations.(2007) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | article | |
| 2006 | Learning, 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: 38 | paper | |
| 2006 | Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
| 2006 | Pairwise 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: 3 | paper | |
| 2006 | A Bias-Adjusted LM Test of Error Cross Section Independence In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 130 |
| 2008 | A bias-adjusted LM test of error cross-section independence.(2008) In: Econometrics Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 130 | article | |
| 2006 | Panels with Nonstationary Multifactor Error Structures In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 246 |
| 2006 | Panels with Nonstationary Multifactor Error Structures.(2006) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 246 | paper | |
| 2011 | Panels with non-stationary multifactor error structures.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 246 | article | |
| 2010 | Panels with nonstationary multifactor error structures.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 246 | paper | |
| 2006 | Panels with Nonstationary Multifactor Error Structures.(2006) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 246 | paper | |
| 2006 | Panels with Nonstationary Multifactor Error Structures.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 246 | paper | |
| 2006 | A Spatio-Temporal Model of House Prices in the US In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 152 |
| 2006 | A 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: 152 | paper | |
| 2010 | A 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: 152 | article | |
| 2006 | A 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: 152 | paper | |
| 2006 | Econometrics: A Bird’s Eye View In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
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| 2007 | Long Run Macroeconomic Relations in the Global Economy In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 51 |
| 2007 | Long 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: 51 | paper | |
| 2007 | Long Run Macroeconomic Relations in the Global Economy.(2007) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
| 2007 | Long run macroeconomic relations in the global economy.(2007) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
| 2007 | Long Run Macroeconomic Relations in the Global Economy.(2007) In: Economics Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
| 2007 | Long Run Macroeconomic Relations in the Global Economy.(2007) In: Economics - The Open-Access, Open-Assessment E-Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | article | |
| 2007 | On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
| 2007 | On 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: 4 | paper | |
| 2007 | On 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: 4 | paper | |
| 2007 | On 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: 4 | paper | |
| 2007 | Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 6 |
| 2007 | Diagnostic 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: 6 | paper | |
| 2007 | Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Model.(2007) In: DNB Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2007 | Diagnostic 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: 6 | paper | |
| 2007 | Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 7 |
| 2007 | Modelling 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: 7 | paper | |
| 2007 | Large Panels with Common Factors and Spatial Correlations In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 176 |
| 2007 | Large Panels with Common Factors and Spatial Correlations.(2007) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 176 | paper | |
| 2011 | Large panels with common factors and spatial correlation.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 176 | article | |
| 2011 | Large panels with common factors and spatial correlation.(2011) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 176 | paper | |
| 2007 | Large Panels with Common Factors and Spatial Correlations.(2007) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 176 | paper | |
| 2007 | Assessing 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] | paper | 1 |
| 2007 | Assessing 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 | |
| 2007 | Assessing 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 | |
| 2007 | Infinite Dimensional VARs and Factor Models In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 53 |
| 2007 | Infinite Dimensional VARs and Factor Models.(2007) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | paper | |
| 2009 | Infinite-dimensional VARs and factor models.(2009) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | paper | |
| 2011 | Infinite-dimensional VARs and factor models.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | article | |
| 2007 | Infinite Dimensional VARs and Factor Models.(2007) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | paper | |
| 2007 | Panel Unit Root Tests in the Presence of a Multifactor Error Structure. In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 244 |
| 2008 | Panel 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: 244 | paper | |
| 2013 | Panel 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: 244 | article | |
| 2007 | Panel 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: 244 | paper | |
| 2008 | Panel 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: 244 | paper | |
| 2008 | Identification of New Keynesian Phillips Curves from a Global Perspective. In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 70 |
| 2008 | Identification 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: 70 | paper | |
| 2008 | Identification 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: 70 | paper | |
| 2008 | Identification 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: 70 | paper | |
| 2009 | Identification 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: 70 | article | |
| 2008 | Forecasting Economic and Financial Variables with Global VARs In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 66 |
| 2009 | Forecasting economic and financial variables with global VARs.(2009) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 66 | article | |
| 2008 | Forecasting economic and financial variables with global VARs.(2008) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 66 | paper | |
| 2008 | Forecasting Economic and Financial Variables with Global VARs.(2008) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 66 | paper | |
| 2008 | Model Averaging in Risk Management with an Application to Futures Markets In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 18 |
| 2008 | Model 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: 18 | paper | |
| 2009 | Model 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: 18 | article | |
| 2008 | A VECX* Model of the Swiss Economy In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 5 |
| 2008 | A VECX Model of the Swiss Economy.(2008) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2009 | A VECX* model of the Swiss economy.(2009) In: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2008 | Optimal Asset Allocation with Factor Models for Large Portfolios In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 7 |
| 2008 | Optimal 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: 7 | paper | |
| 2008 | Forecasting Random Walks Under Drift Instability In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2008 | Forecasting Random Walks Under Drift Instability.(2008) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2009 | Forecasting Random Walks under Drift Instability.(2009) In: DNB Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2008 | Iranian Economy in the Twentieth Century: A Global Perspective In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2009 | Variable Selection and Inference for Multi-period Forecasting Problems In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Variable 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: 0 | paper | |
| 2009 | Variable Selection and Inference for Multi-period Forecasting Problems.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2009 | Weak and Strong Cross Section Dependence and Estimation of Large Panels In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 150 |
| 2009 | Weak 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: 150 | paper | |
| 2009 | Weak 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: 150 | paper | |
| 2011 | Weak 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: 150 | article | |
| 2011 | Weak 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: 150 | article | |
| 2009 | Oil Exports and the Iranian Economy In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 53 |
| 2009 | Oil Exports and the Iranian Economy.(2009) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | paper | |
| 2013 | Oil 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: 53 | article | |
| 2010 | Oil Exports and the Iranian Economy.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | paper | |
| 2009 | Oil Exports and the Iranian Economy.(2009) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | paper | |
| 2009 | Spatial and Temporal Diffusion of House Prices in the UK In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 18 |
| 2010 | Spatial 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: 18 | paper | |
| 2010 | Spatial 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: 18 | paper | |
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| 2010 | Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 41 |
| 2010 | Econometric 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: 41 | paper | |
| 2010 | Econometric 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: 41 | paper | |
| 2013 | Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit.(2013) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | article | |
| 2010 | Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 11 |
| 2010 | Predictability of Asset Returns and the Efficient Market Hypothesis In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Predictability 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: 1 | paper | |
| 2010 | Predictability of Asset Returns and the Efficient Market Hypothesis.(2010) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | Aggregation in Large Dynamic Panels In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 10 |
| 2011 | Aggregation in Large Dynamic Panels.(2011) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2014 | Aggregation in large dynamic panels.(2014) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
| 2011 | Aggregation in large dynamic panels.(2011) In: Globalization and Monetary Policy Institute Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2011 | Aggregation in Large Dynamic Panels.(2011) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2011 | On Identification of Bayesian DSGE Models In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 26 |
| 2011 | On Identification of Bayesian DSGE Models.(2011) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2011 | On Identification of Bayesian DSGE Models.(2011) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2011 | On Identification of Bayesian DSGE Models*.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2011 | On Identification of Bayesian DSGE Models.(2011) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2013 | On Identification of Bayesian DSGE Models.(2013) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | article | |
| 2011 | Beyond the DSGE straightjacket In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 7 |
| 2011 | Beyond the DSGE Straitjacket.(2011) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2011 | Beyond the DSGE Straitjacket.(2011) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2011 | Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 6 |
| 2011 | Business 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: 6 | paper | |
| 2011 | Business 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: 6 | paper | |
| 2011 | Optimal Forecasts in the Presence of Structural Breaks (Updated 14 November 2011) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Exponent of Cross-sectional Dependence: Estimation and Inference In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 36 |
| 2016 | Exponent of Cross‐Sectional Dependence: Estimation and Inference.(2016) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | article | |
| 2012 | Exponent of Cross-sectional Dependence: Estimation and Inference.(2012) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | paper | |
| 2012 | Exponent of Cross-sectional Dependence: Estimation and Inference.(2012) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | paper | |
| 2012 | Testing Weak Cross-Sectional Dependence in Large Panels In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 41 |
| 2012 | Testing Weak Cross-Sectional Dependence in Large Panels.(2012) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
| 2012 | Testing Weak Cross-Sectional Dependence in Large Panels.(2012) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
| 2015 | Testing Weak Cross-Sectional Dependence in Large Panels.(2015) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | article | |
| 2012 | Testing CAPM with a Large Number of Assets (Updated 28th March 2012) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 6 |
| 2012 | An Empirical Growth Model for Major Oil Exporters In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 45 |
| 2012 | An Empirical Growth Model for Major Oil Exporters.(2012) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
| 2012 | An Empirical Growth Model for Major Oil Exporters.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
| 2012 | An Empirical Growth Model for Major Oil Exporters.(2012) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
| 2014 | AN EMPIRICAL GROWTH MODEL FOR MAJOR OIL EXPORTERS.(2014) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | article | |
| 2012 | Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2013 | One Hundred Years of Oil Income and the Iranian Economy: A curse or a Blessing In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 13 |
| 2013 | One 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: 13 | paper | |
| 2013 | One 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: 13 | paper | |
| 2013 | Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 83 |
| 2013 | Common 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: 83 | paper | |
| 2013 | Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors.(2013) In: Globalization and Monetary Policy Institute Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 83 | paper | |
| 2013 | Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 38 |
| 2013 | Debt, 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: 38 | paper | |
| 2013 | Debt, 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: 38 | paper | |
| 2013 | Debt, inflation and growth robust estimation of long-run effects in dynamic panel data models.(2013) In: Globalization and Monetary Policy Institute Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
| 2013 | A Two Stage Approach to Spatiotemporal Analysis with Strong and weak cross Sectional Dependence In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 24 |
| 2014 | A 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: 24 | paper | |
| 2016 | A 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: 24 | article | |
| 2014 | Uncertainty and Economic Activity: A Global Perspective In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 29 |
| 2014 | Uncertainty and Economic Activity: A Global Perspective.(2014) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 2014 | Uncertainty and Economic Activity: A Global Perspective.(2014) In: IDB Publications (Working Papers). [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
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| 2014 | Transformed 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: 4 | paper | |
| 2014 | A multiple testing approach to the regularisation of large sample correlation matrices In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
| 2014 | A 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: 3 | paper | |
| 2015 | Long-Run Effects in Large Heterogenous Panel Data Models with Cross-Sectionally Correlated Errors In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 21 |
| 2016 | Long-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: 21 | chapter | |
| 2015 | Long-run effects in large heterogenous panel data models with cross-sectionally correlated errors.(2015) In: Globalization and Monetary Policy Institute Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2015 | Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 19 |
| 2015 | Country-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: 19 | paper | |
| 2016 | Country-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: 19 | article | |
| 2015 | Country-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: 19 | paper | |
| 2015 | Country-specific oil supply shocks and the global economy: a counterfactual analysis.(2015) In: Globalization and Monetary Policy Institute Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2015 | Is There a Debt-threshold Effect on Output Growth? In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 33 |
| 2015 | Is 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: 33 | paper | |
| 2015 | Is there a debt-threshold effect on output growth?.(2015) In: Globalization and Monetary Policy Institute Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
| 2017 | Is 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: 33 | article | |
| 2016 | Big Data Analytics: A New Perspective In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
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| 2016 | Big data analytics: a new perspective.(2016) In: Globalization and Monetary Policy Institute Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Oil Prices and the Global Economy: Is It Different This Time Around? In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 21 |
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| 2017 | Oil 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: 21 | article | |
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| 2016 | Oil 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: 21 | paper | |
| 2016 | Oil prices and the global economy: is it different this time around?.(2016) In: Globalization and Monetary Policy Institute Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2016 | Oil 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: 21 | paper | |
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| 2016 | Econometric Analysis of Production Networks with Dominant Units In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 5 |
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| 1990 | ALTERNATIVE 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: 1 | paper | |
| 1990 | Alternative 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: 1 | paper | |
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| 1992 | Forecasting Stock Returns. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 2 |
| 1992 | A Generalisation of the Non-Parametric Henriksson-Merton Test of Market Timing. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 34 |
| 1994 | A 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: 34 | article | |
| 1992 | A Generalised R2 Criterion for Regression Models Estimated by the Instrumental Variable Method. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 6 |
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| 1993 | Exchange Rate Unification, the Role of Markets and Planning in the Iranian Economic Reconstruction. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 1 |
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| 1993 | Forecasting Ultimate Resource Recovery. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 17 |
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| 1995 | Limited-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: 12 | article | |
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| 1995 | A Floor and Ceiling Model of U.S. Output. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 108 |
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| 1996 | Stochastic Growth. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 40 |
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| 1981 | Expenditure 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] | article | 0 |
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| 1985 | Evaluation of macroeconometric models In: Economic Modelling. [Full Text][Citation analysis] | article | 7 |
| 2012 | On the interpretation of panel unit root tests In: Economics Letters. [Full Text][Citation analysis] | article | 22 |
| 1983 | The J-test as a Hausman specification test In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1988 | Tests of non-nested linear regression models subject to linear restrictions In: Economics Letters. [Full Text][Citation analysis] | article | 9 |
| 1989 | A proof of the asymptotic validity of a test for perfect aggregation In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2007 | Selection of estimation window in the presence of breaks In: Journal of Econometrics. [Full Text][Citation analysis] | article | 140 |
| 1981 | Pitfalls of testing non-nested hypotheses by the lagrange multiplier method In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 1981 | Pitfalls 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 | |
| 1981 | Identification of rational expectations models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 24 |
| 1982 | On the comprehensive method of testing non-nested regression models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
| 1983 | Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence In: Journal of Econometrics. [Full Text][Citation analysis] | article | 56 |
| 1990 | A unified approach to estimation and orthogonality tests in linear single-equation econometric models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 10 |
| 1993 | A simulation approach to the problem of computing Coxs statistic for testing nonnested models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 26 |
| 1989 | A 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: 26 | paper | |
| 1995 | The role of theory in econometrics In: Journal of Econometrics. [Full Text][Citation analysis] | article | 23 |
| 1996 | Impulse response analysis in nonlinear multivariate models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1306 |
| 2002 | Market timing and return prediction under model instability In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 94 |
| 2002 | Market 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: 94 | paper | |
| 2002 | Market Timing and Return Prediction under Model Instability.(2002) In: FMG Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 94 | paper | |
| 2009 | Rejoinder to comments on forecasting economic and financial variables with global VARs In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 47 |
| 1989 | Consistency of short-term and long-term expectations In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 4 |
| 2011 | The spatial and temporal diffusion of house prices in the UK In: Journal of Urban Economics. [Full Text][Citation analysis] | article | 46 |
| 1993 | Persistence profiles and business cycle fluctuations in a disaggregated model of U.K. output growth In: Ricerche Economiche. [Full Text][Citation analysis] | article | 44 |
| 2008 | Iranian Economy in Twentieth Century: A Global Perspective In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 1996 | Growth and Convergence in a Multi-Country Empirical Stochastic Solow Model In: Working Papers. [Full Text][Citation analysis] | paper | 222 |
| 1997 | Growth 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: 222 | article | |
| 1996 | Growth 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: 222 | paper | |
| 2018 | Rising Public Debt to GDP Can Harm Economic Growth In: Economic Letter. [Full Text][Citation analysis] | article | 0 |
| 2016 | Half-panel jackknife fixed effects estimation of panels with weakly exogenous regressor In: Globalization and Monetary Policy Institute Working Paper. [Full Text][Citation analysis] | paper | 2 |
| 1996 | Limited-dependent rational expectations models with jumps In: Discussion Paper / Institute for Empirical Macroeconomics. [Full Text][Citation analysis] | paper | 3 |
| 1990 | RATIONAL EXPECTATIONS IN DISAGGREGATED MODELS: AN EMPIRICAL ANALYSIS OF OPECS BEHAVIOR. In: California Los Angeles - Applied Econometrics. [Citation analysis] | paper | 0 |
| 1990 | ESTIMATING LIMITED-DEPENDENT RATIONAL EXPECTATIONS MODELS. In: California Los Angeles - Applied Econometrics. [Citation analysis] | paper | 3 |
| 1989 | JOINT TEST OF NON-NESTED MODELS AND GENERAL ERRO SPECIFICATIONS. In: California Los Angeles - Applied Econometrics. [Citation analysis] | paper | 3 |
| 1991 | THE IRANIAN FOREIGN EXCHANGE POLICY AND THE BLACK MARKET FOR DOLLARS. In: California Los Angeles - Applied Econometrics. [Citation analysis] | paper | 1 |
| 1989 | ESTIMATION 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] | paper | 0 |
| 1991 | Estimation 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: 0 | article | |
| 1973 | The Small Sample Problem of Truncation Remainders in the Estimation of Distributed Lag Models with Autocorrelated Errors. In: International Economic Review. [Full Text][Citation analysis] | article | 1 |
| 2007 | What 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] | article | 57 |
| 2012 | Testing CAPM with a Large Number of Assets In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
| 2012 | Testing CAPM with a Large Number of Assets.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 1997 | On 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] | article | 0 |
| 1997 | The 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] | article | 0 |
| 1997 | Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach: Comments. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2001 | A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2001 | Bounds testing approaches to the analysis of level relationships In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 2496 |
| 2001 | Journal of Applied Econometrics Conference Sponsorship Grants In: Journal of Applied Econometrics. [Citation analysis] | article | 0 |
| 2001 | Journal of Applied Econometrics distinguished authors In: Journal of Applied Econometrics. [Citation analysis] | article | 0 |
| 2010 | Journal of applied econometrics distinguished authors.(2010) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2011 | Journal of Applied Econometrics distinguished authors.(2011) In: Journal of Applied Econometrics. [Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2003 | Introducing a replication section In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2003 | Journal of applied econometrics scholars programme In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2007 | Heterogeneity and cross section dependence in panel data models: theory and applications introduction In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 19 |
| 2007 | Journal of Applied Econometrics Dissertation Prize In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2009 | Journal of Applied Econometrics Dissertation Prize.(2009) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2008 | March 2008 Announcement : Journal of Applied Econometrics Distinguished Authors In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2009 | The Richard Stone Prize in Applied Econometrics In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2010 | The 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 | |
| 2012 | The Richard Stone Prize in Applied Econometrics.(2012) In: Journal of Applied Econometrics. [Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2009 | Announcement In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2009 | In memory of Clive Granger: an advisory board member of the journal In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1992 | Nonlinear Dynamics and Econometrics: An Introduction. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 18 |
| 1994 | A Duration Model of Irreversible Oil Investment: Theory and Empirical Evidence. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 31 |
| 2000 | Solution of Nonlinear Rational Expectations Models with Applications to Finite-Horizon Life-Cycle Models of Consumption. In: Computational Economics. [Full Text][Citation analysis] | article | 3 |
| 1999 | Stochastic Growth Models and Their Econometric Implications. In: Journal of Economic Growth. [Full Text][Citation analysis] | article | 52 |
| 2005 | National and Global Macroeconometric Modelling Using GVAR In: Money Macro and Finance (MMF) Research Group Conference 2005. [Citation analysis] | paper | 0 |
| 2005 | The Forecasing time series subject to multiple structure breaks In: Money Macro and Finance (MMF) Research Group Conference 2005. [Citation analysis] | paper | 0 |
| 2015 | Time Series and Panel Data Econometrics In: OUP Catalogue. [Citation analysis] | book | 29 |
| 2006 | Global and National Macroeconometric Modelling: A Long-Run Structural Approach In: OUP Catalogue. [Citation analysis] | book | 116 |
| 2012 | Global and National Macroeconometric Modelling: A Long-Run Structural Approach.(2012) In: OUP Catalogue. [Citation analysis] This paper has another version. Agregated cites: 116 | book | |
| 2007 | Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 In: NCER Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 1993 | Discussion of The Role of the Exchange Rate in Monetary Policy - the Experience of Other Countries In: RBA Annual Conference Volume. [Full Text][Citation analysis] | chapter | 0 |
| 2000 | ASSET PRICE DYNAMICS AND AGGREGATION In: Computing in Economics and Finance 2000. [Citation analysis] | paper | 0 |
| 2002 | Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 2 |
| Analytical and Numerical Solution of Multivariate Nonlinear Rational Expectations Models In: Computing in Economics and Finance 1997. [Full Text][Citation analysis] | paper | 0 | |
| 2005 | Market Efficiency Today In: IEPR Working Papers. [Citation analysis] | paper | 0 |
| 2008 | Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Modelsand Observation Windows In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2009 | Pairwise Tests of Purchasing Power Parity In: Econometric Reviews. [Full Text][Citation analysis] | article | 41 |
| 2017 | Exponential class of dynamic binary choice panel data models with fixed effects In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
| 1973 | An Alternative Econometric Approach to the Permanent Income Hypothesis: An International Comparison: A Comment. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 1991 | Costly Adjustment under Rational Expectations: A Generalization. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 15 |
| 2013 | DISTINGUISHED M Hashem PesaranS In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Cross‐Sectional Dependence in Panel Data Models: A Special Issue In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2007 | Monetary Policy Transmission and the Phillips Curve in a Global Context In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
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