63
H index
158
i10 index
31928
Citations
University of Southern California (99% share) | 63 H index 158 i10 index 31928 Citations RESEARCH PRODUCTION: 180 Articles 465 Papers 3 Books 5 Chapters EDITOR: RESEARCH ACTIVITY:
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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: |
Year | Title of citing document | |
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2020 | Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory. (2020). Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2020-05. Full description at Econpapers || Download paper | |
2020 | Uncertainty and Monetary Policy during Extreme Events. (2020). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2020-11. Full description at Econpapers || Download paper | |
2020 | The Impact of Pessimistic Expectations on the Effects of COVID-19-Induced Uncertainty in the Euro Area. (2020). Zullig, Gabriel ; Ravenna, Federico ; Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2020-12. Full description at Econpapers || Download paper | |
2020 | Predicting bond return predictability. (2020). Thyrsgaard, Martin ; Kjar, Mads M ; Eriksen, Jonas N ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-09. Full description at Econpapers || Download paper | |
2020 | Air pollution and mobility in the Mexico City Metropolitan Area, what drives the COVID-19 death toll?. (2020). Vera-Valdes, Eduardo J ; Rodriguez-Caballero, Carlos Vladimir. In: CREATES Research Papers. RePEc:aah:create:2020-15. Full description at Econpapers || Download paper | |
2020 | Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings. (2020). Mikkelsen, Jakob ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars. In: CREATES Research Papers. RePEc:aah:create:2020-19. Full description at Econpapers || Download paper | |
2020 | Performance of Agriculture Sector in Foreign Trade of Pakistan. (2020). Shah, Said Zamin ; Mustafa, Ghulam ; Ali, Gulzar. In: Global Economics Review. RePEc:aaw:journl:v:5:y:2020:i:1:p:12-23. Full description at Econpapers || Download paper | |
2020 | Inflation, Globalization and Interest Rate Nexus to Curb Price volatility: An Empirical Cross-Country Analysis. (2020). Liaqat, Saima ; Ahmad, Hafiz Khalil ; Shahid, Arshi. In: Global Economics Review. RePEc:aaw:journl:v:5:y:2020:i:1:p:153-165. Full description at Econpapers || Download paper | |
2020 | Toward the path of Economic Expansion in Nigeria: The Role of Trade Globalization. (2020). Salami, Oladimeji M ; Joshua, Udi ; Alola, Andrew A. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/009. Full description at Econpapers || Download paper | |
2020 | Electricity Consumption, Urbanization and Economic Growth in Nigeria: New Insights from Combined Cointegration amidst Structural Breaks. (2020). Bekun, Festus ; Nathaniel, Solomon P. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/013. Full description at Econpapers || Download paper | |
2020 | Governance and the Capital Flight Trap in Africa. (2020). Asongu, Simplice ; Nnanna, Joseph. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/024. Full description at Econpapers || Download paper | |
2020 | Macroeconomic determinants of Household Consumption in selected West African Countries. (2020). Nwachukwu, Tochukwu ; Iheonu, Chimere O. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/031. Full description at Econpapers || Download paper | |
2020 | The Long Run Stability of Money in the Proposed East African Monetary Union. (2020). Asongu, Simplice ; Biekpe, Nicholas ; Folarin, Oludele E. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/034. Full description at Econpapers || Download paper | |
2020 | Financial Sector Development and Investment in Selected ECOWAS Countries: Empirical Evidence using Heterogeneous Panel Data Method. (2020). Asongu, Simplice ; Ojiem, Patrick K ; Odo, Kingsley O ; Iheonu, Chimere O. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/045. Full description at Econpapers || Download paper | |
2020 | The Openness Hypothesis in the Context of Economic Development in Sub-Saharan Africa: The Moderating Role of Trade Dynamics on FDI. (2020). Asongu, Simplice ; Acha-Anyi, Paul N ; Nnanna, Joseph. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/056. Full description at Econpapers || Download paper | |
2020 | Finance, Institutions and Private Investment in Africa. (2020). Tchamyou, Vanessa ; Asongu, Simplice ; Nnanna, Joseph. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/080. Full description at Econpapers || Download paper | |
2020 | Engendering Macroeconomic Policy for Gender Equality in sub-Saharan Africa. (2020). Soyemi, Caleb O ; Ayomide, Ogunade O ; Adekunle, Ibrahim A ; Kalejaiye, Toluwani G ; Ogede, Sina J. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/095. Full description at Econpapers || Download paper | |
2020 | Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus. (2020). Kim, Hyeongwoo ; Jia, Bijie. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2020-05. Full description at Econpapers || Download paper | |
2020 | U.S. Presidential Election Polls and the Economic Prospects of China and Mexico. (2020). Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2020-08. Full description at Econpapers || Download paper | |
2020 | Internal migration and the spread of Covid-19. (2020). Valsecchi, Michele ; Durante, Ruben. In: Working Papers. RePEc:abo:neswpt:w0276. Full description at Econpapers || Download paper | |
2020 | Economic Growth, Energy and Environmental Degradation Nexus: A Case Study in Pakistan. (2020). Azam, Muhammad ; Nawaz, Rabia ; Zulfiqar, Hanzala. In: Journal of Economic Impact. RePEc:adx:journl:v:2:y:2020:i:1:p:13-23. Full description at Econpapers || Download paper | |
2020 | Modelling Asymmetric Relationship between Exports and Growth in a Developing Economy: Evidence from Namibia. (2020). Eita, Joel ; Mosikari, Teboho Jeremiah. In: Economic Development and Well-being Research Group Working Paper Series. RePEc:ady:wpaper:edwrg-02-2020. Full description at Econpapers || Download paper | |
2020 | Model Averaging and Its Use in Economics. (2020). , Mark. In: Journal of Economic Literature. RePEc:aea:jeclit:v:58:y:2020:i:3:p:644-719. Full description at Econpapers || Download paper | |
2020 | Toward the path of Economic Expansion in Nigeria: The Role of Trade Globalization. (2020). Salami, Oladimeji M ; Joshua, Udi ; Alola, Andrew A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/009. Full description at Econpapers || Download paper | |
2020 | Electricity Consumption, Urbanization and Economic Growth in Nigeria: New Insights from Combined Cointegration amidst Structural Breaks. (2020). Bekun, Festus V ; Nathaniel, Solomon P. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/013. Full description at Econpapers || Download paper | |
2020 | Governance and the Capital Flight Trap in Africa. (2020). Asongu, Simplice ; Nnanna, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/024. Full description at Econpapers || Download paper | |
2020 | Macroeconomic determinants of Household Consumption in selected West African Countries. (2020). Iheonu, Chimere ; Nwachukwu, Tochukwu . In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/031. Full description at Econpapers || Download paper | |
2020 | The Long Run Stability of Money in the Proposed East African Monetary Union. (2020). Biekpe, Nicholas ; Asongu, Simplice ; Folarin, Oludele E. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/034. Full description at Econpapers || Download paper | |
2020 | Financial Sector Development and Investment in Selected ECOWAS Countries: Empirical Evidence using Heterogeneous Panel Data Method. (2020). Iheonu, Chimere ; Asongu, Simplice ; Ojiem, Patrick K ; Odo, Kingsley O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/045. Full description at Econpapers || Download paper | |
2020 | The Openness Hypothesis in the Context of Economic Development in Sub-Saharan Africa: The Moderating Role of Trade Dynamics on FDI. (2020). Asongu, Simplice ; Acha-Anyi, Paul N ; Nnanna, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/056. Full description at Econpapers || Download paper | |
2020 | Finance, Institutions and Private Investment in Africa. (2020). Tchamyou, Vanessa ; Asongu, Simplice ; Nnanna, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/080. Full description at Econpapers || Download paper | |
2020 | Engendering Macroeconomic Policy for Gender Equality in sub-Saharan Africa. (2020). Kalejaiye, Toluwani G ; Adekunle, Ibrahim A ; Soyemi, Caleb O ; Ogede, Sina J ; Ayomide, Ogunade O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/095. Full description at Econpapers || Download paper | |
2021 | Does Economic Growth, International Trade and Urbanization uphold Environmental Sustainability in sub-Saharan Africa? Insights from Quantile and Causality Procedures. (2021). Nathaniel, Solomon Prince ; Odo, Obinna K ; Anyanwu, Ogochukwu C ; Iheonu, Chimere O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/003. Full description at Econpapers || Download paper | |
2020 | Do export, financial development, and institutions affect FDI outflows? Insights from Asian developing countries. (2020). Mishra, Bikash Ranjan ; Tripathy, Prajukta ; Behera, Pragyanrani. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:175-190. Full description at Econpapers || Download paper | |
2020 | Are resources a curse or blessings? Evidence from panel ARDL model. (2020). Mishra, Prajna Paramita ; Tandi, Shakti Mohan. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:191-204. Full description at Econpapers || Download paper | |
2020 | Tax structure and economic growth in general category states in India: A panel auto regressive distributed lag approach. (2020). Manik, Nityasundar ; Muduli, Dillip Kumar. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:225-240. Full description at Econpapers || Download paper | |
2020 | Not a long ago, the agriculture sector was the main pillar of any economy in the world. It not only provides food production, but it participates to the expansion of the economic growth as well. In th. (2020). Sari Hassoun, Salaheddine ; Sebbane, Asma Hadjira ; Adda, Khayereddine Salim ; Sahed, Abdelkader . In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:301-324. Full description at Econpapers || Download paper | |
2020 | The effect of external debt on long run economic growth in developing economies: Evidence from heterogeneous panel data models with cross sectional dependency. (2020). Benli, Muhammed. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(624):y:2020:i:3(624):p:127-138. Full description at Econpapers || Download paper | |
2020 | Financial development and income inequality: An empirical analysis on the emerging market economies. (2020). Ozcan, Gunay. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(624):y:2020:i:3(624):p:85-96. Full description at Econpapers || Download paper | |
2020 | Fossil fuel consumption, economic growth and CO2 emissions. Causality evinced from the BRICS world. (2020). Kaur, Baljit ; Arora, Rochna. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(625):y:2020:i:4(625):p:131-142. Full description at Econpapers || Download paper | |
2020 | Income-dependent impacts of financial development and human capital on economic growth. A non-stationary panel analysis. (2020). Valipour, A S ; Mohaghegh, Mohsen. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(625):y:2020:i:4(625):p:263-274. Full description at Econpapers || Download paper | |
2020 | Testing Wagner’s Law for sub-Saharan Africa: A panel cointegration and causality approach. (2020). Jobarteh, Mustapha. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvii:y:2020:i:1(622):p:125-136. Full description at Econpapers || Download paper | |
2020 | Modeling Spatial Price Linkages Using a Threshold SDE Model. (2020). Goodwin, Barry K ; Meng, Shu. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304443. Full description at Econpapers || Download paper | |
2020 | Interest Rate and its Threshold Effect on Private Investment: Evidence from Ghana. (2020). Kamasa, Kofi ; Afful, Solomon Luther. In: African Journal of Economic Review. RePEc:ags:afjecr:304712. Full description at Econpapers || Download paper | |
2020 | Determinants of Economic Growth in ECOWAS Countries: An Empirical Investigation. (2020). Sissoko, Yaya ; Sloboda, Brian W. In: African Journal of Economic Review. RePEc:ags:afjecr:304715. Full description at Econpapers || Download paper | |
2020 | Modelling Household Electricity Consumption and Living Standard in Nigeria. (2020). Ajufo, Ikechukwu H ; Madichie, Chekwube V ; Maduka, Anne C. In: African Journal of Economic Review. RePEc:ags:afjecr:304720. Full description at Econpapers || Download paper | |
2020 | Exchange Rate Volatility and Domestic Investment: Evidence from Twelve ECOWAS Countries. (2020). Akinlo, Anthony ; Onatunji, Olufemi G. In: African Journal of Economic Review. RePEc:ags:afjecr:304721. Full description at Econpapers || Download paper | |
2021 | The Impact of Export Promotion Schemes on Agricultural Growth in Nigeria. (2021). Okunlola, Olalekan ; Akinlo, Enisan A. In: African Journal of Economic Review. RePEc:ags:afjecr:308766. Full description at Econpapers || Download paper | |
2021 | Globalization and Environmental Pollution in Sub-Saharan Africa. (2021). Bataka, Hodabalo. In: African Journal of Economic Review. RePEc:ags:afjecr:308772. Full description at Econpapers || Download paper | |
2020 | The Impact of Inward Remittances on Economic Growth in Ghana. (2020). Adjei, Thomas Kwame ; Awuni, Prosper Ayinbilla ; Oteng-Abayie, Eric. In: African Journal of Economic Review. RePEc:ags:afjecr:308775. Full description at Econpapers || Download paper | |
2020 | The Impact of Energy Consumption and Agricultural Production on Carbon Dioxide Emissions in Portugal. (2020). Balogh, Jeremias Mate ; Leito, Nuno Carlos. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:303934. Full description at Econpapers || Download paper | |
2020 | The dynamic impact of international agricultural commodity price fluctuation on Chinese agricultural commodity prices. (2020). Liu, Yongfu ; Zhang, Xiaoyu. In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:307214. Full description at Econpapers || Download paper | |
2020 | Agricultural Credit and Agricultural Productivity in Bangladesh: An Econometric Approach. (2020). Islam, Mohammad Mohidul. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:305327. Full description at Econpapers || Download paper | |
2020 | INCOME CONVERGENCE IN THE AGRICULTURAL SECTOR IN THE CONTEXT OF THE EUROPEAN UNION’S COMMON AGRICULTURAL POLICY. (2020). Kryszak, Ukasz. In: Roczniki (Annals). RePEc:ags:paaero:308226. Full description at Econpapers || Download paper | |
2020 | The Impact of the Real Effective Exchange Rate on Poland’s Food and Live Animal Exports. (2020). Parliska, Agnieszka ; Tokta, Yilmaz. In: Problems of World Agriculture / Problemy Rolnictwa ?wiatowego. RePEc:ags:polpwa:308625. Full description at Econpapers || Download paper | |
2020 | Indian Farm Wages: Trends, growth drivers and linkages with food prices. (2020). Gulati, Ashok ; Saini, Shweta ; Kornher, Lukas ; von Braun, Joachim. In: Discussion Papers. RePEc:ags:ubzefd:307268. Full description at Econpapers || Download paper | |
2020 | The spatial extent of network externalities in international migration. (2020). Licari, Francesca ; Basile, Roberto. In: Working Papers. RePEc:ahy:wpaper:wp2. Full description at Econpapers || Download paper | |
2020 | The Dynamic Effects of Terrorism on Tourism: A Bound Testing Co-Integration Approach. (2020). MALIK, Zilakat Khan ; Shah, Jamil ; Hayat, Umar. In: IBT Journal of Business Studies (JBS). RePEc:aib:ibtjbs:v:16:y:2020:i:1:p:16-4. Full description at Econpapers || Download paper | |
2020 | The Dynamic Effects of Terrorism on Tourism: A Bound Testing Co-Integration Approach. (2020). MALIK, Zilakat Khan ; Shah, Jamil ; Hayat, Umar. In: IBT Journal of Business Studies (JBS). RePEc:aib:ibtjbs:v:16:y:2020:i:1:p:44-57. Full description at Econpapers || Download paper | |
2020 | Impacts of Inflation and Exchange Rate on Foreign Direct Investment in Bangladesh. (2020). Mostafa, Muhammad Mahmud. In: International Journal of Science and Business. RePEc:aif:journl:v:4:y:2020:i:11:p:53-69. Full description at Econpapers || Download paper | |
2020 | Analyzing Economic Growth and Its impact on Poverty Reduction in Africa. (2020). Michael, Appiah ; Wen, Xuezhou ; Korankye, Benjamin ; Baah-Nketiah, Easmond. In: International Journal of Science and Business. RePEc:aif:journl:v:4:y:2020:i:12:p:93-105. Full description at Econpapers || Download paper | |
2021 | Is Climate change Responsible for Farmers-Herders Clashes in Nigeria?. (2021). Ofierohor, Oghale Blessing ; Denwi, Joseph Osaro. In: International Journal of Science and Business. RePEc:aif:journl:v:5:y:2021:i:1:p:97-104. Full description at Econpapers || Download paper | |
2020 | Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis. (2020). Hasse, Jean-Baptiste ; Lajaunie, Quentin. In: AMSE Working Papers. RePEc:aim:wpaimx:2013. Full description at Econpapers || Download paper | |
2021 | The Exchange Rate Insulation Puzzle. (2021). Müller, Gernot ; Corsetti, Giancarlo ; Kuester, Keith ; Schmidt, Sebastian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:060. Full description at Econpapers || Download paper | |
2020 | THE IMPACT OF FDI AND EXCHANGE RATE ON GDP IN MENA COUNTRIES : EVIDENCE FROM THE PANEL APPROACH. (2020). Djaballah, Mustapha. In: Review of Socio - Economic Perspectives. RePEc:aly:journl:202073. Full description at Econpapers || Download paper | |
2020 | Does Monetary Policy and Foreign Direct Investment Have an Influence on the Performance of Stock Market: Further Empirical Evidence from Ghana. (2020). Buabeng, Emmanuel ; Adabor, Opoku. In: Economics Literature. RePEc:ana:elitjr:v:2:y:2020:i:2:p:161-176. Full description at Econpapers || Download paper | |
2020 | Are Macroprudential Policies Effective Tools to Reduce Credit Growth in Emerging Markets?. (2020). Unalmis, Ibrahim ; Ozen, Etkin ; Erdem, Fatma Pinar. In: World Journal of Applied Economics. RePEc:ana:journl:v:6:y:2020:i:1:p:73-89. Full description at Econpapers || Download paper | |
2020 | Is Tourism a Key Factor for Economic Growth? Fresh Evidence from South Europe Using Panel Cointegration and PVAR Analyses. (2020). Kostakis, Ioannis. In: World Journal of Applied Economics. RePEc:ana:journl:v:6:y:2020:i:2:p:123-138. Full description at Econpapers || Download paper | |
2020 | The Effect of Foreign Trade on Innovation: The Case of Brics-T Countries. (2020). Gur, Betul . In: EconWorld Working Papers. RePEc:ana:wpaper:20003. Full description at Econpapers || Download paper | |
2020 | The Impact Population Growth on Disaggregate Energy Generation Source from (Hydro Power, Natural Gas, Oil and Coal Source) in Nigeria. (2020). Yusuf, Ayatu ; Bala, Umar ; Maijama, Rabiu. In: Asian Bulletin of Energy Economics and Technology. RePEc:aoj:abeeat:2018:p:1-8. Full description at Econpapers || Download paper | |
2020 | Nexus between Foreign Remittances and Economic Growth in Nigeria: Role of the Financial Sector. (2020). Adeniyi, Oluwatosin ; Adekunle, Wasiu ; Garba, Kassey P. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2020:p:15-24. Full description at Econpapers || Download paper | |
2020 | Energy Consumption, Economic Growth, and Environmental Degradation in OECD Countries. (2020). Kim, Dongkyun. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2020:p:242-250. Full description at Econpapers || Download paper | |
2020 | Development Aid and Human Capital Development in Nigeria: A Sector Level-Analysis. (2020). Awode, Segun Subair ; Olanrele, Iyabo Adeola. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2020:p:25-35. Full description at Econpapers || Download paper | |
2020 | Dynamic Effect of Public Expenditure on Oil Producing Economy: An Empirical Evidence from Nigeria. (2020). Olanrele, Iyabo A. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2020:p:64-73. Full description at Econpapers || Download paper | |
2020 | Financial Development and Monetary Transmission Mechanism in Nigeria (1986-2017). (2020). Akinbobola, Temidayo ; Oyadeyi, Olajide. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2020:p:74-90. Full description at Econpapers || Download paper | |
2020 | Impact of Financial Inclusion on Inclusive Growth: An Empirical Study of Nigeria. (2020). Afolabi, Joseph Olarewaju. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2020:p:8-14. Full description at Econpapers || Download paper | |
2020 | Socio-Economic Implication of Political and Economic Participation of Women in Nigeria. (2020). Umar, Faruq. In: Economy. RePEc:aoj:econom:2020:p:1-10. Full description at Econpapers || Download paper | |
2020 | Foreign Aid and Economic Growth: Empirical Evidence from Nigeria. (2020). , Bartholomew ; Duru, Innocent U ; Ebenyi, Gabriel O ; Eze, Millicent Adanne. In: Growth. RePEc:aoj:growth:2020:p:35-50. Full description at Econpapers || Download paper | |
2020 | Assessing the Stability of Money Demand Function in Saudi Arabia. (2020). Al Rasasi, Moayad. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2020:p:22-28. Full description at Econpapers || Download paper | |
2020 | Matrix Completion Methods for Causal Panel Data Models. (2018). Athey, Susan ; Khosravi, Khashayar ; Imbens, Guido ; Doudchenko, Nikolay ; Bayati, Mohsen. In: Papers. RePEc:arx:papers:1710.10251. Full description at Econpapers || Download paper | |
2020 | An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls. (2019). Wüthrich, Kaspar ; Chernozhukov, Victor ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1712.09089. Full description at Econpapers || Download paper | |
2021 | 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 | |
2020 | Limit Theorems for Factor Models. (2018). Anatolyev, Stanislav ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:1807.06338. Full description at Econpapers || Download paper | |
2021 | The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation. (2018). Reese, Simon ; Juodis, Arturas. In: Papers. RePEc:arx:papers:1810.03715. Full description at Econpapers || Download paper | |
2020 | Asymmetric Connectedness of Fears in the U.S. Financial Sector. (2018). BarunÃÂk, Jozef ; Tunaru, Radu ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:1810.12022. Full description at Econpapers || Download paper | |
2020 | Practical and robust $t$-test based inference for synthetic control and related methods. (2019). Wüthrich, Kaspar ; Chernozhukov, Victor ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1812.10820. Full description at Econpapers || Download paper | |
2020 | Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure. (2019). Smeekes, Stephan ; Margaritella, Luca ; Hecq, Alain. In: Papers. RePEc:arx:papers:1902.10991. Full description at Econpapers || Download paper | |
2020 | A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637. Full description at Econpapers || Download paper | |
2020 | Shrinkage Estimation of Network Spillovers with Factor Structured Errors. (2019). Martellosio, Federico ; Higgins, Ayden. In: Papers. RePEc:arx:papers:1909.02823. Full description at Econpapers || Download paper | |
2020 | Model Specification Test with Unlabeled Data: Approach from Covariate Shift. (2019). Kawarazaki, Hikaru ; Kato, Masahiro. In: Papers. RePEc:arx:papers:1911.00688. Full description at Econpapers || Download paper | |
2020 | Quantile Factor Models. (2019). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang. In: Papers. RePEc:arx:papers:1911.02173. Full description at Econpapers || Download paper | |
2020 | Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy. (2019). Pfarrhofer, Michael ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:1911.06206. Full description at Econpapers || Download paper | |
2020 | Dependence-Robust Inference Using Resampled Statistics. (2020). Leung, Michael P. In: Papers. RePEc:arx:papers:2002.02097. Full description at Econpapers || Download paper | |
2020 | The Dimension of the Set of Causal Solutions of Linear Multivariate Rational Expectations Models. (2020). Funovits, Bernd. In: Papers. RePEc:arx:papers:2002.04369. Full description at Econpapers || Download paper | |
2021 | Time-varying neural network for stock return prediction. (2020). , Richard ; Azizi, Lamiae ; Chan, Jennifer ; Steven, . In: Papers. RePEc:arx:papers:2003.02515. Full description at Econpapers || Download paper | |
2020 | Equal Predictive Ability Tests for Panel Data with an Application to OECD and IMF Forecasts. (2020). Yang, Zhenlin ; Urga, Giovanni ; Pirotte, Alain ; Akgun, Oguzhan. In: Papers. RePEc:arx:papers:2003.02803. Full description at Econpapers || Download paper | |
2020 | Coronavirus and oil price crash. (2020). Albulescu, Claudiu. In: Papers. RePEc:arx:papers:2003.06184. Full description at Econpapers || Download paper | |
2020 | A wavelet analysis of inter-dependence, contagion and long memory among global equity markets. (2020). Bhandari, Avishek. In: Papers. RePEc:arx:papers:2003.14110. Full description at Econpapers || Download paper | |
2020 | Bank financial stability, bank valuation and international oil prices: Evidence from listed Russian public banks. (2020). Albulescu, Claudiu. In: Papers. RePEc:arx:papers:2004.12791. Full description at Econpapers || Download paper | |
2020 | Dynamic Network Risk. (2020). BarunÃÂk, Jozef ; Ellington, Michael ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2006.04639. Full description at Econpapers || Download paper | |
2020 | Hidden Markov Models Applied To Intraday Momentum Trading With Side Information. (2020). Turner, Richard ; Godsill, Simon ; Christensen, Hugh. In: Papers. RePEc:arx:papers:2006.08307. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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Journal of Applied Econometrics | |
Journal of Applied Econometrics |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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2017 | Tests of Policy Interventions in DSGE Models In: BCAM Working Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | Tests of Policy Interventions in DSGE Models.(2018) In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
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 | 41 |
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: 41 | 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: 41 | 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: 41 | 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: 41 | paper | |
2012 | China’s Emergence in the World Economy and Business Cycles in Latin America In: Staff Working Papers. [Full Text][Citation analysis] | paper | 86 |
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: 86 | paper | |
2012 | Chinas Emergence in the World Economy and Business Cycles in Latin America.(2012) In: EconomÃa Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 86 | 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: 86 | 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: 86 | 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: 86 | paper | |
2013 | Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults In: Staff Working Papers. [Full Text][Citation analysis] | paper | 4 |
2000 | Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration In: Working Papers. [Full Text][Citation analysis] | paper | 163 |
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: 163 | 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: 163 | 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: 163 | 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: 163 | paper | |
2009 | Testing Dependence Among Serially Correlated Multicategory Variables In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 118 |
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: 118 | 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: 118 | 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: 118 | 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 | 47 |
2001 | Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy.(2001) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
1992 | A Simple Nonparametric Test of Predictive Performance. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 335 |
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: 335 | 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: 335 | 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 | 10 |
2004 | Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 466 |
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: 466 | 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: 466 | paper | |
2010 | Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model.(2010) In: EcoMod2003. [Full Text][Citation analysis] This paper has another version. Agregated cites: 466 | 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: 466 | 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 | 52 |
2011 | Forecast Combination Across Estimation Windows.(2011) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | article | |
2011 | Lumpy Price Adjustments: A Microeconometric Analysis In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 29 |
2007 | Lumpy Price Adjustments: A Microeconometric Analysis..(2007) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | 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: 29 | 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: 29 | paper | |
2007 | Lumpy Price Adjustments: A Microeconometric Analysis.(2007) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2006 | Lumpy price adjustments : a microeconometric analysis.(2006) In: Working Paper Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | 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: 29 | article | |
1988 | 4 The Role of Theory in Applied Econometrics In: The Economic Record. [Full Text][Citation analysis] | article | 0 |
1998 | Structural Analysis of Cointegrating VARs In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 156 |
1998 | Structural Analysis of Cointegrating VARs.(1998) In: Cambridge Working Papers in Economics. [Citation analysis] This paper has another version. Agregated cites: 156 | paper | |
2016 | THEORY AND PRACTICE OF GVAR MODELLING In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 56 |
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: 56 | 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: 56 | paper | |
2014 | Theory and practice of GVAR modeling.(2014) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | paper | |
1995 | Predictability of Stock Returns: Robustness and Economic Significance. In: Journal of Finance. [Full Text][Citation analysis] | article | 360 |
1985 | Testing for Structural Stability and Predictive Failure: A Review. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 17 |
2006 | MACROECONOMETRIC MODELLING WITH A GLOBAL PERSPECTIVE* In: Manchester School. [Full Text][Citation analysis] | article | 79 |
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: 79 | 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: 79 | paper | |
2006 | Macroeconometric Modelling with a Global Perspective.(2006) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 79 | paper | |
2011 | BEYOND THE DSGE STRAITJACKET-super-1 In: Manchester School. [Full Text][Citation analysis] | article | 7 |
1999 | Diagnostics for IV Regressions In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
1997 | Diagnostics for IV Regressions.(1997) In: Cambridge Working Papers in Economics. [Citation analysis] This paper has another version. Agregated cites: 1 | 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 Crossâ€section Independence for Limited Dependent Variable Panel Data Models In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 15 |
2014 | Constructing Multi-Country Rational Expectations Models In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 10 |
2018 | To Pool or Not to Pool: Revisited In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
2015 | To Pool or not to Pool: Revisited.(2015) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2017 | To Pool or not to Pool: Revisited.(2017) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2018 | Uncertainty and economic activity: a multi-country perspective In: Bank of England working papers. [Full Text][Citation analysis] | paper | 8 |
2018 | Uncertainty and Economic Activity: A Multi-Country Perspective.(2018) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2018 | Uncertainty and Economic Activity: A Multi-Country Perspective.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2018 | Uncertainty and Economic Activity: A Multi-Country Perspective.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2000 | Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 42 |
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: 42 | 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: 42 | 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 | 22 |
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: 22 | 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 | 85 |
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: 85 | 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: 85 | article | |
2003 | Macroeconomic Dynamics and Credit Risk: A Global Perspective In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 140 |
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: 140 | 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: 140 | 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: 140 | paper | ||
2003 | Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 137 |
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: 137 | paper | |
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: 137 | 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: 137 | 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 | 2032 |
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: 2032 | article | |
2003 | On The Panel Unit Root Tests Using Nonlinear Instrumental Variables In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 28 |
2004 | Econometric Issues in the Analysis of Contagion In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 152 |
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: 152 | 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: 152 | 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: 152 | paper | |
2004 | ‘Real Time Econometrics’ In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 20 |
2004 | Real Time Econometrics.(2004) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2004 | Real Time Econometrics.(2004) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2005 | REAL-TIME ECONOMETRICS.(2005) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
2004 | Real Time Econometrics.(2004) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2004 | ‘Forecasting Time Series Subject to Multiple Structural Breaks’ In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 175 |
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: 175 | 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: 175 | 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: 175 | 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: 175 | article | |
2004 | ‘Random Coefficient Panel Data Models’ In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 33 |
2004 | Random Coefficient Panel Data Models.(2004) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
2004 | Random Coefficient Panel Data Models.(2004) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
2004 | Random Coefficient Panel Data Models.(2004) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
2004 | ‘General Diagnostic Tests for Cross Section Dependence in Panels’ In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1127 |
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: 1127 | 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: 1127 | paper | |
2004 | A Pair-wise Approach to Testing for Output and Growth Convergence In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 154 |
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: 154 | 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: 154 | 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: 154 | paper | |
2005 | Testing Slope Homogeneity in Large Panels In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 285 |
2005 | Testing Slope Homogeneity in Large Panels.(2005) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 285 | paper | |
2008 | Testing slope homogeneity in large panels.(2008) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 285 | article | |
2005 | Testing Slope Homogeneity in Large Panels.(2005) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 285 | paper | |
2005 | Exploring the International Linkages of the Euro Area: a Global VAR Analysis In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 542 |
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: 542 | 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: 542 | 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: 542 | 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: 542 | 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: 542 | 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 | 14 |
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: 14 | 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: 14 | 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: 14 | 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 | 96 |
2005 | Unit Roots and Cointegration in Panels.(2005) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 96 | paper | |
2005 | Unit Roots and Cointegration in Panels.(2005) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 96 | 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: 96 | paper | |
2005 | Survey Expectations In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 113 |
2005 | Survey Expectations.(2005) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 113 | paper | |
2006 | Survey Expectations.(2006) In: Handbook of Economic Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 113 | chapter | |
2005 | Survey Expectations.(2005) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 113 | paper | |
2006 | Learning, Structural Instability and Present Value Calculations In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 42 |
2006 | Learning, Structural Instability and Present Value Calculations.(2006) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
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: 42 | paper | |
2006 | Learning, Structural Instability and Present Value Calculations.(2006) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
2007 | Learning, Structural Instability, and Present Value Calculations.(2007) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | 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: 42 | 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 | 213 |
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: 213 | article | |
2006 | Panels with Nonstationary Multifactor Error Structures In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 346 |
2006 | Panels with Nonstationary Multifactor Error Structures.(2006) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 346 | 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: 346 | article | |
2010 | Panels with nonstationary multifactor error structures.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 346 | paper | |
2006 | Panels with Nonstationary Multifactor Error Structures.(2006) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 346 | paper | |
2006 | Panels with Nonstationary Multifactor Error Structures.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 346 | paper | |
2006 | Panels with Nonstationary Multifactor Error Structures.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 346 | paper | |
2006 | A Spatio-Temporal Model of House Prices in the US In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 200 |
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: 200 | 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: 200 | 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: 200 | paper | |
2006 | Econometrics: A Bird’s Eye View In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2006 | Econometrics: A Bird’s Eye View.(2006) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2006 | Econometrics: A Birds Eye View.(2006) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2007 | Long Run Macroeconomic Relations in the Global Economy In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 84 |
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: 84 | 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: 84 | 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: 84 | 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: 84 | 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: 84 | 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 | 11 |
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: 11 | paper | |
2007 | Large Panels with Common Factors and Spatial Correlations In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 281 |
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: 281 | 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: 281 | 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: 281 | 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: 281 | 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 | 85 |
2007 | Infinite Dimensional VARs and Factor Models.(2007) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 85 | paper | |
2009 | Infinite-dimensional VARs and factor models.(2009) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 85 | paper | |
2011 | Infinite-dimensional VARs and factor models.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 85 | article | |
2007 | Infinite Dimensional VARs and Factor Models.(2007) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 85 | 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 | 443 |
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: 443 | 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: 443 | 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: 443 | 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: 443 | paper | |
2008 | Identification of New Keynesian Phillips Curves from a Global Perspective. In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 108 |
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: 108 | 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: 108 | 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: 108 | paper | |
2009 | Identification of New Keynesian Phillips Curves from a Global Perspective.(2009) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 108 | article | |
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: 108 | article | |
2008 | Forecasting Economic and Financial Variables with Global VARs In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 90 |
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: 90 | paper | |
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: 90 | 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: 90 | paper | |
2008 | Model Averaging in Risk Management with an Application to Futures Markets In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 24 |
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: 24 | 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: 24 | article | |
2008 | A VECX* Model of the Swiss Economy In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 7 |
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: 7 | paper | |
2009 | A VECX* model of the Swiss economy.(2009) In: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | 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 | 3 |
2008 | Forecasting Random Walks Under Drift Instability.(2008) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2009 | Forecasting Random Walks under Drift Instability.(2009) In: DNB Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2008 | Iranian Economy in the Twentieth Century: A Global Perspective In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
2008 | Iranian Economy in Twentieth Century: A Global Perspective.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2009 | Variable Selection and Inference for Multi-period Forecasting Problems In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
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: 1 | 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: 1 | paper | |
2009 | Weak and Strong Cross Section Dependence and Estimation of Large Panels In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 245 |
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: 245 | 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: 245 | paper | |
2011 | Weak and strong crossâ€section dependence and estimation of large panels.(2011) In: Econometrics Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 245 | article | |
2011 | Weak and strong crossâ€section dependence and estimation of large panels.(2011) In: Econometrics Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 245 | article | |
2009 | Oil Exports and the Iranian Economy In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 64 |
2009 | Oil Exports and the Iranian Economy.(2009) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 64 | 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: 64 | article | |
2010 | Oil Exports and the Iranian Economy.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 64 | paper | |
2009 | Oil Exports and the Iranian Economy.(2009) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 64 | paper | |
2009 | Spatial and Temporal Diffusion of House Prices in the UK In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 110 |
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: 110 | paper | |
2011 | The spatial and temporal diffusion of house prices in the UK.(2011) In: Journal of Urban Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 110 | article | |
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: 110 | paper | |
Spatial and Temporal Diffusion of House Prices in the UK.() In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 110 | paper | ||
2010 | Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 57 |
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: 57 | 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: 57 | 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: 57 | 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 | 13 |
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 | 18 |
2011 | Aggregation in Large Dynamic Panels.(2011) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2014 | Aggregation in large dynamic panels.(2014) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
2011 | Aggregation in large dynamic panels.(2011) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2011 | Aggregation in Large Dynamic Panels.(2011) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2011 | On Identification of Bayesian DSGE Models In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 42 |
2011 | On Identification of Bayesian DSGE Models.(2011) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
2011 | On Identification of Bayesian DSGE Models.(2011) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
2011 | On Identification of Bayesian DSGE Models.(2011) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
2011 | On Identification of Bayesian DSGE Models*.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | 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: 42 | article | |
2011 | Beyond the DSGE straightjacket In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 9 |
2011 | Beyond the DSGE Straitjacket.(2011) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2011 | Beyond the DSGE Straitjacket.(2011) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | 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 | 54 |
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: 54 | 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: 54 | paper | |
2016 | Exponent of Crossâ€Sectional Dependence: Estimation and Inference.(2016) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | article | |
2012 | Testing Weak Cross-Sectional Dependence in Large Panels In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 151 |
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: 151 | 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: 151 | 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: 151 | 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 | 7 |
2012 | An Empirical Growth Model for Major Oil Exporters In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 63 |
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: 63 | 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: 63 | 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: 63 | 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: 63 | 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 | 25 |
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: 25 | 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: 25 | 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 | 237 |
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: 237 | paper | |
2013 | Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors.(2013) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 237 | 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 | 49 |
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: 49 | paper | |
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: 49 | paper | |
2013 | Debt, inflation and growth robust estimation of long-run effects in dynamic panel data models.(2013) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | 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 | 50 |
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: 50 | paper | |
2016 | A Twoâ€Stage Approach to Spatioâ€Temporal Analysis with Strong and Weak Crossâ€Sectional Dependence.(2016) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | article | |
2014 | Uncertainty and Economic Activity: A Global Perspective In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 38 |
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: 38 | 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: 38 | paper | |
2014 | Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
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 | 7 |
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: 7 | paper | |
2019 | A multiple testing approach to the regularisation of large sample correlation matrices.(2019) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
2015 | A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | 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 | 46 |
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: 46 | chapter | |
2015 | Long-run effects in large heterogenous panel data models with cross-sectionally correlated errors.(2015) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 46 | 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 | 43 |
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: 43 | 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: 43 | 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: 43 | paper | |
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: 43 | paper | |
2015 | Country-specific oil supply shocks and the global economy: a counterfactual analysis.(2015) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
2015 | Is There a Debt-threshold Effect on Output Growth? In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 85 |
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: 85 | paper | |
2015 | Is there a debt-threshold effect on output growth?.(2015) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 85 | paper | |
2015 | Is There a Debt-threshold Effect on Output Growth?.(2015) In: IMF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 85 | 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: 85 | article | |
2016 | Big Data Analytics: A New Perspective In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
2016 | Big Data Analytics: A New Perspective.(2016) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2016 | Big data analytics: a new perspective.(2016) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | 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 | 50 |
2016 | Oil Prices and the Global Economy: Is it Different this Time Around?.(2016) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
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: 50 | article | |
2016 | Oil prices and the global economy: Is it different this time around?.(2016) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
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: 50 | paper | |
2016 | Oil prices and the global economy: is it different this time around?.(2016) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | 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: 50 | paper | |
2016 | A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 8 |
2016 | A one-covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models.(2016) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2018 | A One Covariate at a Time, Multiple Testing Approach to Variable Selection in Highâ€Dimensional Linear Regression Models.(2018) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
2016 | Econometric Analysis of Production Networks with Dominant Units In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 19 |
2016 | Econometric Analysis of Production Networks with Dominant Units.(2016) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2020 | Econometric analysis of production networks with dominant units.(2020) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
2016 | Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2016 | Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes.(2016) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2020 | Double-Question Survey Measures for the Analysis of Financial Bubbles and Crashes.(2020) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2018 | Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2019 | Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR.(2019) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2019 | Identifying global and national output and fiscal policy shocks using a GVAR.(2019) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2020 | Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR.(2020) In: Advances in Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | chapter | |
2019 | Identifying Global and National Output and Fiscal Policy ShocksUsing a GVAR.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2018 | Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR.(2018) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2019 | Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 17 |
2019 | Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis.(2019) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2019 | Long-term macroeconomic effects of climate change: A cross-country analysis.(2019) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2019 | Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2019 | Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis.(2019) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2019 | Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis.(2019) In: IMF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2019 | Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2020 | Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
2020 | Matching Theory and Evidence on Covid-19 Using a Stochastic Network SIR Model.(2020) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2020 | A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
2020 | A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model.(2020) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2020 | A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model.(2020) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2020 | A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2020 | A Counterfactual Economic Analysis of COVID-19 Using a Threshold Augmented Multi-Country Model.(2020) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2020 | A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2020 | Regional Heterogeneity and U.S. Presidential Elections In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
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1990 | ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF US UNEMPLOYMENT. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 2 |
1990 | ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT..(1990) In: California Los Angeles - Applied Econometrics. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
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: 2 | 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: 2 | paper | |
1990 | Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of U.S. unemployment.(1990) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
1990 | EXPECTATIONS IN ECONOMICS. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 1 |
1990 | ESTIMATING LIMITED-DEPENDENCE RATIONAL EXOECTATIONS MODELS. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 0 |
1990 | PERSISTENCE, COINTEGRATION AND AGGREGATION: A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE US ECONOMY. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 42 |
1993 | Persistence, cointegration, and aggregation : A disaggregated analysis of output fluctuations in the U.S. economy.(1993) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | article | |
1990 | PERSISTENCE, COINTEGRATION AND AGGREGATION: A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE U.S. ECONOMY..(1990) In: California Los Angeles - Applied Econometrics. [Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
1990 | THE STATISTICAL AND ECONOMIC SIGNIFICANCE OF THE PREDICTABILITY OF EXESS RETURNS ON COMMON STOCKS. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 1 |
1990 | THE STATISTICAL AND ECONOMIC SIGNIFICANCE OF THE PREDICTABILITY OF EXCESS RETURNS ON COMMON STOCKS..(1990) In: California Los Angeles - Applied Econometrics. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
1992 | Oil Investment in the North Sea. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 18 |
1994 | Oil investment in the North Sea.(1994) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
1990 | Oil Investment in the North Sea.(1990) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
1992 | Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 10 |
1992 | Uncertainty and Irreversible Investment an Empirical Analysis of Development of Oil Fields in the UKCS.(1992) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
1992 | The Role of Sectoral Interactions in Wage Determination in the UK Economy. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 17 |
1993 | The Role of Sectoral Interactions in Wage Determination in the UK Economy..(1993) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
1992 | Estimating Long-Run Relationships From Dynamic Heterogeneous Panels In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 1954 |
1995 | Estimating long-run relationships from dynamic heterogeneous panels.(1995) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1954 | article | |
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 |
1992 | A Non-Nested Test of Level-Differenced versus Log-Differenced Stationary Models. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 3 |
1992 | The Interaction Between Theory and Observation in Economics. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 4 |
1992 | Theory and Evidence in Economics. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 1 |
1993 | Cointegration and Direct Tests of the Rational Expectations Hypothesis. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 7 |
1993 | Cointegration and Speed of Convergence to Equilibrium. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 235 |
1996 | Cointegration and speed of convergence to equilibrium.(1996) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 235 | article | |
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 |
1993 | The Natural Rate Hypothesis and its Testable Implications. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 4 |
1993 | Limited-Dependent Rational Expectations Models with Stochastic Thresholds. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 11 |
1996 | Limited-dependent rational expectations models with stochastic thresholds.(1996) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
1993 | Forecasting Ultimate Resource Recovery. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 20 |
1995 | Forecasting ultimate resource recovery.(1995) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
1993 | Limited-Dependaent Rational Expectations Models with Future Expectations. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 13 |
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: 13 | article | |
1995 | The Use of Recursive Model Selection Strategies in Forecasting Stock Returns. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 0 |
1995 | A Floor and Ceiling Model of U.S. Output. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 121 |
1997 | A floor and ceiling model of US output.(1997) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 121 | article | |
1995 | Multivariate Rational Expectations Models and Macroeconomic Modelling: A Review and Some New Results. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 86 |
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1995 | Long-Run Structural Modelling. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 110 |
1999 | Long-Run Structural Modelling.(1999) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 110 | paper | |
2002 | LONG-RUN STRUCTURAL MODELLING.(2002) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 110 | article | |
1995 | Dynamic Linear Models for Heterogeneous Panels. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 41 |
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1995 | A Discrete-Time Version of Target Zone Models with Jumps. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 5 |
1995 | A Discrete-Time Version of Target Zone Models with Jumps..(1995) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
1995 | A Discrete-Time Version of Target Zone Models with Jumps..(1995) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
1995 | An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 179 |
1995 | New Directions in Applied Macroeconomic Modelling. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 2 |
1995 | Testing for Unit Roots in Heterogeneous Panels. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 4931 |
2003 | Testing for unit roots in heterogeneous panels.(2003) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4931 | article | |
1995 | Growth and Convergence: A Multi-Country Empirical Analysis of the Solow Growth Model. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 7 |
1995 | Decision-Making in the Presence of Heterogeneous Information and Social Interactions. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 12 |
1998 | Decision Making in the Presence of Heterogeneous Information and Social Interactions..(1998) In: International Economic Review. [Citation analysis] This paper has another version. Agregated cites: 12 | article | |
1996 | The Role of Economic Theory in Modelling the Long Run. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 235 |
1997 | The Role of Economic Theory in Modelling the Long Run..(1997) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 235 | article | |
1996 | Stochastic Growth. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 41 |
1996 | A Decision_Theoretic Approach to Forecast Evaluation. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 21 |
1996 | Multivariate Linear Rational Expectations Models: Characterisation of the Nature of the Solutions and Their Fully Recursive Computation. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 25 |
1996 | Testing for the Existence of a Long-run Relationship In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 188 |
1996 | A Recursive Modelling Approach to Predicting UK Stock Returns In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 104 |
2000 | A Recursive Modelling Approach to Predicting UK Stock Returns..(2000) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 104 | article | |
1999 | A Recursive Modelling Approach to Predicting UK Stock Returns.(1999) In: FMG Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 104 | paper | |
1997 | Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 328 |
1999 | Structural analysis of vector error correction models with exogenous I(1) variables.(1999) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 328 | paper | |
2000 | Structural analysis of vector error correction models with exogenous I(1) variables.(2000) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 328 | article | |
1997 | Solution of Multivariate Linear Rational Expectations Models and Large Sparse Linear Systems In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 7 |
1997 | Generalised Impulse Response Analysis in Linear Multivariate Models In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 1858 |
1998 | Generalized impulse response analysis in linear multivariate models.(1998) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1858 | article | |
1997 | Pooled Estimation of Long-run Relationships in Dynamic Heterogeneous Panels In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 43 |
1998 | Bias Reduction in Estimating Long-run Relationships from Dynamic Heterogenous Panels In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 2 |
1998 | Cross-sectional Aggregation of Non-linear Models In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 32 |
2000 | Cross-sectional aggregation of non-linear models.(2000) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | article | |
1998 | Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 22 |
1998 | Optimal Consumption Decisions under Social Interactions In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 2 |
1998 | Analytical and Numerical Solution of Finite-horizon Nonlinear Rational Expectations Models In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 9 |
1998 | A Long-run Structural Macro-econometric Model of the UK In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 106 |
2003 | A Long run structural macroeconometric model of the UK.(2003) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 106 | article | |
2001 | A long run structural macroeconometric model of the UK.(2001) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 106 | paper | |
1998 | Economic Trends and Macroeconomic Policies in Post-revolutionary Iran In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 3 |
1998 | A Structural Cointegrating VAR Approach to Macroeconometric Modelling In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 20 |
1998 | A structural cointegrating VAR approach to macroeconometric modelling.(1998) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
1998 | Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 154 |
2002 | Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods.(2002) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 154 | article | |
1999 | Neglected Heterogeneity and Dynamics in Cross-country Savings Regressions In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 65 |
1999 | Bounds Testing Approaches to the Analysis of Long-run Relationships In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 48 |
1999 | Bounds Testing Approaches to the Analysis of Long Run Relationships.(1999) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
1999 | Economic and Statistical Measures of Forecast Accuracy In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 18 |
1999 | Non-nested Hypothesis Testing: An Overview In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 14 |
1999 | On Aggregation of Linear Dynamic Models In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
1999 | Model Instability and Choice of Observation Window In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
2004 | Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1513 |
2006 | Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure.(2006) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1513 | article | |
2004 | Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 13 |
2005 | Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management.(2005) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2004 | Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2004. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2004 | Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management.(2004) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2005 | Firm Heterogeneity and Credit Risk Diversification In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 30 |
2008 | Firm heterogeneity and credit risk diversification.(2008) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | article | |
2005 | Global Business Cycles and Credit Risk In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 16 |
2007 | Global Business Cycles and Credit Risk.(2007) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | chapter | |
2005 | Global Business Cycles and Credit Risk.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2007 | Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
2009 | Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2010 | Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 15 |
2010 | Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash.(2010) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
2010 | Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 34 |
2010 | Supply, demand and monetary policy shocks in a multi-country New Keynesian Model.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
2012 | Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
2012 | Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models.(2012) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2012 | Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2012 | An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2012 | An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects.(2012) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2017 | Exponential class of dynamic binary choice panel data models with fixed effects.(2017) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2013 | Large Panel Data Models with Cross-Sectional Dependence: A Survey In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 38 |
2013 | Large panel data models with cross-sectional dependence: a survey.(2013) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
2013 | Signs of Impact Effects in Time Series Regression Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
2014 | Signs of impact effects in time series regression models.(2014) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
2014 | Estimation of Time-invariant Effects in Static Panel Data Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 20 |
2018 | Estimation of time-invariant effects in static panel data models.(2018) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
2014 | A Multi-Country Approach to Forecasting Output Growth Using PMIs In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
2016 | A multi-country approach to forecasting output growth using PMIs.(2016) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
2014 | A multi-country approach to forecasting output growth using PMIs.(2014) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2015 | Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 20 |
2015 | Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2015 | Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2017 | Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2017 | Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2017 | A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2018 | Land Use Regulations, Migration and Rising House Price Dispersion in the U.S. In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2018 | Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Quantile Regression Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2020 | Common correlated effects estimation of heterogeneous dynamic panel quantile regression models.(2020) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2018 | Exponent of Cross-sectional Dependence for Residuals In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2018 | Exponent of cross-sectional dependence for residuals.(2018) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2019 | Exponent of Cross-sectional Dependence for Residuals.(2019) In: Sankhya B: The Indian Journal of Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2018 | A Residual-based Threshold Method for Detection of Units that are Too Big to Fail in Large Factor Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2019 | Estimation and inference for spatial models with heterogeneous coefficients: an application to U.S. house prices In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2019 | Estimation and inference in spatial models with dominant units In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2019 | The Role of Factor Strength and Pricing Errors for Estimation and Inference in Asset Pricing Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2020 | Measurement of Factor Strenght: Theory and Practice In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2020 | Measurement of Factor Strength: Theory and Practice.(2020) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2020 | Voluntary and Mandatory Social Distancing: Evidence on Covid-19 Exposure Rates from Chinese Provinces and Selected Countries In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
2020 | Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2020 | Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries.(2020) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2020 | Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2020 | Variable Selection and Forecasting in High Dimensional Linear Regressions with Structural Breaks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2020 | Variable Selection and Forecasting in High Dimensional Linear Regressions with Structural Breaks.(2020) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
1987 | A Rejoinder: On the Policy Ineffectiveness Proposition and a Keynesian Alternative In: UCLA Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
1988 | An Econometric Analysis of Exploration and Extraction of Oil in the U.K. Continental Shelf In: UCLA Economics Working Papers. [Full Text][Citation analysis] | paper | 37 |
1990 | An Econometric Analysis of Exploration and Extraction of Oil in the U.K. Continental Shelf..(1990) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | article | |
1988 | Econometric Analysis of Aggregation in the Context of Linear Prediction Models In: UCLA Economics Working Papers. [Full Text][Citation analysis] | paper | 69 |
1989 | Econometric Analysis of Aggregation in the Context of Linear Prediction Models..(1989) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | article | |
1988 | Aggregation Bias and Labor Demand Equations for the U.K. Economy In: UCLA Economics Working Papers. [Full Text][Citation analysis] | paper | 3 |
1988 | Two-Step, Instrumental Variable and Maximum Likelihood Estimation of Multivariate Rational Expectations Models In: UCLA Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
1991 | Estimating Limited-Dependent Rational Expectations Models: With an Application to Exchange Rate Determination in a Target Zone In: UCLA Economics Working Papers. [Full Text][Citation analysis] | paper | 18 |
1992 | Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone.(1992) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
1993 | Equilibrium Asset Pricing Models and Predictability of Excess Returns In: UCLA Economics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2002 | Dynamics of convergence to purchasing power parity in the World economy In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002. [Citation analysis] | paper | 0 |
1997 | Multivariate Linear Rational Expectations Models In: Econometric Theory. [Full Text][Citation analysis] | article | 15 |
1987 | Global and Partial Non-Nested Hypotheses and Asymptotic Local Power In: Econometric Theory. [Full Text][Citation analysis] | article | 9 |
2010 | Variable Selection, Estimation and Inference for Multi-period Forecasting Problems In: DNB Working Papers. [Full Text][Citation analysis] | paper | 42 |
2011 | Variable selection, estimation and inference for multi-period forecasting problems.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | article | |
2011 | Optimal Forecasts in the Presence of Structural Breaks In: DNB Working Papers. [Full Text][Citation analysis] | paper | 55 |
2013 | Optimal forecasts in the presence of structural breaks.(2013) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | article | |
1989 | JOINT TESTS OF NON-NESTED MODLS AND GENERAL ERROR SPECIFICATIONS. In: ISER Discussion Paper. [Citation analysis] | paper | 2 |
1990 | Testing for Aggregation Bias in Linear Models. In: Economic Journal. [Full Text][Citation analysis] | article | 27 |
1992 | Persistence of Shocks and Their In: Economic Journal. [Full Text][Citation analysis] | article | 19 |
1992 | An Analysis of the Determination of Deutsche Mark/French Franc Exchange Rate in a Discrete-Time Target-Zone Model. In: Economic Journal. [Full Text][Citation analysis] | article | 17 |
1991 | An Analysis of the determination of Dutsche Mark/French Franc Exchange rate in a Discrete-Time Target-Zone Model..(1991) In: California Los Angeles - Applied Econometrics. [Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2000 | Life and Work of John Richard Nicholas Stone 1913-1991. In: Economic Journal. [Full Text][Citation analysis] | article | 3 |
1976 | The Determinants of United Kingdom Import Prices-A Note. In: Economic Journal. [Full Text][Citation analysis] | article | 1 |
1982 | A Critique of the Proposed Tests of the Natural Rate-Rational Expectations Hypothesis. In: Economic Journal. [Full Text][Citation analysis] | article | 12 |
1984 | Inflation, Capital Gains and U.K. Personal Savings: 1953-1981. In: Economic Journal. [Full Text][Citation analysis] | article | 5 |
1985 | Formation of Inflation Expectations in British Manufacturing Industries. In: Economic Journal. [Full Text][Citation analysis] | article | 27 |
1988 | On the Policy Ineffectiveness Proposition and a Keynesian Alternative: A Rejoinder. In: Economic Journal. [Full Text][Citation analysis] | article | 8 |
1978 | Testing Non-Nested Nonlinear Regression Models. In: Econometrica. [Full Text][Citation analysis] | article | 66 |
1982 | Comparison of Local Power of Alternative Tests of Non-Nested Regression Models. In: Econometrica. [Full Text][Citation analysis] | article | 18 |
1994 | A Generalized R[superscript]2 Criterion for Regression Models Estimated by the Instrumental Variables Method. In: Econometrica. [Full Text][Citation analysis] | article | 25 |
2000 | Life-Cycle Models and Cross-Country Analysis of Saving In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 0 |
1998 | Pooled Mean Group Estimation of Dynamic Heterogeneous Panels In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 91 |
1999 | A long run structural macroeconometric model of the UK (first version) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 2 |
1997 | Structural analysis of vector error correction models with exogenous I(1) variables (first version) In: Edinburgh School of Economics Discussion Paper Series. [Citation analysis] | paper | 2 |
2000 | Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 3 |
2001 | Life-cycle consumption under social interactions In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 15 |
2008 | Econometric analysis of structural systems with permanent and transitory shocks In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 51 |
2008 | Econometric Analysis of Structural Systems with Permanent and Transitory Shocks.(2008) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
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 |
2003 | Aggregation of linear dynamic models: an application to life-cycle consumption models under habit formation In: Economic Modelling. [Full Text][Citation analysis] | article | 29 |
1985 | Evaluation of macroeconometric models In: Economic Modelling. [Full Text][Citation analysis] | article | 8 |
2012 | On the interpretation of panel unit root tests In: Economics Letters. [Full Text][Citation analysis] | article | 33 |
1983 | The J-test as a Hausman specification test In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
2019 | Mean group estimation in presence of weakly cross-correlated estimators In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
2018 | Mean Group Estimation in Presence of Weakly Cross-Correlated Estimators.(2018) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
1988 | Tests of non-nested linear regression models subject to linear restrictions In: Economics Letters. [Full Text][Citation analysis] | article | 10 |
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 | 211 |
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 | 36 |
1982 | On the comprehensive method of testing non-nested regression models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
1983 | Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence In: Journal of Econometrics. [Full Text][Citation analysis] | article | 59 |
1990 | A unified approach to estimation and orthogonality tests in linear single-equation econometric models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 13 |
1993 | A simulation approach to the problem of computing Coxs statistic for testing nonnested models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 27 |
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: 27 | paper | |
1995 | The role of theory in econometrics In: Journal of Econometrics. [Full Text][Citation analysis] | article | 28 |
1996 | Impulse response analysis in nonlinear multivariate models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1787 |
2019 | A Bayesian analysis of linear regression models with highly collinear regressors In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 0 |
2002 | Market timing and return prediction under model instability In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 118 |
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: 118 | 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: 118 | paper | |
2009 | Rejoinder to comments on forecasting economic and financial variables with global VARs In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 70 |
1989 | Consistency of short-term and long-term expectations In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 6 |
1993 | Persistence profiles and business cycle fluctuations in a disaggregated model of U.K. output growth In: Ricerche Economiche. [Full Text][Citation analysis] | article | 54 |
1996 | Growth and Convergence in a Multi-Country Empirical Stochastic Solow Model In: Working Papers. [Full Text][Citation analysis] | paper | 264 |
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: 264 | 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: 264 | paper | |
2018 | Rising Public Debt to GDP Can Harm Economic Growth In: Economic Letter. [Full Text][Citation analysis] | article | 1 |
2016 | Half-panel jackknife fixed effects estimation of panels with weakly exogenous regressor In: Globalization Institute Working Papers. [Full Text][Citation analysis] | paper | 6 |
2020 | An Augmented Anderson-Hsiao Estimator for Dynamic Short-T Panels In: Globalization Institute Working Papers. [Full Text][Citation analysis] | paper | 0 |
1996 | Limited-dependent rational expectations models with jumps In: Discussion Paper / Institute for Empirical Macroeconomics. [Full Text][Citation analysis] | paper | 4 |
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 | 0 |
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 | 2 |
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: 2 | 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 | 74 |
2012 | Testing CAPM with a Large Number of Assets In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2012 | Testing CAPM with a Large Number of Assets.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | 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 | 4085 |
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 | |
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 | 2 |
2003 | Journal of applied econometrics scholars programme In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
2007 | Heterogeneity and cross section dependence in panel data models: theory and applications introduction In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 34 |
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 | 23 |
1994 | A Duration Model of Irreversible Oil Investment: Theory and Empirical Evidence. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 41 |
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 | 60 |
2012 | Oil Export and the Economy of Iran (in Persian) In: Journal of Monetary and Banking Research (??????? ????????? ????-?????). [Full Text][Citation analysis] | article | 0 |
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 | 112 |
2006 | Global and National Macroeconometric Modelling: A Long-Run Structural Approach In: OUP Catalogue. [Citation analysis] | book | 133 |
2012 | Global and National Macroeconometric Modelling: A Long-Run Structural Approach.(2012) In: OUP Catalogue. [Citation analysis] This paper has another version. Agregated cites: 133 | 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 (Discontinued). [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 | 14 |
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 |
2020 | Correction to: Exponent of Cross-sectional Dependence for Residuals In: Sankhya B: The Indian Journal of Statistics. [Full Text][Citation analysis] | article | 0 |
2009 | Pairwise Tests of Purchasing Power Parity In: Econometric Reviews. [Full Text][Citation analysis] | article | 48 |
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 |
1986 | Editorial statement In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
2013 | DISTINGUISHED M Hashem PesaranS In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
2016 | Crossâ€Sectional Dependence in Panel Data Models: A Special Issue In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 5 |
2018 | Halfâ€panel jackknife fixedâ€effects estimation of linear panels with weakly exogenous regressors In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 6 |
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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