M Hashem Pesaran : Citation Profile


Are you M Hashem Pesaran?

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

54

H index

144

i10 index

20045

Citations

RESEARCH PRODUCTION:

161

Articles

408

Papers

3

Books

3

Chapters

EDITOR:

3

Books edited

2

Series edited

RESEARCH ACTIVITY:

   44 years (1973 - 2017). See details.
   Cites by year: 455
   Journals where M Hashem Pesaran has often published
   Relations with other researchers
   Recent citing documents: 2093.    Total self citations: 294 (1.45 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe34
   Updated: 2017-10-14    RAS profile: 2017-09-03    
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Relations with other researchers


Works with:

Mohaddes, Kamiar (30)

Chudik, Alexander (23)

Smith, Ronald (12)

Bailey, Natalia (9)

Raissi, Mehdi (8)

Hayakawa, Kazuhiko (6)

Esfahani, Hadi (5)

Cesa-Bianchi, Ambrogio (5)

Yamagata, Takashi (5)

Rebucci, Alessandro (5)

Xu, TengTeng (3)

Li, Tong (2)

Holly, Sean (2)

Al-Sadoon, Majid (2)

Zhou, Qiankun (2)

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

Is cited by:

Mohaddes, Kamiar (333)

Shahbaz, Muhammad (287)

Raissi, Mehdi (206)

GUPTA, RANGAN (154)

Chudik, Alexander (149)

Rault, Christophe (142)

Eberhardt, Markus (132)

Otero, Jesus (131)

Herzer, Dierk (118)

Afonso, Antonio (118)

Apergis, Nicholas (113)

Cites to:

Smith, Ronald (72)

shin, yongcheol (71)

Timmermann, Allan (66)

Smith, L. Vanessa (51)

Phillips, Peter (46)

Reichlin, Lucrezia (44)

Dees, Stephane (44)

Forni, Mario (41)

Diebold, Francis (40)

Bai, Jushan (38)

Watson, Mark (37)

Main data


Where M Hashem Pesaran has published?


Journals with more than one article published# docs
Journal of Econometrics30
Journal of Applied Econometrics23
Economic Journal14
Economics Letters8
Journal of Applied Econometrics7
Journal of Business & Economic Statistics7
Journal of Economic Dynamics and Control7
Econometrica5
Econometric Reviews5
Econometric Theory5
Oxford Bulletin of Economics and Statistics4
International Journal of Forecasting4
Economic Modelling4
Journal of Empirical Finance3
The Review of Economics and Statistics3
Journal of Business & Economic Statistics3
Journal of the American Statistical Association2
Econometrics Journal2
International Economic Review2
Journal of Money, Credit and Banking2
Manchester School2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo Group Munich86
IZA Discussion Papers / Institute for the Study of Labor (IZA)33
Globalization and Monetary Policy Institute Working Paper / Federal Reserve Bank of Dallas13
IEPR Working Papers / Institute of Economic Policy Research (IEPR)12
ESE Discussion Papers / Edinburgh School of Economics, University of Edinburgh9
Working Papers / Economic Research Forum8
Working Paper Series / European Central Bank7
IDB Publications (Working Papers) / Inter-American Development Bank2
Staff Working Papers / Bank of Canada2
IMF Working Papers / International Monetary Fund2
Post-Print / HAL2
Money Macro and Finance (MMF) Research Group Conference 2004 / Money Macro and Finance Research Group2
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank, Research Centre2
Computing in Economics and Finance 2006 / Society for Computational Economics2
Money Macro and Finance (MMF) Research Group Conference 2005 / Money Macro and Finance Research Group2
Working Paper Series / The Rimini Centre for Economic Analysis2

Recent works citing M Hashem Pesaran (2017 and 2016)


YearTitle of citing document
2016Socioeconomic transitions as common dynamic processes. (2016). Paldam, Martin ; Gundlach, Erich. In: Economics Working Papers. RePEc:aah:aarhec:2016-06.

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2016System Estimation of Panel Data Models under Long-Range Dependence. (2016). Ergemen, Yunus Emre . In: CREATES Research Papers. RePEc:aah:create:2016-02.

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2016House price fluctuations and the business cycle dynamics. (2016). Abate, Girum ; Anselin, Luc . In: CREATES Research Papers. RePEc:aah:create:2016-06.

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2016Panel Data with Cross-Sectional Dependence Characterized by a Multi-Level Factor Structure. (2016). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodriguez-Caballero, Carlos Vladimir . In: CREATES Research Papers. RePEc:aah:create:2016-31.

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

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2016Government Spending Shocks and Private Activity: The Role of Sentiments. (2016). Kim, Hyeongwoo ; Jia, Bijie. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2016-04.

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2016Pitfalls in Testing for Cointegration between Inequality and the Real Income. (2016). Sorek, Gilad ; Kim, Hyeongwoo ; Gueye, Ghislain N. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2016-07.

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

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2016Rent Extraction by Capitalists. (2016). Brückner, Markus ; Brueckner, Markus . In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2016-634.

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2016Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory. (2016). Dufour, Jean-Marie ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2016-01.

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

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2016Search, Liquidity, and the Dynamics of House Prices and Construction: Corrigendum. (2016). Lloyd-Ellis, Huw ; Head, Allen ; Sun, Hongfei . In: American Economic Review. RePEc:aea:aecrev:v:106:y:2016:i:4:p:1214-19.

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2016The Impact of Energy Prices on Green Innovation. (2016). Stucki, Tobias ; Marius, Tobias Stucki ; Woerter, Martin . In: The Energy Journal. RePEc:aen:journl:ej37-1-stucki.

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2016The Impact of Stochastic Extraction Cost on the Value of an Exhaustible Resource: An Application to the Alberta Oil Sands. (2016). Insley, Margaret ; Almansour, Abdullah . In: The Energy Journal. RePEc:aen:journl:ej37-2-insley.

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2016Economic Growth and Infrastructure Investments in Energy and Transportation: A Causality Interpretation of Chinas Western Development Strategy. (2016). Li, Raymond ; Woo, Chi-Keung . In: The Energy Journal. RePEc:aen:journl:ej37-si1-li.

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2016The Causality between Energy Consumption and Economic Growth for China in a Time-varying Framework. (2016). Zhang, Jin ; Broadstock, David. In: The Energy Journal. RePEc:aen:journl:ej37-si1-zhang.

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2016Financial Integration into EU: The Romanian Case. (2016). Bozkurt, Ibrahim ; Akman, Engin . In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:42:y:2016:i:18:p:269.

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2016The Effect of External Debt on Real Economic Sector in Selected CESEE Countries. (2016). Khodaparasti, Ramin Bashir ; Mohammadpour, Reza . In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:43:y:2016:i:18:p:548.

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

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

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2016The Mobile Phone in the Diffusion of Knowledge for Institutional Quality in Sub-Saharan Africa. (2016). Nwachukwu, Jacinta ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:16/010.

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2016Globalization and Governance: A Critical Contribution to the Empirics. (2016). Tchamyou, Vanessa ; Efobi, Uchenna ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:16/017.

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2016The Comparative Inclusive Human Development of Globalisation in Africa. (2016). Nwachukwu, Jacinta ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:16/038.

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2016Fighting Capital Flight in Africa: Evidence from Bundling and Unbundling Governance. (2016). Nwachukwu, Jacinta ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:16/047.

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2016Globalization and Inclusive Human Development in Africa. (2016). Nwachukwu, Jacinta ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:16/049.

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

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

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

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

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2016Determinants of sovereign bond yields in emerging economies: Some panel inferences. (2016). Kamaiah, Bandi ; Goyari, Phanindra ; Naidu, Sri Hari . In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(608):y:2016:i:3(608):p:101-118.

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2016Which country after Greece? Sustainability of budget deficits in selected EU countries: A panel cointegration analysis with multiple structural breaks under cross-section dependence. (2016). Mercan, Mehmet ; Gocer, Ismet . In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(608):y:2016:i:3(608):p:205-220.

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2016Short and long term analysis of some factors effecting youth unemployment in Turkey. (2016). Bayrak, Riza ; Tatli, Halim . In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(608):y:2016:i:3(608):p:229-242.

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2016Determining the causal relationships among entrepreneurship, educational attainment and per capita GDP in high-income OECD countries. (2016). Ozekicioglu, Seda ; Balan, Feyza ; Kilic, Cuneyt . In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(608):y:2016:i:3(608):p:243-256.

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2016The relationship between public expenditure and economic growth in Romania: Does it obey Wagner’s or Keynes’s Law?. (2016). Xu, Handuo ; Peculea, Adelina Dumitrescu ; Wang, Lingxiao . In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(608):y:2016:i:3(608):p:41-52.

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2016An empirical study of factors influencing total unemployment rate in comparison to youth unemployment rate in selected EU member-states. (2016). Kokotovi, Filip . In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(608):y:2016:i:3(608):p:79-92.

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

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2016Effects of R&D and innovation on income in EU countries: new generation panel cointegration and causality analysis. (2016). Gocer, Ismet ; Peker, Osman ; Alatas, Sedat . In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(609):y:2016:i:4(609):p:153-164.

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2016Foreign aid, macroeconomic policies and economic growth nexus in India: An ARDL bounds testing approach. (2016). Mohapatra, Geetilaxmi ; Sehrawat, Madhu ; Giri, A K. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(609):y:2016:i:4(609):p:183-202.

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2016Current account sustainability in SAARC economies: Evidence from combined cointegration approach. (2016). Iltas, Yuksel ; Bulut, Umit . In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(609):y:2016:i:4(609):p:281-298.

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2016Does remittance drive economic growth in emerging economies: Evidence from FMOLS and Panel VECM. (2016). Pradhan, Kalandi Charan . In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(609):y:2016:i:4(609):p:57-74.

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2016Does tourism affect economic growth in Indian states? Evidence from panel ARDL model. (2016). BEHERA, JAGANATH ; Mallesh, Ummalla ; Mallick, Lingaraj . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:1(606):p:183-194.

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2016International trade and tourism for Mediterranean countries: A panel causality analysis. (2016). Ozcan, Ceyhun Can . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:1(606):p:203-212.

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2016Impact of educational expenditure on economic growth in major Asian countries: Evidence from econometric analysis. (2016). Mallick, Lingaraj ; Pradhan, Kalandi Charan ; Das, Pradeep Kumar . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:2(607):p:173-186.

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2016Determinants of sovereign bond yields in emerging economies: Some panel inferences. (2016). Kamaiah, Bandi ; Goyari, Phanindra ; Naidu, Sri Hari . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:3(608):p:101-118.

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2016Which country after Greece? Sustainability of budget deficits in selected EU countries: A panel cointegration analysis with multiple structural breaks under cross-section dependence. (2016). Gocer, Ismet ; Mercan, Mehmet . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:3(608):p:205-220.

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2016Short and long term analysis of some factors effecting youth unemployment in Turkey. (2016). Bayrak, Riza ; Tatli, Halim . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:3(608):p:229-242.

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2016Determining the causal relationships among entrepreneurship, educational attainment and per capita GDP in high-income OECD countries. (2016). Balan, Feyza ; Kilic, Cuneyt ; Ozekicioglu, Seda . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:3(608):p:243-256.

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2016The relationship between public expenditure and economic growth in Romania: Does it obey Wagner’s or Keynes’s Law?. (2016). Wang, Lingxiao ; Xu, Handuo ; Peculea, Adelina Dumitrescu . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:3(608):p:41-52.

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2016An empirical study of factors influencing total unemployment rate in comparison to youth unemployment rate in selected EU member-states. (2016). Kokotovi, Filip . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:3(608):p:79-92.

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2016Effects of R&D and innovation on income in EU countries: new generation panel cointegration and causality analysis. (2016). Gocer, Ismet ; Peker, Osman ; Alatas, Sedat . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:4(609):p:153-164.

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2016Foreign aid, macroeconomic policies and economic growth nexus in India: An ARDL bounds testing approach. (2016). Mohapatra, Geetilaxmi ; Sehrawat, Madhu ; Giri, A K. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:4(609):p:183-202.

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2016Current account sustainability in SAARC economies: Evidence from combined cointegration approach. (2016). Sahoo, Manoranjan ; Dash, Umakant ; Babu, Suresh M. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:4(609):p:281-298.

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2016Does remittance drive economic growth in emerging economies: Evidence from FMOLS and Panel VECM. (2016). Pradhan, Kalandi Charan . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:4(609):p:57-74.

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

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

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

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

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

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

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

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2016Measuring agricultural water productivity using a partial factor productivity approach. (2016). Njuki, Eric ; BRAVO-URETA, BORIS. In: 2016 AAAE Fifth International Conference, September 23-26, 2016, Addis Ababa, Ethiopia. RePEc:ags:aaae16:246948.

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2016Modeling Temperature and Precipitation Influences on Yield Distributions of Canola and Spring Wheat in Saskatchewan. (2016). Meng, Ting ; Klepacka, Anna M ; Florkowski, Wojciech J ; Carew, Richard C. In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235251.

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2016On the causal relationship between nutrition and economic Growth: Evidence from sub-Saharan Africa. (2016). Ogundari, Kolawole ; Aromolaran, Adebayo . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235352.

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2016Are Futures Prices Endogenous to Global Supply Analysis of Agricultural Commodities? New Empirical Evidence. (2016). Zabid, MD. In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235384.

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2016Are Free Trade Agreements Good for the Environment? A Panel Data Analysis. (2016). Nemati, Mehdi ; Hu, Wuyang ; Reed, Michael . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235631.

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2016Comovements and Volatility Spillover in Commodity Markets. (2016). Chen, Sihong ; Wu, Ximing . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235686.

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2016China’s Regional Agricultural Productivity Growth: Catching Up or Lagging Behind. (2016). Wang, Sun Ling ; Huang, Jikun ; Tuan, Francis . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235709.

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2016How wealth of nations interact with aid and peace: A time and country variant analysis. (2016). Zhang, Yu ; Kibriya, Shahriar ; Bessler, David ; Price, Edwin . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235859.

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2016Forward‐Looking USDA Price Forecasts. (2016). Robe, Michel ; Adjemian, Michael ; Bruno, Valentina G. In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235931.

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2016The Order of Variables, Simulation Noise and Accuracy of Mixed Logit Estimates. (2016). Palma, Marco ; Bessler, David ; Li, Yajuan ; Vedenov, Dmitry . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235990.

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2016U.S. Agricultural Export Competitiveness and Export Market Diversification. (2016). Roe, Terry ; Jha, Jaya . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:236250.

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2016GRAVITY MEETS PRICING TO MARKET: WHAT A COMBINEDMETHOD APPROACH TELLS US ON GERMAN BEER EXPORTS. (2016). Herrmann, Roland ; Fedoseeva, Svetlana ; Dreyer, Heiko . In: Working Papers. RePEc:ags:aawewp:234640.

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2016Understanding Dynamic Conditional Correlations between Commodities Futures Markets. (2016). Nicolini, Marcella ; Manera, Matteo ; Behmiri, Niaz Bashiri . In: ESP: Energy Scenarios and Policy. RePEc:ags:feemes:232223.

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

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

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2016Alternative Approaches for Rating INDCs: a Comparative Analysis. (2016). Davide, Marinella ; Vesco, Paola . In: MITP: Mitigation, Innovation,and Transformation Pathways. RePEc:ags:feemmi:232716.

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2016Agricultural Commodity Prices and Exchange Rates under Structural Change. (2016). Foster, Kenneth ; Abbott, Philip C ; Hatzenbuehler, Patrick L. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:235153.

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2016Can Unprocessed Food Prices Really Be One of the Main Responsible Causes for not Achieving Inflation Targets in Turkey?. (2016). Gokta, Pinar . In: Problems of World Agriculture / Problemy Rolnictwa Åšwiatowego. RePEc:ags:polpwa:253045.

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2016THE DEMAND FOR ELECTRICITY AND NATURAL GAS IN THE NORTHEASTERN UNITED STATES. (2016). Gautam, Tej ; Paudel, Krishna . In: 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas. RePEc:ags:saea16:230114.

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2016FISCAL POLICY, FDI AND MACROECONOMIC STABILIZATION. (2016). Albulescu, Claudiu ; Ianc, Nicolae Bogdan . In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2016:j:18:albulescut.

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2016Price asymmetries in the European gasoline market. (2016). Mongeau Ospina, Christian Alexander ; Bagnai, Alberto. In: a/ Working Papers Series. RePEc:ais:wpaper:1602.

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2016Crime, Deterrence and Punishment Revisited. (2016). Sarafidis, Vasilis ; Bun, Maurice ; Kelaher, Richard . In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1602.

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

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2016FORECASTING THE YIELD CURVE WITH THE ARBITRAGE-FREE DYNAMIC NELSON-SIEGEL MODEL: BRAZILIAN EVIDENCE. (2016). Santos, Andre ; Moura, Guilherme ; Tourrucoo, Fabricio ; Caldeira, Joo F. In: Anais do XLII Encontro Nacional de Economia [Proceedings of the 42ndd Brazilian Economics Meeting]. RePEc:anp:en2014:028.

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2016BRAZIL´S DEVELOPMENT PATTERN IN A SINO-CENTRED WORLD: AN INTERNATIONAL POLITICAL ECONOMY PERSPECTIVE. (2016). Cunha, Andre Moreira ; Demeulemeester, Julien Marcel ; Caputi, Marcos Tadeu ; da Silva, Julimar . In: Anais do XLII Encontro Nacional de Economia [Proceedings of the 42ndd Brazilian Economics Meeting]. RePEc:anp:en2014:079.

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2016BANK REGULATORY CAPITAL, RISK-TAKING CHANNEL AND MONETARY POLICY: EVIDENCE FROM AN INFLATION TARGETING EMERGING ECONOMY. (2016). Montes, Gabriel ; de Moraes, Claudio ; Pereira, Jose Americo . In: Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting]. RePEc:anp:en2015:042.

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2016PUBLIC DEBT AND ECONOMIC GROWTH: TESTS OF THE REINHART-ROGOFF HYPOTHESIS. (2016). Tourinho, Octavio Augusto ; Fontes, Octavio Augusto ; Sangoi, Rafael . In: Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting]. RePEc:anp:en2015:085.

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2016BIOFUELS POLICIES AND FUEL DEMAND ELASTICITIES IN BRAZIL: AN IV APPROACH. (2016). Bittencourt, Mauricio ; Lobo, Mauricio Vaz ; Irwin, Elena Grace ; Borges, Leonardo Chaves . In: Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting]. RePEc:anp:en2015:181.

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2016Modelling Economic Growth Function in Nigeria: An ARDL Approach. (2016). Shaibu, Ibrahim ; Okafor, Chinwuba . In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2016:p:84-93.

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2016Asymmetric Exchange Rate Pass-through: Evidence from Nonlinear SVARs. (2016). Vega, Marco ; Pérez Forero, Fernando. In: Working Papers. RePEc:apc:wpaper:2016-063.

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

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

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2016Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series. (2016). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1510.05118.

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

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2016Density Forecasts and the Leverage Effect: Some Evidence from Observation and Parameter-Driven Volatility Models. (2016). Catania, Leopoldo ; Nonejad, Nima . In: Papers. RePEc:arx:papers:1605.00230.

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2016Asymmetric volatility connectedness on forex markets. (2016). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1607.08214.

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2016The interaction between trade and FDI: the CEE countries experience. (2016). Albulescu, Claudiu ; Goyeau, Daniel . In: Papers. RePEc:arx:papers:1609.02334.

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2016A Multifaceted Panel Data Gravity Model Analysis of Perus Foreign Trade. (2016). Wang, XU ; Badman, Ryan P. In: Papers. RePEc:arx:papers:1612.01155.

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

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2016Financial Development and Investment Amount Nexus: A Case Study of Turkey. (2016). Demirhan, Banu . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2016:p:127-134.

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

M Hashem Pesaran is editor of


Journal
Journal of Applied Econometrics
Journal of Applied Econometrics

M Hashem Pesaran has edited the books:


YearTitleTypeCited

Works by M Hashem Pesaran:


YearTitleTypeCited
2014Tests of Policy Ineffectiveness in Macroeconometrics In: Birkbeck Working Papers in Economics and Finance.
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paper1
2014Tests of Policy Ineffectiveness in Macroeconometrics.(2014) In: Cambridge Working Papers in Economics.
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paper
2014Tests of Policy Ineffectiveness in Macroeconometrics.(2014) In: CESifo Working Paper Series.
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paper
2014Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing In: Birkbeck Working Papers in Economics and Finance.
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paper22
2012Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing.(2012) In: CESifo Working Paper Series.
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paper
2016Counterfactual analysis in macroeconometrics: An empirical investigation into the effects of quantitative easing.(2016) In: Research in Economics.
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article
2012Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing.(2012) In: IZA Discussion Papers.
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paper
2012Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing.(2012) In: Working Paper Series.
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paper
2012China’s Emergence in the World Economy and Business Cycles in Latin America In: Staff Working Papers.
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paper59
2011China’s Emergence in the World Economy and Business Cycles in Latin America.(2011) In: Cambridge Working Papers in Economics.
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paper
2012Chinas Emergence in the World Economy and Business Cycles in Latin America.(2012) In: ECONOMIA JOURNAL OF THE LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION.
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article
2011China’s Emergence in the World Economy and Business Cycles in Latin America.(2011) In: Research Department Publications.
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paper
2011Chinas Emergence in the World Economy and Business Cycles in Latin America.(2011) In: IZA Discussion Papers.
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paper
2013Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults In: Staff Working Papers.
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paper3
2000Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration In: Working Papers.
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paper126
2000Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration.(2000) In: Cambridge Working Papers in Economics.
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paper
2000Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration.(2000) In: CESifo Working Paper Series.
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paper
2005ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION.(2005) In: Econometric Theory.
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article
2001Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration.(2001) In: Computing in Economics and Finance 2001.
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paper
2009Testing Dependence Among Serially Correlated Multicategory Variables In: Journal of the American Statistical Association.
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article68
2006Testing Dependence Among Serially Correlated Multi-category Variables.(2006) In: Cambridge Working Papers in Economics.
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paper
2006Testing Dependence among Serially Correlated Multi-category Variables.(2006) In: CESifo Working Paper Series.
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paper
2006Testing Dependence among Serially Correlated Multi-Category Variables.(2006) In: IZA Discussion Papers.
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paper
2003Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy In: Journal of the American Statistical Association.
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article27
1992A Simple Nonparametric Test of Predictive Performance. In: Journal of Business & Economic Statistics.
[Citation analysis]
article258
1990A SIMPLE, NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE..(1990) In: Cambridge Working Papers in Economics.
[Citation analysis]
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paper
1990A SIMPLE NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE..(1990) In: California Los Angeles - Applied Econometrics.
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paper
1994Choice between Disaggregate and Aggregate Specifications Estimated by Instrumental Variables Methods. In: Journal of Business & Economic Statistics.
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article8
1992Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods..(1992) In: Cambridge Working Papers in Economics.
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paper
1999Analysis of Exchange-Rate Target Zones Using a Limited-Dependent Rational-Expectations Model with Jumps. In: Journal of Business & Economic Statistics.
[Citation analysis]
article9
2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model In: Journal of Business & Economic Statistics.
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article329
2001Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model.(2001) In: Cambridge Working Papers in Economics.
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paper
2001Modelling regional interdependencies using a global error-correcting macroeconometric model.(2001) In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
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paper
2003Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model.(2003) In: EcoMod2003.
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paper
2002Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model.(2002) In: Center for Financial Institutions Working Papers.
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paper
2004Rejoinder In: Journal of Business & Economic Statistics.
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article0
2011Forecast Combination Across Estimation Windows In: Journal of Business & Economic Statistics.
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article37
2011Forecast Combination Across Estimation Windows.(2011) In: Journal of Business & Economic Statistics.
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article
2011Lumpy Price Adjustments: A Microeconometric Analysis In: Journal of Business & Economic Statistics.
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article22
2007Lumpy Price Adjustments: A Microeconometric Analysis..(2007) In: Working papers.
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paper
2007Lumpy Price Adjustments, A Microeconometric Analysis.(2007) In: Cambridge Working Papers in Economics.
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paper
2007Lumpy Price Adjustments: A Microeconometric Analysis.(2007) In: CESifo Working Paper Series.
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paper
2007Lumpy Price Adjustments: A Microeconometric Analysis.(2007) In: IZA Discussion Papers.
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paper
2006Lumpy price adjustments : a microeconometric analysis.(2006) In: Working Paper Research.
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paper
2011Lumpy Price Adjustments: A Microeconometric Analysis.(2011) In: Journal of Business & Economic Statistics.
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article
1984Macroeconomic Policy in an Oil-exporting Economy with Foreign Exchange Controls. In: Economica.
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article0
1988The Role of Theory in Applied Econometrics. In: The Economic Record.
[Citation analysis]
article0
2016THEORY AND PRACTICE OF GVAR MODELLING In: Journal of Economic Surveys.
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article16
2014Theory and Practice of GVAR Modeling.(2014) In: Cambridge Working Papers in Economics.
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paper
2014Theory and Practice of GVAR Modeling.(2014) In: CESifo Working Paper Series.
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paper
2014Theory and practice of GVAR modeling.(2014) In: Globalization and Monetary Policy Institute Working Paper.
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paper
1995 Predictability of Stock Returns: Robustness and Economic Significance. In: Journal of Finance.
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article254
1985Testing for Structural Stability and Predictive Failure: A Review. In: The Manchester School of Economic & Social Studies.
[Citation analysis]
article13
2006MACROECONOMETRIC MODELLING WITH A GLOBAL PERSPECTIVE In: Manchester School.
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article58
2006Macroeconometric Modelling with a Global Perspective.(2006) In: Cambridge Working Papers in Economics.
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paper
2006Macroeconometric Modelling with a Global Perspective.(2006) In: CESifo Working Paper Series.
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paper
2006Macroeconometric Modelling with a Global Perspective.(2006) In: IEPR Working Papers.
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paper
2011BEYOND THE DSGE STRAITJACKET-super-1 In: Manchester School.
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article5
1999 Diagnostics for IV Regressions. In: Oxford Bulletin of Economics and Statistics.
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article29
1997Diagnostics for IV Regressions.(1997) In: Cambridge Working Papers in Economics.
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paper
2005The Cost Effectiveness of the UKs Sovereign Debt Portfolio In: Oxford Bulletin of Economics and Statistics.
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article1
2012Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models In: Oxford Bulletin of Economics and Statistics.
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article8
2014Constructing Multi-Country Rational Expectations Models In: Oxford Bulletin of Economics and Statistics.
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article4
2000Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy In: Cambridge Working Papers in Economics.
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paper40
2002Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy.(2002) In: Royal Economic Society Annual Conference 2002.
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paper
2000Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy.(2000) In: CESifo Working Paper Series.
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paper
2000The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach In: Cambridge Working Papers in Economics.
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paper2
2000The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach.(2000) In: CESifo Working Paper Series.
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paper
2003Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence In: Cambridge Working Papers in Economics.
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paper18
2003Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence.(2003) In: CESifo Working Paper Series.
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paper
2003How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? In: Cambridge Working Papers in Economics.
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paper60
2003How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?.(2003) In: CESifo Working Paper Series.
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paper
2004How costly is it to ignore breaks when forecasting the direction of a time series?.(2004) In: International Journal of Forecasting.
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article
2003Macroeconomic Dynamics and Credit Risk: A Global Perspective In: Cambridge Working Papers in Economics.
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paper110
Macroeconomic Dynamics and Credit Risk: A Global Perspective.() In: Center for Financial Institutions Working Papers.
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paper
2003Macroeconomic Dynamics and Credit Risk: A Global Perspective.(2003) In: CESifo Working Paper Series.
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paper
2006Macroeconomic Dynamics and Credit Risk: A Global Perspective.(2006) In: Journal of Money, Credit and Banking.
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article
2003Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks In: Cambridge Working Papers in Economics.
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paper84
2003Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks.(2003) In: CESifo Working Paper Series.
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2004Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks.(2004) In: CEPR Discussion Papers.
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paper
2005Small sample properties of forecasts from autoregressive models under structural breaks.(2005) In: Journal of Econometrics.
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article
2003Scope for Cost Minimization in Public Debt Management: the Case of the UK In: Cambridge Working Papers in Economics.
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paper0
2003A Simple Panel Unit Root Test in the Presence of Cross Section Dependence In: Cambridge Working Papers in Economics.
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paper1110
2007A simple panel unit root test in the presence of cross-section dependence.(2007) In: Journal of Applied Econometrics.
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article
2003On The Panel Unit Root Tests Using Nonlinear Instrumental Variables In: Cambridge Working Papers in Economics.
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paper15
2004Econometric Issues in the Analysis of Contagion In: Cambridge Working Papers in Economics.
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paper116
2004Econometric Issues in the Analysis of Contagion.(2004) In: CESifo Working Paper Series.
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paper
2007Econometric issues in the analysis of contagion.(2007) In: Journal of Economic Dynamics and Control.
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article
2004Econometric Issues in the Analysis of Contagion.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2004.
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paper
2004‘Real Time Econometrics’ In: Cambridge Working Papers in Economics.
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paper21
2004Real Time Econometrics.(2004) In: CESifo Working Paper Series.
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2004Real Time Econometrics.(2004) In: CEPR Discussion Papers.
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2005REAL-TIME ECONOMETRICS.(2005) In: Econometric Theory.
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2004Real Time Econometrics.(2004) In: IZA Discussion Papers.
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2004‘Forecasting Time Series Subject to Multiple Structural Breaks’ In: Cambridge Working Papers in Economics.
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paper138
2004Forecasting Time Series Subject to Multiple Structural Breaks.(2004) In: CESifo Working Paper Series.
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2004Forecasting Time Series Subject to Multiple Structural Breaks.(2004) In: CEPR Discussion Papers.
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2004Forecasting Time Series Subject to Multiple Structural Breaks.(2004) In: IZA Discussion Papers.
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2006Forecasting Time Series Subject to Multiple Structural Breaks.(2006) In: Review of Economic Studies.
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2004‘Random Coefficient Panel Data Models’ In: Cambridge Working Papers in Economics.
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paper23
2004Random Coefficient Panel Data Models.(2004) In: IZA Discussion Papers.
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2004Random Coefficient Panel Data Models.(2004) In: CESifo Working Paper Series.
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2004Random Coefficient Panel Data Models.(2004) In: IEPR Working Papers.
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paper
2004‘General Diagnostic Tests for Cross Section Dependence in Panels’ In: Cambridge Working Papers in Economics.
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paper566
2004General Diagnostic Tests for Cross Section Dependence in Panels.(2004) In: CESifo Working Paper Series.
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paper
2004General Diagnostic Tests for Cross Section Dependence in Panels.(2004) In: IZA Discussion Papers.
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paper
2004A Pair-wise Approach to Testing for Output and Growth Convergence In: Cambridge Working Papers in Economics.
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paper103
2004A Pair-Wise Approach to Testing for Output and Growth Convergence.(2004) In: CESifo Working Paper Series.
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paper
2007A pair-wise approach to testing for output and growth convergence.(2007) In: Journal of Econometrics.
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article
2004A Pair-Wise Approach to Testing for Output and Growth Convergence.(2004) In: IZA Discussion Papers.
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paper
2005Testing Slope Homogeneity in Large Panels In: Cambridge Working Papers in Economics.
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paper132
2008Testing slope homogeneity in large panels.(2008) In: Journal of Econometrics.
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2005Testing Slope Homogeneity in Large Panels.(2005) In: IEPR Working Papers.
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2005Testing Slope Homogeneity in Large Panels.(2005) In: CESifo Working Paper Series.
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2005Exploring the International Linkages of the Euro Area: a Global VAR Analysis In: Cambridge Working Papers in Economics.
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paper384
2005Exploring the International Linkages of the Euro Area: a Global VAR Analysis.(2005) In: CESifo Working Paper Series.
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2005Exploring the international linkages of the euro area: a global VAR analysis.(2005) In: Working Paper Series.
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paper
2007Exploring the international linkages of the euro area: a global VAR analysis.(2007) In: Journal of Applied Econometrics.
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article
2006Exploring the International Linkages of the Euro Area: a Global VAR Analysis.(2006) In: Computing in Economics and Finance 2006.
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paper
2004Exploring the International Linkages of the Euro Area: A Global VAR Analysis.(2004) In: IEPR Working Papers.
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2005Scope for Credit Risk Diversification In: Cambridge Working Papers in Economics.
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paper1
2005Scope for Credit Risk Diversification.(2005) In: IEPR Working Papers.
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paper
2005Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns In: Cambridge Working Papers in Economics.
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2005Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns.(2005) In: CESifo Working Paper Series.
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2005Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns.(2005) In: Working Papers.
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2005What if the UK has Joined the Euro in 1999? An Empirical Evaluation using a Global VAR In: Cambridge Working Papers in Economics.
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paper7
2005What if the UK had Joined the Euro in 1999? An Empirical Evaluation Using a Global VAR.(2005) In: CESifo Working Paper Series.
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2005What if the UK had Joined the Euro in 1999? An Empirical Evaluation using a Global VAR.(2005) In: IEPR Working Papers.
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2005The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification In: Cambridge Working Papers in Economics.
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2005The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification.(2005) In: IEPR Working Papers.
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2005Unit Roots and Cointegration in Panels In: Cambridge Working Papers in Economics.
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paper81
2005Unit Roots and Cointegration in Panels.(2005) In: CESifo Working Paper Series.
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2005Unit Roots and Cointegration in Panels.(2005) In: IEPR Working Papers.
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2005Unit roots and cointegration in panels.(2005) In: Discussion Paper Series 1: Economic Studies.
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2005Survey Expectations In: Cambridge Working Papers in Economics.
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paper102
2005Survey Expectations.(2005) In: CESifo Working Paper Series.
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2006Survey Expectations.(2006) In: Handbook of Economic Forecasting.
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2005Survey Expectations.(2005) In: IEPR Working Papers.
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