64
H index
188
i10 index
30965
Citations
M Hashem Pesaran : Citation Profile
University of Southern California (99% share) | RESEARCH PRODUCTION: 178 Articles 453 Papers 3 Books 4 Chapters EDITOR: RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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47 years (1973 - 2020). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with M Hashem Pesaran. | Is cited by:
| Cites to:
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Main data
Where M Hashem Pesaran has published?
Recent works citing M Hashem Pesaran (2020 and 2019)
| Year | Title of citing document | |
|---|---|---|
| 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 | |
| 2017 | The Walking Debt Crisis. (2017). Wegener, Christoph ; Kruse, Robinson ; Basse, Tobias. In: CREATES Research Papers. RePEc:aah:create:2017-06. Full description at Econpapers || Download paper | |
| 2019 | Assessing predictive accuracy in panel data models with long-range dependence. (2019). Christensen, Bent Jesper ; Borup, Daniel ; Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2019-04. Full description at Econpapers || Download paper | |
| 2019 | Business Dynamics, Knowledge Economy, and the Economic Performance of African Countries. (2019). Asongu, Simplice ; Amavilah, Voxi Heinrich ; Andres, Antonio R. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/004. Full description at Econpapers || Download paper | |
| 2019 | Trajectories of Knowledge Economy in SSA and MENA countries. (2019). Asongu, Simplice ; Andrs, Antonio R. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/013. Full description at Econpapers || Download paper | |
| 2019 | Financial Reforms and Industrialisation: Evidence from Nigeria. (2019). Folarin, Oludele. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/014. Full description at Econpapers || Download paper | |
| 2019 | Foreign aid, instability and governance in Africa. (2019). Asongu, Simplice ; Nnanna, Joseph. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/022. Full description at Econpapers || Download paper | |
| 2019 | The Stability of Demand for Money in the Proposed Southern African Monetary Union. (2019). Asongu, Simplice ; Biekpe, Nicholas ; Folarin, Oludele E. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/025. Full description at Econpapers || Download paper | |
| 2019 | Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country. (2019). Bekun, Festus V ; Agboola, Mary O. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/040. Full description at Econpapers || Download paper | |
| 2019 | FDI in Selected Developing Countries: Evidence from Bundling and Unbundling Governance. (2019). Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/057. Full description at Econpapers || Download paper | |
| 2019 | The Role of ICT and Financial Development on CO2 Emissions and Economic Growth. (2019). Tiwari, Aviral ; Balsalobre-Lorente, Daniel ; Raheem, Ibrahim D. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/058. Full description at Econpapers || Download paper | |
| 2019 | Environmental Pollution, Economic Growth and Institutional Quality: Exploring the Nexus in Nigeria. (2019). Onanuga, Olaronke ; Gershon, Obindah ; Akinbobola, Temidayo ; Osabuohien, Evans S ; Egbetokun, Samuel ; Okafor, Victoria. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/059. Full description at Econpapers || Download paper | |
| 2019 | House prices and tourism development in Cyprus: A contemporary perspective. (2019). Asongu, Simplice ; Alola, Uju V. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/067. Full description at Econpapers || Download paper | |
| 2019 | Effects of Oil Resource Endowment, Natural Gas and Agriculture Output: Policy Options for Inclusive Growth. (2019). Mesagan, Ekundayo ; Adenuga, Juliet I. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/073. Full description at Econpapers || Download paper | |
| 2019 | Governance, Capital flight and Industrialisation in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/077. Full description at Econpapers || Download paper | |
| 2019 | Foreign Direct Investment, Domestic Investment and Green Growth in Nigeria: Any Spillovers?. (2019). Asongu, Simplice ; Adejumo, Akintoye V. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/078. Full description at Econpapers || Download paper | |
| 2019 | Revisiting the Trade and Unemployment Nexus: Empirical Evidence from the Nigerian Economy. (2019). Asongu, Simplice ; Bekun, Festus V ; Ay, Ahmet ; Onifade, Stephen T. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/079. Full description at Econpapers || Download paper | |
| 2019 | The Comparative African Regional Economics of Globalization in Financial Allocation Efficiency: Pre-Crisis Era Revisited. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Nnanna, Joseph. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/085. Full description at Econpapers || Download paper | |
| 2019 | Foreign aid volatility and lifelong learning. (2019). Asongu, Simplice ; Okolo-Obasi, Elda N ; Uduji, Joseph I. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/086. Full description at Econpapers || Download paper | |
| 2019 | The criticality of growth, urbanization, electricity and fossil fuel consumption to environment sustainability in Africa. (2019). Asongu, Simplice ; Bekun, Festus Victor ; Alola, Andrew Adewale ; Agboola, Mary Oluwatoyin. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/093. Full description at Econpapers || Download paper | |
| 2019 | Growth Effects of Financial Market Instruments: The Ghanaian Experience. (2019). Mesagan, Ekundayo ; Alimi, Olorunfemi ; Odeleye, Anthonia T ; Ogbuji, Isaac A. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/095. Full description at Econpapers || Download paper | |
| 2019 | An Empirical Retrospect of the Impacts of Government Expenditures on Economic Growth: New Evidence from the Nigerian Economy. (2019). Asongu, Simplice ; Bekun, Festus Victor ; Erdoaan, Sava ; Evik, Sava ; Onifade, Stephen T. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/096. 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 | |
| 2017 | London Calling: Nonlinear Mean Reversion across National Stock Markets. (2017). Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-05. Full description at Econpapers || Download paper | |
| 2019 | Business Dynamics, Knowledge Economy, and the Economic Performance of African Countries. (2019). Asongu, Simplice ; Amavilah, Voxi Heinrich ; Andres, Antonio R. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/004. Full description at Econpapers || Download paper | |
| 2019 | Trajectories of Knowledge Economy in SSA and MENA countries. (2019). Asongu, Simplice ; Andrs, Antonio R. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/013. Full description at Econpapers || Download paper | |
| 2019 | Financial Reforms and Industrialisation: Evidence from Nigeria. (2019). Folarin, Oludele E. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/014. Full description at Econpapers || Download paper | |
| 2019 | Foreign aid, instability and governance in Africa. (2019). Asongu, Simplice ; Nnanna, Joseph. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/022. Full description at Econpapers || Download paper | |
| 2019 | The Stability of Demand for Money in the Proposed Southern African Monetary Union. (2019). Asongu, Simplice ; Biekpe, Nicholas ; Folarin, Oludele E. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/025. Full description at Econpapers || Download paper | |
| 2019 | Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country. (2019). Bekun, Festus ; Agboola, Mary O. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/040. Full description at Econpapers || Download paper | |
| 2017 | Working Paper 287 - Current Account Adjustments and Integration in West Africa. (2017). Onye, Kenneth ; Obioesio, Felix ; Chuku, Chuku ; Kenneth, Onye ; Felix, Obioesio ; Johnson, Atan. In: Working Paper Series. RePEc:adb:adbwps:2407. Full description at Econpapers || Download paper | |
| 2019 | Working Paper 323- Mobile Financial and Banking Services Development in Africa. (2019). NGUENA, Christian. In: Working Paper Series. RePEc:adb:adbwps:2449. 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 | |
| 2017 | The Substitution Elasticity, Factor Shares, and the Low-Frequency Panel Model. (2017). Mallick, Debdulal ; Chirinko, Bob. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:4:p:225-53. Full description at Econpapers || Download paper | |
| 2017 | Yields on sovereign debt, fragmentation and monetary policy transmission in the euro area: A GVAR approach. (2017). Sosvilla-Rivero, Simon ; Icaza, Victor Echevarria . In: Working Papers. RePEc:aee:wpaper:1701. Full description at Econpapers || Download paper | |
| 2017 | Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology. (2017). Otero, Jesus ; Nuñez, Hector ; Nuez, Hector M. In: The Energy Journal. RePEc:aen:journl:ej38-2-nunez. Full description at Econpapers || Download paper | |
| 2017 | Green Inventions: Is Wait-and-see a Reasonable Option?. (2017). Woerter, Martin ; Stucki, Tobias. In: The Energy Journal. RePEc:aen:journl:ej38-4-stucki. Full description at Econpapers || Download paper | |
| 2017 | Policy-Induced Expansion of Solar and Wind Power Capacity: Economic Growth and Employment in EU Countries. (2017). Kazukauskas, Andrius ; Karimu, Amin ; Jaraite, Jurate. In: The Energy Journal. RePEc:aen:journl:ej38-5-jaraite. Full description at Econpapers || Download paper | |
| 2019 | Business Dynamics, Knowledge Economy, and the Economic Performance of African Countries. (2019). Asongu, Simplice ; Amavilah, Voxi Heinrich ; Andres, Antonio R. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/004. Full description at Econpapers || Download paper | |
| 2019 | Trajectories of Knowledge Economy in SSA and MENA countries. (2019). Asongu, Simplice ; Andres, Antonio R. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/013. Full description at Econpapers || Download paper | |
| 2019 | Financial Reforms and Industrialisation: Evidence from Nigeria. (2019). Folarin, Oludele. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/014. Full description at Econpapers || Download paper | |
| 2019 | The Mobile Phone, Information Sharing and Financial Sector Development in Africa: A Quantile Regressions Approach. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/016. Full description at Econpapers || Download paper | |
| 2019 | Foreign aid, instability and governance in Africa. (2019). Asongu, Simplice ; Nnanna, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/022. Full description at Econpapers || Download paper | |
| 2019 | The Stability of Demand for Money in the Proposed Southern African Monetary Union. (2019). Folarin, Oludele ; Asongu, Simplice ; Biekpe, Nicholas. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/025. Full description at Econpapers || Download paper | |
| 2019 | Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country. (2019). Bekun, Festus ; Agboola, Mary O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/040. Full description at Econpapers || Download paper | |
| 2019 | FDI in Selected Developing Countries: Evidence from Bundling and Unbundling Governance. (2019). Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/057. Full description at Econpapers || Download paper | |
| 2019 | The Role of ICT and Financial Development on CO2 Emissions and Economic Growth. (2019). Tiwari, Aviral ; Balsalobre-Lorente, Daniel ; Raheem, Ibrahim D. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/058. Full description at Econpapers || Download paper | |
| 2019 | Environmental Pollution, Economic Growth and Institutional Quality: Exploring the Nexus in Nigeria. (2019). Onanuga, Olaronke ; Okafor, Victoria ; Gershon, Obindah ; Akinbobola, Temidayo ; Osabuohien, Evans S ; Egbetokun, Samuel. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/059. Full description at Econpapers || Download paper | |
| 2019 | House prices and tourism development in Cyprus: A contemporary perspective. (2019). Asongu, Simplice ; Alola, Andrew. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/067. Full description at Econpapers || Download paper | |
| 2019 | Effects of Oil Resource Endowment, Natural Gas and Agriculture Output: Policy Options for Inclusive Growth. (2019). Mesagan, Ekundayo ; Adenuga, Juliet I. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/073. Full description at Econpapers || Download paper | |
| 2019 | Governance, Capital flight and Industrialisation in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/077. Full description at Econpapers || Download paper | |
| 2019 | Foreign Direct Investment, Domestic Investment and Green Growth in Nigeria: Any Spillovers?. (2019). Asongu, Simplice ; Adejumo, Akintoye V. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/078. Full description at Econpapers || Download paper | |
| 2019 | Revisiting the Trade and Unemployment Nexus: Empirical Evidence from the Nigerian Economy. (2019). Bekun, Festus ; Asongu, Simplice ; Ay, Ahmet ; Onifade, Stephen T. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/079. Full description at Econpapers || Download paper | |
| 2019 | The Comparative African Regional Economics of Globalization in Financial Allocation Efficiency: Pre-Crisis Era Revisited. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Nnanna, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/085. Full description at Econpapers || Download paper | |
| 2019 | Foreign aid volatility and lifelong learning. (2019). Asongu, Simplice ; Okolo-Obasi, Elda N ; Uduji, Joseph I. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/086. Full description at Econpapers || Download paper | |
| 2019 | The criticality of growth, urbanization, electricity and fossil fuel consumption to environment sustainability in Africa. (2019). Bekun, Festus ; Asongu, Simplice ; Alola, Andrew Adewale ; Agboola, Mary Oluwatoyin. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/093. Full description at Econpapers || Download paper | |
| 2019 | Growth Effects of Financial Market Instruments: The Ghanaian Experience. (2019). Mesagan, Ekundayo ; Odeleye, Anthonia T ; Alimi, Yasiru O ; Ogbuji, Isaac A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/095. Full description at Econpapers || Download paper | |
| 2019 | An Empirical Retrospect of the Impacts of Government Expenditures on Economic Growth: New Evidence from the Nigerian Economy. (2019). Cevik, Savas ; Bekun, Festus ; Asongu, Simplice ; ERDOAN, Sava ; Onifade, Stephen T. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/096. 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 | |
| 2017 | Sustainability of social security systems in EU countries: Panel cointegration analysis with multiple structural breaks under cross-sectional dependence. (2017). Tatli, Halim ; Gocer, Ismet. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(610):y:2017:i:1(610):p:83-98. Full description at Econpapers || Download paper | |
| 2018 | Impact of foreign direct investment inflows on tax revenues in OECD countries: A panel cointegration and causality analysis. (2018). Ozturk, Omer Faruk ; Bayar, Yilmaz. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:31-40. Full description at Econpapers || Download paper | |
| 2018 | Does exchange rate always affect the number of inbound tourists significantly in China?. (2018). Su, Chi-Wei ; Chang, Hsu-Ling ; Gao, Xue. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:55-72. Full description at Econpapers || Download paper | |
| 2018 | The relationship between financial deepening and economic growth: Bootstrap causality approach for the selected upper middle income countries. (2018). Gezer, Mesut Alper. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:95-112. Full description at Econpapers || Download paper | |
| 2018 | The role of economic growth and energy consumption on CO2 emissions in E7 countries. (2018). doğan, buhari ; Deer, Osman ; Doan, Buhari. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(615):y:2018:i:2(615):p:231-246. Full description at Econpapers || Download paper | |
| 2020 | Do export, financial development, and institutions affect FDI outflows? Insights from Asian developing countries. (2020). Tripathy, Prajukta ; Behera, Pragyanrani ; Mishra, Bikash Ranjan. 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 | |
| 2017 | On the effects of total productivity growth of economic freedom and total resource rents: The case of both natural resource rich and OECD countries. (2017). Ta, Cumhur ; Ulusoy, Veysel. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(612):y:2017:i:3(612):p:173-192. Full description at Econpapers || Download paper | |
| 2018 | Causal relationship between internet use and economic development for selected Central Asian economies. (2018). Sekmen, Fuat ; Gokirmak, Hasmet. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(616):y:2018:i:3(616):p:145-152. Full description at Econpapers || Download paper | |
| 2019 | Corporate ownership structure and performance: An enquiry into India. (2019). Panchali, Jinesh ; Panda, Pradiptarathi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(621):y:2019:i:4(621):p:93-110. Full description at Econpapers || Download paper | |
| 2017 | Sustainability of social security systems in EU countries: Panel cointegration analysis with multiple structural breaks under cross-sectional dependence. (2017). Tatli, Halim ; Gocer, Ismet. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:1(610):p:83-98. Full description at Econpapers || Download paper | |
| 2017 | The effects of real exchange rates and income on the trade balance: A second generation panel data analysis for transition economies and Turkey. (2017). Sezer, Sevgi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:171-186. Full description at Econpapers || Download paper | |
| 2017 | An examination of bilateral J-curve: Evidence from Turkey and her 20 major trading partners. (2017). Ozahn, Erife . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:221-236. Full description at Econpapers || Download paper | |
| 2017 | Economic freedom, economic growth and international tourism for post-communist (transition) countries: A panel causality analysis. (2017). Nazlioglu, Saban ; Aslan, Murat ; Ozcan, Ceyhun Can . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:75-98. Full description at Econpapers || Download paper | |
| 2019 | The effects of political and financial risks on foreign direct investments to the MENAT countries. (2019). Balan, Feyza . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:2(619):p:121-138. Full description at Econpapers || Download paper | |
| 2019 | Exploring the nexus between macroeconomic variables and stock market returns in Germany: An ARDL Co-integration approach. (2019). Zardoub, Amna ; el Abed, Riadh. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:2(619):p:139-148. Full description at Econpapers || Download paper | |
| 2019 | Dynamics of business cycle and long-term economic growth of Pakistan. (2019). Jawed, Syed Monis ; Khan, Usama Ehsan. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:2(619):p:173-184. Full description at Econpapers || Download paper | |
| 2019 | Co-integration with regime shift between government expenditure and poverty reduction in Algeria. (2019). Ayad, Hicham . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:2(619):p:205-216. Full description at Econpapers || Download paper | |
| 2019 | Does democracy increase total tax revenues? The case of selected OECD countries. (2019). Ozmen, Brahim ; Ozcan, Gunay . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:3(620):p:45-58. Full description at Econpapers || Download paper | |
| 2019 | Corporate ownership structure and performance: An enquiry into India. (2019). Panchali, Jinesh ; Panda, Pradiptarathi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:4(621):p:93-110. 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 | |
| 2018 | The Effect of Metropolitan Technological Progress on the Non-metropolitan Labor Market: Evidence from U.S. Patent Counts. (2018). Hean, Oudom. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274176. Full description at Econpapers || Download paper | |
| 2018 | Farm-level Cropping Decision and Irrigation Water Use under Both Institutional and Hydrological Constraints. (2018). Rollins, Kimberly ; Lee, Gi-Eu ; Singletary, Loretta. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274321. Full description at Econpapers || Download paper | |
| 2018 | The Spatial and Temporal Diffusion of Agricultural Land Prices. (2018). Ritter, Matthias ; Odening, Martin ; Yang, Xinyue. In: FORLand Project Publications. RePEc:ags:bokufo:275485. Full description at Econpapers || Download paper | |
| 2018 | Land price diffusion across borders: The case of Germany. (2018). Ritter, Matthias ; Odening, Martin ; Grau, Aaron. In: FORLand Project Publications. RePEc:ags:bokufo:275487. Full description at Econpapers || Download paper | |
| 2017 | INFLUENCE OF SOCIAL CAPITAL AND NETWORKS ON MARKETING PERFORMANCE OF SMALLHOLDER GRAIN FARMER GROUPS IN THARAKA NORTH AND THARAKA SOUTH SUB-COUNTIES, KENYA. (2017). Wambua, Dennis Kyalo. In: Research Theses. RePEc:ags:cmpart:276430. Full description at Econpapers || Download paper | |
| 2017 | Cross country maize market linkages in Africa: integration and price transmission across local and global markets. (2017). Kaminski, Jonathan ; Pierre, Guillaume. In: 2017 International Congress, August 28-September 1, 2017, Parma, Italy. RePEc:ags:eaae17:261280. Full description at Econpapers || Download paper | |
| 2017 | Spatial integration of agricultural land markets. (2017). Ritter, Matthias ; Odening, Martin ; Yang, Xinyue. In: 2017 International Congress, August 28-September 1, 2017, Parma, Italy. RePEc:ags:eaae17:261430. Full description at Econpapers || Download paper | |
| 2017 | Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers. (2017). Manera, Matteo ; Galeotti, Marzio ; Bastianin, Andrea. In: Economic Theory and Applications Working Papers. RePEc:ags:feemet:253725. Full description at Econpapers || Download paper | |
| 2018 | Analyzing the pricing to market behavior of the New World on EU wine market. (2018). Balogh, J M. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:276995. Full description at Econpapers || Download paper | |
| 2018 | Cross country maize market linkages in Africa: integration and price transmission across local and global markets. (2018). Kaminsky, J ; Pierre, G. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277126. Full description at Econpapers || Download paper | |
| 2018 | The Spatial and Temporal Diffusion of Agricultural Land Prices. (2018). Ritter, Matthias ; Odening, Martin ; Yang, X. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277414. Full description at Econpapers || Download paper | |
| 2017 | Community-level flood mitigation effects on household-level flood insurance and damage claims payments. (2017). Petrolia, Daniel ; Harri, Ardian ; Frimpong, Eugene. In: Working Papers. RePEc:ags:misswp:254075. Full description at Econpapers || Download paper | |
| 2018 | Does the Community Rating System Work? Evidence from Two Gulf Coast States. (2018). Petrolia, Daniel ; Harri, Ardian ; Frimpong, Eugene. In: Working Papers. RePEc:ags:misswp:273014. Full description at Econpapers || Download paper | |
| 2018 | From agricultural to economic growth: Targeting investments across Africa. (2018). Nigussie, Yalemzewd ; Baumuller, Heike ; Getahun, Tigabu. In: Discussion Papers. RePEc:ags:ubzefd:271153. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
M Hashem Pesaran is editor of
| Journal | |
|---|---|
| Journal of Applied Econometrics | |
| Journal of Applied Econometrics |
M Hashem Pesaran has edited the books:
| Year | Title | Type | Cited |
|---|
Works by M Hashem Pesaran:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Tests of Policy Interventions in DSGE Models In: BCAM Working Papers. [Full Text][Citation analysis] | paper | 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 | 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 | 38 |
| 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: 38 | 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: 38 | 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: 38 | paper | |
| 2012 | China’s Emergence in the World Economy and Business Cycles in Latin America In: Staff Working Papers. [Full Text][Citation analysis] | paper | 84 |
| 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: 84 | paper | |
| 2012 | Chinas Emergence in the World Economy and Business Cycles in Latin America.(2012) In: Economía Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 84 | 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: 84 | 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: 84 | 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: 84 | 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 | 151 |
| 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: 151 | 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: 151 | 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: 151 | paper | |
| 2009 | Testing Dependence Among Serially Correlated Multicategory Variables In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 111 |
| 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: 111 | 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: 111 | 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 | 43 |
| 2001 | Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy.(2001) In: ESE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
| 1992 | A Simple Nonparametric Test of Predictive Performance. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 326 |
| 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: 326 | 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: 326 | 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 | 434 |
| 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: 434 | 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: 434 | paper | |
| 2003 | Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model.(2003) In: EcoMod2003. [Full Text][Citation analysis] This paper has another version. Agregated cites: 434 | 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: 434 | 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 | 49 |
| 2011 | Forecast Combination Across Estimation Windows.(2011) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | article | |
| 2011 | Lumpy Price Adjustments: A Microeconometric Analysis In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 22 |
| 2007 | Lumpy Price Adjustments: A Microeconometric Analysis..(2007) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | 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: 22 | paper | |
| 2007 | Lumpy Price Adjustments: A Microeconometric Analysis.(2007) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2006 | Lumpy price adjustments : a microeconometric analysis.(2006) In: Working Paper Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | 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: 22 | article | |
| 1988 | The Role of Theory in Applied Econometrics. In: The Economic Record. [Citation analysis] | article | 1 |
| 1998 | Structural Analysis of Cointegrating VARs In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 157 |
| 1998 | Structural Analysis of Cointegrating VARs..(1998) In: Journal of Economic Surveys. [Full Text][Citation analysis] This paper has another version. Agregated cites: 157 | article | |
| 1998 | Structural Analysis of Cointegrating VARs.(1998) In: Cambridge Working Papers in Economics. [Citation analysis] This paper has another version. Agregated cites: 157 | paper | |
| 2016 | THEORY AND PRACTICE OF GVAR MODELLING In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 43 |
| 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: 43 | 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: 43 | paper | |
| 1995 | Predictability of Stock Returns: Robustness and Economic Significance. In: Journal of Finance. [Full Text][Citation analysis] | article | 333 |
| 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 | 75 |
| 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: 75 | paper | |
| 2006 | Macroeconometric Modelling with a Global Perspective.(2006) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 75 | paper | |
| 2011 | BEYOND THE DSGE STRAITJACKET-super-1 In: Manchester School. [Full Text][Citation analysis] | article | 6 |
| 1999 | Diagnostics for IV Regressions. In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 43 |
| 1997 | Diagnostics for IV Regressions.(1997) In: Cambridge Working Papers in Economics. [Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
| 2005 | The Cost Effectiveness of the UKs Sovereign Debt Portfolio In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2012 | Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 13 |
| 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 | 0 |
| 2017 | To Pool or not to Pool: Revisited.(2017) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Uncertainty and economic activity: a multi-country perspective In: Bank of England working papers. [Full Text][Citation analysis] | paper | 5 |
| 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: 5 | 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: 5 | 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: 5 | 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 |
| 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 |
| 2003 | Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 21 |
| 2003 | 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 | 79 |
| 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: 79 | article | |
| 2003 | Macroeconomic Dynamics and Credit Risk: A Global Perspective In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 136 |
| 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: 136 | 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: 136 | paper | ||
| 2003 | Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 125 |
| 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: 125 | 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: 125 | 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 | 1807 |
| 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: 1807 | article | |
| 2003 | On The Panel Unit Root Tests Using Nonlinear Instrumental Variables In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 25 |
| 2004 | Econometric Issues in the Analysis of Contagion In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 143 |
| 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: 143 | 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: 143 | paper | |
| 2004 | ‘Real Time Econometrics’ In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 19 |
| 2004 | Real Time Econometrics.(2004) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2005 | REAL-TIME ECONOMETRICS.(2005) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
| 2004 | Real Time Econometrics.(2004) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2004 | ‘Forecasting Time Series Subject to Multiple Structural Breaks’ In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 167 |
| 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: 167 | 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: 167 | 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: 167 | article | |
| 2004 | ‘Random Coefficient Panel Data Models’ In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 31 |
| 2004 | Random Coefficient Panel Data Models.(2004) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
| 2004 | Random Coefficient Panel Data Models.(2004) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
| 2004 | ‘General Diagnostic Tests for Cross Section Dependence in Panels’ In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 948 |
| 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: 948 | paper | |
| 2004 | A Pair-wise Approach to Testing for Output and Growth Convergence In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 147 |
| 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: 147 | 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: 147 | paper | |
| 2005 | Testing Slope Homogeneity in Large Panels In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 222 |
| 2008 | Testing slope homogeneity in large panels.(2008) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 222 | article | |
| 2005 | Testing Slope Homogeneity in Large Panels.(2005) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 222 | 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 | 513 |
| 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: 513 | 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: 513 | 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: 513 | 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: 513 | 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 | 11 |
| 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: 11 | 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: 11 | 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: 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 | 94 |
| 2005 | Unit Roots and Cointegration in Panels.(2005) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 94 | 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: 94 | paper | |
| 2005 | Survey Expectations In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 111 |
| 2006 | Survey Expectations.(2006) In: Handbook of Economic Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 111 | chapter | |
| 2005 | Survey Expectations.(2005) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 111 | paper | |
| 2006 | Learning, Structural Instability and Present Value Calculations In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 41 |
| 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: 41 | paper | |
| 2006 | Learning, Structural Instability and Present Value Calculations.(2006) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
| 2007 | Learning, Structural Instability, and Present Value Calculations.(2007) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | 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: 41 | 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 | 2 |
| 2006 | A Bias-Adjusted LM Test of Error Cross Section Independence In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 187 |
| 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: 187 | article | |
| 2006 | Panels with Nonstationary Multifactor Error Structures In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 322 |
| 2011 | Panels with non-stationary multifactor error structures.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 322 | article | |
| 2010 | Panels with nonstationary multifactor error structures.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 322 | paper | |
| 2006 | Panels with Nonstationary Multifactor Error Structures.(2006) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 322 | paper | |
| 2006 | Panels with Nonstationary Multifactor Error Structures.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 322 | paper | |
| 2006 | Panels with Nonstationary Multifactor Error Structures.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 322 | paper | |
| 2006 | A Spatio-Temporal Model of House Prices in the US In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 184 |
| 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: 184 | 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: 184 | paper | |
| 2006 | Econometrics: A Bird’s Eye View In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 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 | 80 |
| 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: 80 | 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: 80 | 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: 80 | 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: 80 | 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 | 3 |
| 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: 3 | 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: 3 | 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 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 | 10 |
| 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: 10 | paper | |
| 2007 | Large Panels with Common Factors and Spatial Correlations In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 253 |
| 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: 253 | 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: 253 | 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: 253 | 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 |
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| 2007 | Infinite Dimensional VARs and Factor Models In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 78 |
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| 2007 | Infinite Dimensional VARs and Factor Models.(2007) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 78 | 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 | 374 |
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| 2008 | Identification of New Keynesian Phillips Curves from a Global Perspective. In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 99 |
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| 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: 99 | article | |
| 2008 | Forecasting Economic and Financial Variables with Global VARs In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 82 |
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| 2008 | Model Averaging in Risk Management with an Application to Futures Markets In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 16 |
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| 2008 | A VECX* Model of the Swiss Economy In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 6 |
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| 2008 | Optimal Asset Allocation with Factor Models for Large Portfolios In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 7 |
| 2008 | Forecasting Random Walks Under Drift Instability In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
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| 2008 | Iranian Economy in the Twentieth Century: A Global Perspective In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
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| 2009 | Variable Selection and Inference for Multi-period Forecasting Problems In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Variable Selection and Inference for Multi-period Forecasting Problems.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2009 | Weak and Strong Cross Section Dependence and Estimation of Large Panels In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 222 |
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| 2011 | Weak and strong cross‐section dependence and estimation of large panels.(2011) In: Econometrics Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 222 | article | |
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| 2009 | Oil Exports and the Iranian Economy In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 60 |
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| 2009 | Spatial and Temporal Diffusion of House Prices in the UK In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 82 |
| 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: 82 | 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: 82 | paper | |
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| 2010 | Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 54 |
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| 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 | 12 |
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| 2011 | Aggregation in Large Dynamic Panels In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 12 |
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| 2011 | Aggregation in large dynamic panels.(2011) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2011 | Aggregation in Large Dynamic Panels.(2011) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2011 | On Identification of Bayesian DSGE Models In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 40 |
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| 2011 | On Identification of Bayesian DSGE Models*.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | paper | |
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| 2011 | Beyond the DSGE straightjacket In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 8 |
| 2011 | Beyond the DSGE Straitjacket.(2011) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | 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 | 5 |
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| 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 | 52 |
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| 2016 | Exponent of Cross‐Sectional Dependence: Estimation and Inference.(2016) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | article | |
| 2012 | Testing Weak Cross-Sectional Dependence in Large Panels In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 114 |
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| 2015 | Testing Weak Cross-Sectional Dependence in Large Panels.(2015) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 114 | 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 | 58 |
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| 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: 58 | 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: 58 | 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 | 24 |
| 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: 24 | 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 | 176 |
| 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: 176 | 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 | 47 |
| 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: 47 | 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: 47 | 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 | 39 |
| 2016 | A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence.(2016) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | article | |
| 2014 | Uncertainty and Economic Activity: A Global Perspective In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 26 |
| 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: 26 | 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 | A multiple testing approach to the regularisation of large sample correlation matrices In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
| 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: 4 | 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: 4 | 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 | 37 |
| 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: 37 | 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: 37 | 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 | 40 |
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| 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: 40 | paper | |
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| 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: 40 | paper | |
| 2015 | Is There a Debt-threshold Effect on Output Growth? In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 76 |
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| 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: 76 | article | |
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| 2016 | Oil Prices and the Global Economy: Is It Different This Time Around? In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 44 |
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| 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: 44 | paper | |
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| 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 |
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| 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 |
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| 1990 | Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of U.S. unemployment.(1990) In: Discussion Paper. [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 |
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| 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: 41 | 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 |
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| 1992 | Oil Investment in the North Sea. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 18 |
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| 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 | 8 |
| 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: 8 | paper | |
| 1992 | The Role of Sectoral Interactions in Wage Determination in the UK Economy. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 15 |
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| 1992 | Estimating Long-Run Relationships From Dynamic Heterogeneous Panels In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 1834 |
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| 1992 | Forecasting Stock Returns. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 2 |
| 1992 | A Generalisation of the Non-Parametric Henriksson-Merton Test of Market Timing. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 34 |
| 1994 | A generalization of the non-parametric Henriksson-Merton test of market timing.(1994) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | article | |
| 1992 | A Generalised R2 Criterion for Regression Models Estimated by the Instrumental Variable Method. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 6 |
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| 1993 | Cointegration and Speed of Convergence to Equilibrium. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 222 |
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| 1993 | Exchange Rate Unification, the Role of Markets and Planning in the Iranian Economic Reconstruction. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 1 |
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| 1993 | Limited-Dependent Rational Expectations Models with Stochastic Thresholds. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 11 |
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| 1993 | Forecasting Ultimate Resource Recovery. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 19 |
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| 1993 | Limited-Dependaent Rational Expectations Models with Future Expectations. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 13 |
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| 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 | 47 |
| 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: 47 | 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 | 28 |
| 2010 | Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash In: Economic Modelling. [Full Text][Citation analysis] | article | 14 |
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| 2014 | Signs of impact effects in time series regression models In: Economics Letters. [Full Text][Citation analysis] | article | 7 |
| 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 | 0 |
| 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: 0 | 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 | 196 |
| 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 | 32 |
| 1982 | On the comprehensive method of testing non-nested regression models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
| 2016 | A multi-country approach to forecasting output growth using PMIs In: Journal of Econometrics. [Full Text][Citation analysis] | article | 8 |
| 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: 8 | paper | |
| 1983 | Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence In: Journal of Econometrics. [Full Text][Citation analysis] | article | 58 |
| 1990 | A unified approach to estimation and orthogonality tests in linear single-equation econometric models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 10 |
| 1993 | A simulation approach to the problem of computing Coxs statistic for testing nonnested models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 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 | 27 |
| 1996 | Impulse response analysis in nonlinear multivariate models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1650 |
| 2019 | A Bayesian analysis of linear regression models with highly collinear regressors In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 0 |
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| 2002 | Market timing and return prediction under model instability In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 114 |
| 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: 114 | 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: 114 | paper | |
| 2009 | Rejoinder to comments on forecasting economic and financial variables with global VARs In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 64 |
| 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 | 53 |
| 2019 | Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1996 | Growth and Convergence in a Multi-Country Empirical Stochastic Solow Model In: Working Papers. [Full Text][Citation analysis] | paper | 259 |
| 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: 259 | 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: 259 | paper | |
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| 2018 | Rising Public Debt to GDP Can Harm Economic Growth In: Economic Letter. [Full Text][Citation analysis] | article | 1 |
| 2013 | Large panel data models with cross-sectional dependence: a survey In: Globalization Institute Working Papers. [Full Text][Citation analysis] | paper | 34 |
| 2016 | Half-panel jackknife fixed effects estimation of panels with weakly exogenous regressor In: Globalization Institute Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2020 | Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries 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 | 70 |
| 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 | |
| 2012 | Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
| 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: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 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 | |
| 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 | 3620 |
| 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 | 27 |
| 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 | 38 |
| 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 | 59 |
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| 2005 | The Forecasing time series subject to multiple structure breaks In: Money Macro and Finance (MMF) Research Group Conference 2005. [Citation analysis] | paper | 0 |
| 2007 | Global Business Cycles and Credit Risk In: NBER Chapters. [Full Text][Citation analysis] | chapter | 12 |
| 2005 | Global Business Cycles and Credit Risk.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2015 | Time Series and Panel Data Econometrics In: OUP Catalogue. [Citation analysis] | book | 88 |
| 2006 | Global and National Macroeconometric Modelling: A Long-Run Structural Approach In: OUP Catalogue. [Citation analysis] | book | 129 |
| 2012 | Global and National Macroeconometric Modelling: A Long-Run Structural Approach.(2012) In: OUP Catalogue. [Citation analysis] This paper has another version. Agregated cites: 129 | book | |
| 2015 | Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients In: Working Papers. [Full Text][Citation analysis] | paper | 18 |
| 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: 18 | paper | |
| 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 |
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| 2002 | Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 2 |
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| 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 |
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| 2009 | Pairwise Tests of Purchasing Power Parity In: Econometric Reviews. [Full Text][Citation analysis] | article | 48 |
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| 2013 | DISTINGUISHED M Hashem PesaranS In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Cross‐Sectional Dependence in Panel Data Models: A Special Issue In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
| 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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