57
H index
149
i10 index
24174
Citations
M Hashem Pesaran : Citation Profile
University of Southern California (99% share) | RESEARCH PRODUCTION: 166 Articles 428 Papers 3 Books 4 Chapters EDITOR: RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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45 years (1973 - 2018). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with M Hashem Pesaran. | Is cited by:
| Cites to:
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Main data
Where M Hashem Pesaran has published?
Recent works citing M Hashem Pesaran (2018 and 2017)
| Year | Title of citing document | |
|---|---|---|
| 2017 | The Bank-Sovereign Nexus: Evidence from a non-Bailout Episode. (2017). Ravazzolo, Francesco ; Natvik, Gisle ; Caporin, Massimiliano ; de Magistris, Paolo Santucci. In: CREATES Research Papers. RePEc:aah:create:2017-25. Full description at Econpapers || Download paper | |
| 2018 | Persistence Heterogeneity Testing in Panels with Interactive Fixed Effects. (2018). Velasco, Carlos ; Ergemen, Yunus Emre . In: CREATES Research Papers. RePEc:aah:create:2018-11. Full description at Econpapers || Download paper | |
| 2018 | Time-varying parameters: New test tailored to applications in finance and macroeconomics. (2018). Davidson, Russell ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2018-22. Full description at Econpapers || Download paper | |
| 2017 | The Relationship between Conventional Deposit and Islamic Profit Share Rates: An Analysis of the Turkish Banking Sector العلاقة بين الإيداعات التقليدية ومعدلات ال. (2017). Ertugrul, Hasan ; Atasoy, Burak Sencer ; Tekin, Husnu. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:30:y:2017:i:4:no:7:p:103-117. Full description at Econpapers || Download paper | |
| 2017 | The Relationship between Conventional Deposit and Islamic Profit Share Rates: An Analysis of the Turkish Banking Sector العلاقة بين الإيداعات التقليدية ومعدلات ال. (2017). Atasoy, Burak ; Tekin, Husnu. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:30:y:2017:i:4:p:103-117. Full description at Econpapers || Download paper | |
| 2017 | London Calling: Nonlinear Mean Reversion across National Stock Markets. (2017). Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-05. Full description at Econpapers || Download paper | |
| 2017 | Government Spending Shocks and Private Activity: The Role of Sentiments. (2017). Kim, Hyeongwoo ; Jia, Bijie . In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-08. Full description at Econpapers || Download paper | |
| 2018 | London Calling: Nonlinear Mean Reversion across National Stock Markets. (2018). Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2018-01. Full description at Econpapers || Download paper | |
| 2017 | Working Paper 287 - Current Account Adjustments and Integration in West Africa. (2017). 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 | |
| 2017 | Exogeneity Tests, Incomplete Models, Weak Identification and Non-Gaussian Distributions: Invariance and Finite-Sample Distributional Theory. (2017). Dufour, Jean-Marie. In: School of Economics Working Papers. RePEc:adl:wpaper:2017-01. Full description at Econpapers || Download paper | |
| 2017 | The Substitution Elasticity, Factor Shares, and the Low-Frequency Panel Model. (2017). Mallick, Debdulal ; Chirinko, Bob. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:4:p:225-53. Full description at Econpapers || Download paper | |
| 2017 | Yields on sovereign debt, fragmentation and monetary policy transmission in the euro area: A GVAR approach. (2017). Sosvilla-Rivero, Simon ; Icaza, Victor Echevarria . In: Working Papers. RePEc:aee:wpaper:1701. Full description at Econpapers || Download paper | |
| 2017 | The Role of Continuous Intraday Electricity Markets: The Integration of Large-Share Wind Power Generation in Denmark. (2017). Karanfil, Fatih ; Li, Yuanjing . In: The Energy Journal. RePEc:aen:journl:ej38-2-li. Full description at Econpapers || Download paper | |
| 2017 | Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology. (2017). Otero, Jesus ; Nuñez, Hector ; Nuez, Hector M. In: The Energy Journal. RePEc:aen:journl:ej38-2-nunez. Full description at Econpapers || Download paper | |
| 2017 | Green Inventions: Is Wait-and-see a Reasonable Option?. (2017). Woerter, Martin ; Stucki, Tobias. In: The Energy Journal. RePEc:aen:journl:ej38-4-stucki. Full description at Econpapers || Download paper | |
| 2017 | Policy-Induced Expansion of Solar and Wind Power Capacity: Economic Growth and Employment in EU Countries. (2017). Jaraite, Jurate ; Kazukauskas, Andrius ; Karimu, Amin. In: The Energy Journal. RePEc:aen:journl:ej38-5-jaraite. Full description at Econpapers || Download paper | |
| 2017 | The Role of Property Rights in the Relationship between Openness to International Capital Flows and Economic Growth in Sub-Saharan Africa Countries: An Estimate from Non-Stationary Panel Data. (2017). Coulibaly, Sionfou Seydou ; Gakpa, Lewis Landry. In: Research Papers. RePEc:aer:rpaper:rp_320. Full description at Econpapers || Download paper | |
| 2017 | Determinants of Short-Term Foreign Debt in Ghana. (2017). Brafu-Insaidoo, William Gabriel . In: Research Papers. RePEc:aer:rpaper:rp_335. Full description at Econpapers || Download paper | |
| 2017 | The Relations between Labour Market Institutions and Employment of Migrants. (2017). Máté, Domicián ; Mate, Domician ; Dajnoki, Krisztina ; Sarihasan, Imran . In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:46:y:2017:i:19:p:806. Full description at Econpapers || Download paper | |
| 2017 | Estimation of Relationship between Inflation and Relative Price Variability: Granger Causality and ARDL Modelling Approach. (2017). Ghauri, Saghir Pervaiz ; Streimikiene, Dalia ; Vveinhardt, Jolita ; Ahmed, Rizwan Raheem. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:s10:y:2017:i:18:p:249. Full description at Econpapers || Download paper | |
| 2017 | Effects of globalization on peace and stability: Implications for governance and the knowledge economy of African countries. (2017). Asongu, Simplice ; ANDRES, ANTONIO ; Amavilah, Voxi Heinrich. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/014. Full description at Econpapers || Download paper | |
| 2017 | Financial liberalization and long-run stability of money demand in Nigeria. (2017). Folarin, Oludele ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/018. Full description at Econpapers || Download paper | |
| 2017 | ICT, Conflicts in Financial Intermediation and Financial Access: Evidence of Synergy and Threshold Effects. (2017). Asongu, Simplice ; Acha-Anyi, Paul. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/045. Full description at Econpapers || Download paper | |
| 2017 | The Role of Openness in the Effect of ICT on Governance. (2017). Nwachukwu, Jacinta ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/050. Full description at Econpapers || Download paper | |
| 2018 | The Mobile Phone as an Argument for Good Governance in Sub-Saharan Africa. (2018). le Roux, Sara ; Asongu, Simplice ; Pyke, Chris ; Nwachukwu, Jacinta. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:18/029. Full description at Econpapers || Download paper | |
| 2017 | Unemployment convergence analysis for Nordic countries: Evidence from linear and nonlinear unit root tests. (2017). Tiraolu, Muhammed ; Guri, Burak ; Yurttaguler, Pek M. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(610):y:2017:i:1(610):p:45-56. Full description at Econpapers || Download paper | |
| 2017 | Sustainability of social security systems in EU countries: Panel cointegration analysis with multiple structural breaks under cross-sectional dependence. (2017). Gocer, Ismet ; Tatli, Halim . In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(610):y:2017:i:1(610):p:83-98. Full description at Econpapers || Download paper | |
| 2018 | The impact of carbon dioxide (CO2) emissions on tourism: Does the source of emission matter?. (2018). Tugcu, Can ; Topcu, Mert. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:125-136. Full description at Econpapers || Download paper | |
| 2018 | Effect of exchange rate policy on GDP and GDP components: The Kyrgyz Republic Case. (2018). Sekmen, Fuat ; Madmarov, Nurbek. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:137-166. Full description at Econpapers || Download paper | |
| 2018 | Impact of defence expenditures on external debt: An econometric analysis for Turkey and Turkic Republics. (2018). Karagoz, Kadir . In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:183-192. Full description at Econpapers || Download paper | |
| 2018 | Impact of foreign direct investment inflows on tax revenues in OECD countries: A panel cointegration and causality analysis. (2018). Bayar, Yilmaz ; Ozturk, Omer Faruk. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:31-40. Full description at Econpapers || Download paper | |
| 2018 | Does exchange rate always affect the number of inbound tourists significantly in China?. (2018). Gao, Xue ; Su, Chi-Wei ; Chang, Hsu-Ling. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:55-72. Full description at Econpapers || Download paper | |
| 2018 | The relationship between financial deepening and economic growth: Bootstrap causality approach for the selected upper middle income countries. (2018). Gezer, Mesut Alper. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:95-112. Full description at Econpapers || Download paper | |
| 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 | |
| 2018 | Which comes first – savings or growth? Time series evidence from ECOWAS countries. (2018). Keho, Yaya. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(615):y:2018:i:2(615):p:247-254. Full description at Econpapers || Download paper | |
| 2017 | On the effects of total productivity growth of economic freedom and total resource rents: The case of both natural resource rich and OECD countries. (2017). Ulusoy, Veysel ; Ta, Cumhur. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(612):y:2017:i:3(612):p:173-192. Full description at Econpapers || Download paper | |
| 2017 | Hard currency inflows and sterilization policy in Algeria: An ARDL approach. (2017). Djedaiet, Aissa ; Ayad, Hicham . In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(612):y:2017:i:3(612):p:83-96. Full description at Econpapers || Download paper | |
| 2018 | The effects of microeconomic factors on the stock market: A panel for the stock exchange in Istanbul ARDL analysis. (2018). Sadeghzadeh, Khatereh. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(616):y:2018:i:3(616):p:113-134. 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 | |
| 2018 | Macroeconomic determinants of the labour share of income: Evidence from OECD economies. (2018). Trofimov, Ivan D ; Firdaus, Muhammad Khairil. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(616):y:2018:i:3(616):p:25-48. Full description at Econpapers || Download paper | |
| 2018 | Macroeconomic variables and stock prices in emerging economies: A panel analysis. (2018). Chandrashekar, Raghutla ; Chittedi, Krishna Reddy ; Sampath, T ; Sakthivel, P. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(616):y:2018:i:3(616):p:91-100. Full description at Econpapers || Download paper | |
| 2017 | The relationship between oil and stock prices: The case of developing and developed countries. (2017). Tuna, Gulfen ; Gole, Nazire. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(613):y:2017:i:4(613):p:97-108. Full description at Econpapers || Download paper | |
| 2017 | Unemployment convergence analysis for Nordic countries: Evidence from linear and nonlinear unit root tests. (2017). Güriş, Burak ; Tiraolu, Muhammed ; Yurttaguler, Pek M ; Guri, Burak. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:1(610):p:45-56. Full description at Econpapers || Download paper | |
| 2017 | Sustainability of social security systems in EU countries: Panel cointegration analysis with multiple structural breaks under cross-sectional dependence. (2017). Gocer, Ismet ; Tatli, Halim . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:1(610):p:83-98. Full description at Econpapers || Download paper | |
| 2017 | The effects of real exchange rates and income on the trade balance: A second generation panel data analysis for transition economies and Turkey. (2017). Sezer, Sevgi . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:171-186. Full description at Econpapers || Download paper | |
| 2017 | Using the input-output model in macroeconomic analysis and forecasting studies. (2017). Anghelache, Constantin ; Manole, Alexandru . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:21-32. Full description at Econpapers || Download paper | |
| 2017 | An examination of bilateral J-curve: Evidence from Turkey and her 20 major trading partners. (2017). Ozahn, Erife . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:221-236. Full description at Econpapers || Download paper | |
| 2017 | Panel causality analysis between exchange rates and stock indexes for fragile five. (2017). yilanci, Veli ; Aikgoz, Ersin ; Pekkaya, Mehmet . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:33-44. Full description at Econpapers || Download paper | |
| 2017 | Economic freedom, economic growth and international tourism for post-communist (transition) countries: A panel causality analysis. (2017). Ozcan, Ceyhun Can ; Nazlioglu, Saban ; Aslan, Murat. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:75-98. Full description at Econpapers || Download paper | |
| 2017 | What drives the regional integration of agribusiness stocks? Evidence in worldwide perspective. (2017). Valdes, Rodrigo . In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258265. Full description at Econpapers || Download paper | |
| 2017 | The Role of Peer Effects in Resource Extraction - The Case of Kansas Groundwater. (2017). Sampson, Gabriel ; Hendricks, Nathan P ; Perry, Edward . In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258286. Full description at Econpapers || Download paper | |
| 2018 | The Global Vector Error Correction Model application on the dynamics and drivers of the World Butter Export Prices: Evidence from the U.S., the EU, and New Zealand. (2018). Xue, Huidan ; Wang, Liming ; Li, Chenguang. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273971. 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 | Does Agricultural (Food) Trade Openness Reduce Child Stunting?. (2018). Mary, Sébastien. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274282. Full description at Econpapers || Download paper | |
| 2017 | Terrorism and Poverty: Double Trouble for Macroeconomic Performance in African Countries. (2017). Ilyas, Saddam ; Aslam, Raees ; Mehmood, Bilal. In: African Journal of Economic Review. RePEc:ags:afjecr:264468. Full description at Econpapers || Download paper | |
| 2017 | Interest Rate Liberalization, Financial Development and Economic Growth in subSaharan African Economies. (2017). Tajudeen, Egbetunda ; Ademola, Balogun Abdulganiy ; Olusola, Ayinde Taofeek. In: African Journal of Economic Review. RePEc:ags:afjecr:264568. Full description at Econpapers || Download paper | |
| 2017 | The Impact of Informal Economy on the Interest Rate Pass-through: Evidence from an ARDL model. (2017). Patrick, Chileshe M ; Akanabi, Olusegun Ayodele. In: African Journal of Economic Review. RePEc:ags:afjecr:264569. Full description at Econpapers || Download paper | |
| 2018 | Foreign Direct Investment and Natural Resources in Sub-Saharan Africa: The Role of Institutions towards the Africa We Want “2063 Vision”.. (2018). Jumanne, Bilali Basesa ; Keong, Choong Chee. In: African Journal of Economic Review. RePEc:ags:afjecr:274741. Full description at Econpapers || Download paper | |
| 2018 | Enhancing Agricultural Value Chain for Economic Diversification in Nigeria. (2018). Adesoye, Bolaji A ; Salau, Shakirat O ; Maku, Emmanuel O ; Adelowoka, Oluwaseyi A. In: African Journal of Economic Review. RePEc:ags:afjecr:274746. Full description at Econpapers || Download paper | |
| 2018 | Domestic Resource Mobilization and Long Term Economic Growth in Tanzania. (2018). Cyril, Chimilila. In: African Journal of Economic Review. RePEc:ags:afjecr:274748. 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 | The impact of index funds on grain futures markets revisited. (2017). Steinhubel, Linda ; Will, Matthias Georg ; Pies, Ingo ; Brummer, Bernhard ; Prehn, Soren. In: 2017 International Congress, August 28-September 1, 2017, Parma, Italy. RePEc:ags:eaae17:261428. 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 | Wind, Storage, Interconnection and the Cost of Electricity Generation. (2017). Malaguzzi Valeri, Laura ; Di Cosmo, Valeria. In: ESP: Energy Scenarios and Policy. RePEc:ags:feemes:253733. Full description at Econpapers || Download paper | |
| 2017 | Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers. (2017). Galeotti, Marzio ; Bastianin, Andrea ; Manera, Matteo. In: Economic Theory and Applications Working Papers. RePEc:ags:feemet:253725. Full description at Econpapers || Download paper | |
| 2017 | How low is the price elasticity in the global cocoa market?. (2017). Tothmihaly, Andras . In: GlobalFood Discussion Papers. RePEc:ags:gagfdp:258587. Full description at Econpapers || Download paper | |
| 2017 | Bertrand Competition in Oligopsonistic Market Structures - the Case of the Indonesian Rubber Processing Sector. (2017). Kopp, Thomas. In: 57th Annual Conference, Weihenstephan, Germany, September 13-15, 2017. RePEc:ags:gewi17:261980. Full description at Econpapers || Download paper | |
| 2018 | ESTIMATING GERMAN MILK SUPPLY RESPONSE USING A GLOBAL VECTORAUTOREGRESSIVE MODEL. (2018). Hoehl, Stephan ; Hess, Sebastian. In: 58th Annual Conference, Kiel, Germany, September 12-14, 2018. RePEc:ags:gewi18:275844. Full description at Econpapers || Download paper | |
| 2018 | Measuring the Impact of Climate Variability on Rice and Finger Millet: Empirical Evidence from a Drought Prone Region of India. (2018). Jena, P R ; Kalli, R. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:275970. Full description at Econpapers || Download paper | |
| 2018 | Assessment of climate change impacts and adaptation strategies on Sorghum production in Tamil Nadu, India. (2018). Saravanakumar, V ; Subramanian, Bala . In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:276012. Full description at Econpapers || Download paper | |
| 2018 | Convergence in Chinas Regional Agricultural Productivity: Catching up or Lagging Behind?. (2018). Wang, S L ; Tuan, F ; Huang, J. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:276051. 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). Pierre, G ; Kaminsky, J. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277126. Full description at Econpapers || Download paper | |
| 2018 | Relationship between agricultural growth and energy consumption in Indian agriculture: A panel co-integration analysis. (2018). Kumar, R R ; Singh, K N ; Jha, G K. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277187. Full description at Econpapers || Download paper | |
| 2018 | Impact of the Russian agricultural import ban on the Serbian pork exports and domestic price development along the pork value chain. (2018). Duric, I ; Zaric, V ; Glauben, T. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277201. Full description at Econpapers || Download paper | |
| 2018 | Impacts of the 2016-17 Food Insecurity Response Program on maize prices in Malawi. (2018). Baulch, B. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277330. Full description at Econpapers || Download paper | |
| 2018 | The Spatial and Temporal Diffusion of Agricultural Land Prices. (2018). Ritter, M ; Odening, M ; Yang, X. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277414. Full description at Econpapers || Download paper | |
| 2018 | Demand peaks and cost pass-through: a case of Iranss poultry market. (2018). Zamani, O ; Loy, J.-P., ; Bittmann, T. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277490. Full description at Econpapers || Download paper | |
| 2017 | The Effects of International Price Volatility on Farmer Prices and Marketing Margins in Cattle Markets. (2017). Morales, Emilio L. In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:269669. Full description at Econpapers || Download paper | |
| 2017 | Quality, Sourcing, and Asymmetric Exchange-Rate Pass-Through into U.S. Coffee Imports. (2017). Anders, Sven ; Fedoseeva, Svetlana. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:264067. Full description at Econpapers || Download paper | |
| 2017 | Community-level flood mitigation effects on household-level flood insurance and damage claims payments. (2017). Frimpong, Eugene ; Harri, Ardian ; Petrolia, Daniel . 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). Frimpong, Eugene ; Harri, Ardian ; Petrolia, Daniel . In: Working Papers. RePEc:ags:misswp:273014. Full description at Econpapers || Download paper | |
| 2017 | Public and private investment and economic growth in Zimbabwe: An empirical test. (2017). Makuyana, Garikai ; Odhiambo, Nicholas M. In: Business and Economic Horizons (BEH). RePEc:ags:pdcbeh:264626. Full description at Econpapers || Download paper | |
| 2018 | Tariff and U.S. Paper Products Trade. (2018). Zhang, Daowei ; Nguyen, LY. In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida. RePEc:ags:saea18:266771. Full description at Econpapers || Download paper | |
| 2017 | An analysis of the interdependence between cash crop and staple food futures prices. (2017). Heckelei, Thomas ; Grosche, Stephanie-Carolin ; Mamoun, EL. In: Discussion Papers. RePEc:ags:ubfred:265665. Full description at Econpapers || Download paper | |
| 2018 | From agricultural to economic growth: Targeting investments across Africa. (2018). Getahun, Tigabu ; Nigussie, Yalemzewd ; Baumuller, Heike. In: Discussion Papers. RePEc:ags:ubzefd:271153. Full description at Econpapers || Download paper | |
| 2017 | FEMALE LABOR FORCE PARTICIPATION RATE AND ECONOMIC GROWTH IN THE FRAMEWORK OF KUZNETS CURVE: EVIDENCE FROM TURKEY. (2017). doğan, buhari ; Akyuz, Mursel ; Dogan, Buhari. In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2017:j:19:doganb. Full description at Econpapers || Download paper | |
| 2017 | The Efficiency of Active Labour Market Policies in the European Union: Does It Make Sense Increasing the Bill?. (2017). Alegre, Juan Gonzalez . In: Acta Oeconomica. RePEc:aka:aoecon:v:67:y:2017:i:3:p:333-357. Full description at Econpapers || Download paper | |
| 2018 | Agricultural Productivity in Space - An econometric assessment on Italian farm-level data. (2018). Esposti, Roberto ; Baldoni, Edoardo. In: Working Papers. RePEc:anc:wpaper:428. Full description at Econpapers || Download paper | |
| 2017 | The Heterogeneity of Convergence in Transition Countries. (2017). Pipie, Mateusz ; Roszkowska, Sylwia. In: Lodz Economics Working Papers. RePEc:ann:wpaper:7/2017. Full description at Econpapers || Download paper | |
| 2018 | BRICS EXPORT PERFORMANCE: AN ARDL BOUNDS TESTING EMPIRICAL INVESTIGATION. (2018). Vieira, Flavio Vilela ; da Silva, Cleomar Gomes. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:101. Full description at Econpapers || Download paper | |
| 2018 | ECONOMIC DEVELOPMENT AND INFLATION: A THEORETICAL AND EMPIRICAL ANALYSIS. (2018). de Carvalho, Andre Roncaglia ; - ANDRe M. MARQUES, . In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:41. Full description at Econpapers || Download paper | |
| 2018 | FISCAL CREDIBILITY AND CENTRAL BANK CREDIBILITY: HOW DO WE BUILD THEM? EMPIRICAL EVIDENCE FROM BRAZIL. (2018). Nicolay, Rodolfo ; Montes, Gabriel Caldas ; de Oliveira, Ana Jordania. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:43. Full description at Econpapers || Download paper | |
| 2018 | FISCAL CREDIBILITY AS NOMINAL ANCHOR: THE BRAZILIAN EXPERIENCE. (2018). de Mendonça, Helder ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira ; da Silva, Roseli. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:66. Full description at Econpapers || Download paper | |
| 2018 | Analyzing the Savings-Investment Trend in a Panel of G-7 Countries. (2018). Mansoor, Abdul ; Saeed, Romana ; Sultana, Baserat. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2018:p:147-154. Full description at Econpapers || Download paper | |
| 2017 | “Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming”. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201706. Full description at Econpapers || Download paper | |
| 2017 | “What drives migration moves across urban areas in Spain?. Evidence from the Great Recession”. (2017). Royuela, Vicente ; Chafe, Celia Melguizo. In: AQR Working Papers. RePEc:aqr:wpaper:201709. Full description at Econpapers || Download paper | |
| 2018 | “Tracking economic growth by evolving expectations via genetic programming: A two-step approach”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201801. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
M Hashem Pesaran is editor of
| Journal | |
|---|---|
| Journal of Applied Econometrics | |
| Journal of Applied Econometrics |
M Hashem Pesaran has edited the books:
| Year | Title | Type | Cited |
|---|
Works by M Hashem Pesaran:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Tests of Policy Interventions in DSGE Models In: BCAM Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors In: BCAM Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors.(2017) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Tests of Policy Ineffectiveness in Macroeconometrics In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Tests of Policy Ineffectiveness in Macroeconometrics.(2014) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | Tests of Policy Ineffectiveness in Macroeconometrics.(2014) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 28 |
| 2012 | Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing.(2012) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
| 2016 | Counterfactual analysis in macroeconometrics: An empirical investigation into the effects of quantitative easing.(2016) In: Research in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | 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: 28 | 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: 28 | paper | |
| 2012 | China’s Emergence in the World Economy and Business Cycles in Latin America In: Staff Working Papers. [Full Text][Citation analysis] | paper | 74 |
| 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: 74 | paper | |
| 2012 | Chinas Emergence in the World Economy and Business Cycles in Latin America.(2012) In: ECONOMIA JOURNAL. [Full Text][Citation analysis] This paper has another version. Agregated cites: 74 | 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: 74 | 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: 74 | 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: 74 | paper | |
| 2013 | Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults In: Staff Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2000 | Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration In: Working Papers. [Full Text][Citation analysis] | paper | 141 |
| 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: 141 | paper | |
| 2000 | Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration.(2000) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 141 | 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: 141 | 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: 141 | paper | |
| 2009 | Testing Dependence Among Serially Correlated Multicategory Variables In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 83 |
| 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: 83 | paper | |
| 2006 | Testing Dependence among Serially Correlated Multi-category Variables.(2006) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 83 | 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: 83 | 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 | 32 |
| 1992 | A Simple Nonparametric Test of Predictive Performance. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 284 |
| 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: 284 | 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: 284 | paper | |
| 1994 | Choice between Disaggregate and Aggregate Specifications Estimated by Instrumental Variables Methods. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 9 |
| 1992 | Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods..(1992) In: Cambridge Working Papers in Economics. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 1999 | Analysis of Exchange-Rate Target Zones Using a Limited-Dependent Rational-Expectations Model with Jumps. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 9 |
| 2004 | Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 380 |
| 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: 380 | 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: 380 | 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: 380 | 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: 380 | 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 | 45 |
| 2011 | Forecast Combination Across Estimation Windows.(2011) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | article | |
| 2011 | Lumpy Price Adjustments: A Microeconometric Analysis In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 25 |
| 2007 | Lumpy Price Adjustments: A Microeconometric Analysis..(2007) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | 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: 25 | paper | |
| 2007 | Lumpy Price Adjustments: A Microeconometric Analysis.(2007) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
| 2007 | Lumpy Price Adjustments: A Microeconometric Analysis.(2007) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
| 2006 | Lumpy price adjustments : a microeconometric analysis.(2006) In: Working Paper Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | 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: 25 | article | |
| 1984 | Macroeconomic Policy in an Oil-exporting Economy with Foreign Exchange Controls. In: Economica. [Full Text][Citation analysis] | article | 0 |
| 1988 | The Role of Theory in Applied Econometrics. In: The Economic Record. [Citation analysis] | article | 1 |
| 1998 | Structural Analysis of Cointegrating VARs In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 141 |
| 1998 | Structural Analysis of Cointegrating VARs..(1998) In: Journal of Economic Surveys. [Full Text][Citation analysis] This paper has another version. Agregated cites: 141 | article | |
| 1998 | Structural Analysis of Cointegrating VARs.(1998) In: Cambridge Working Papers in Economics. [Citation analysis] This paper has another version. Agregated cites: 141 | paper | |
| 2016 | THEORY AND PRACTICE OF GVAR MODELLING In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 27 |
| 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: 27 | paper | |
| 2014 | Theory and Practice of GVAR Modeling.(2014) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
| 2014 | Theory and practice of GVAR modeling.(2014) In: Globalization and Monetary Policy Institute Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
| 1995 | Predictability of Stock Returns: Robustness and Economic Significance. In: Journal of Finance. [Full Text][Citation analysis] | article | 288 |
| 1985 | Testing for Structural Stability and Predictive Failure: A Review. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 14 |
| 2006 | MACROECONOMETRIC MODELLING WITH A GLOBAL PERSPECTIVE In: Manchester School. [Full Text][Citation analysis] | article | 68 |
| 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: 68 | paper | |
| 2006 | Macroeconometric Modelling with a Global Perspective.(2006) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 68 | paper | |
| 2006 | Macroeconometric Modelling with a Global Perspective.(2006) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 68 | paper | |
| 2011 | BEYOND THE DSGE STRAITJACKET-super-1 In: Manchester School. [Full Text][Citation analysis] | article | 5 |
| 1999 | Diagnostics for IV Regressions. In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 36 |
| 1997 | Diagnostics for IV Regressions.(1997) In: Cambridge Working Papers in Economics. [Citation analysis] This paper has another version. Agregated cites: 36 | paper | |
| 2005 | The Cost Effectiveness of the UKs Sovereign Debt Portfolio In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2012 | Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 9 |
| 2014 | Constructing Multi-Country Rational Expectations Models In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 7 |
| 2018 | Uncertainty and economic activity: a multi-country perspective In: Bank of England working papers. [Full Text][Citation analysis] | paper | 0 |
| 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: 0 | 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: 0 | 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: 0 | paper | |
| 2000 | Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 41 |
| 2000 | Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy.(2000) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
| 2002 | Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy.(2002) In: Royal Economic Society Annual Conference 2002. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
| 2000 | The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2000 | The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach.(2000) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2003 | Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 22 |
| 2003 | Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence.(2003) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2003 | How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 74 |
| 2003 | How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?.(2003) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 74 | paper | |
| 2004 | How costly is it to ignore breaks when forecasting the direction of a time series?.(2004) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 74 | article | |
| 2003 | Macroeconomic Dynamics and Credit Risk: A Global Perspective In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 122 |
| 2003 | Macroeconomic Dynamics and Credit Risk: A Global Perspective.(2003) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 122 | paper | |
| 2006 | Macroeconomic Dynamics and Credit Risk: A Global Perspective.(2006) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 122 | 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: 122 | paper | ||
| 2003 | Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 104 |
| 2003 | Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks.(2003) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 104 | paper | |
| 2004 | Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks.(2004) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 104 | 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: 104 | 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 | 1424 |
| 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: 1424 | article | |
| 2003 | On The Panel Unit Root Tests Using Nonlinear Instrumental Variables In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 21 |
| 2004 | Econometric Issues in the Analysis of Contagion In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 130 |
| 2004 | Econometric Issues in the Analysis of Contagion.(2004) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 130 | paper | |
| 2007 | Econometric issues in the analysis of contagion.(2007) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 130 | 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: 130 | paper | |
| 2004 | ‘Real Time Econometrics’ In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 20 |
| 2004 | Real Time Econometrics.(2004) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2004 | Real Time Econometrics.(2004) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2005 | REAL-TIME ECONOMETRICS.(2005) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
| 2004 | Real Time Econometrics.(2004) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2004 | ‘Forecasting Time Series Subject to Multiple Structural Breaks’ In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 150 |
| 2004 | Forecasting Time Series Subject to Multiple Structural Breaks.(2004) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 150 | paper | |
| 2004 | Forecasting Time Series Subject to Multiple Structural Breaks.(2004) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 150 | 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: 150 | 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: 150 | article | |
| 2004 | ‘Random Coefficient Panel Data Models’ In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 30 |
| 2004 | Random Coefficient Panel Data Models.(2004) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2004 | Random Coefficient Panel Data Models.(2004) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2004 | Random Coefficient Panel Data Models.(2004) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2004 | ‘General Diagnostic Tests for Cross Section Dependence in Panels’ In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 753 |
| 2004 | General Diagnostic Tests for Cross Section Dependence in Panels.(2004) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 753 | paper | |
| 2004 | General Diagnostic Tests for Cross Section Dependence in Panels.(2004) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 753 | paper | |
| 2004 | A Pair-wise Approach to Testing for Output and Growth Convergence In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 130 |
| 2004 | A Pair-Wise Approach to Testing for Output and Growth Convergence.(2004) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 130 | paper | |
| 2007 | A pair-wise approach to testing for output and growth convergence.(2007) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 130 | 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: 130 | paper | |
| 2005 | Testing Slope Homogeneity in Large Panels In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 176 |
| 2005 | Testing Slope Homogeneity in Large Panels.(2005) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 176 | paper | |
| 2008 | Testing slope homogeneity in large panels.(2008) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 176 | article | |
| 2005 | Testing Slope Homogeneity in Large Panels.(2005) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 176 | 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 | 435 |
| 2005 | Exploring the International Linkages of the Euro Area: a Global VAR Analysis.(2005) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 435 | paper | |
| 2005 | Exploring the international linkages of the euro area: a global VAR analysis.(2005) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 435 | 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: 435 | 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: 435 | 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: 435 | 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 | 10 |
| 2005 | Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns.(2005) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | 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: 10 | 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: 10 | paper | |
| 2005 | What if the UK has Joined the Euro in 1999? An Empirical Evaluation using a Global VAR In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 7 |
| 2005 | What if the UK had Joined the Euro in 1999? An Empirical Evaluation Using a Global VAR.(2005) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2005 | What if the UK had Joined the Euro in 1999? An Empirical Evaluation using a Global VAR.(2005) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2005 | The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2005 | The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification.(2005) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2005 | Unit Roots and Cointegration in Panels In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 91 |
| 2005 | Unit Roots and Cointegration in Panels.(2005) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 91 | paper | |
| 2005 | Unit Roots and Cointegration in Panels.(2005) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 91 | 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: 91 | paper | |
| 2005 | Survey Expectations In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 105 |
| 2005 | Survey Expectations.(2005) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 105 | paper | |
| 2006 | Survey Expectations.(2006) In: Handbook of Economic Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 105 | chapter | |
| 2005 | Survey Expectations.(2005) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 105 | paper | |
| 2006 | Learning, Structural Instability and Present Value Calculations In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 38 |
| 2005 | Learning, Structural Instability and Present Value Calculations.(2005) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
| 2006 | Learning, structural instability and present value calculations.(2006) In: Computing in Economics and Finance 2006. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
| 2006 | Learning, Structural Instability and Present Value Calculations.(2006) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
| 2006 | Learning, structural instability and present value calculations.(2006) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
| 2006 | Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
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| 2006 | A Bias-Adjusted LM Test of Error Cross Section Independence In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 148 |
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| 2006 | Panels with Nonstationary Multifactor Error Structures In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 264 |
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| 2006 | A Spatio-Temporal Model of House Prices in the US In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 163 |
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| 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: 163 | 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: 163 | paper | |
| 2006 | Econometrics: A Bird’s Eye View In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Econometrics: A Bird’s Eye View.(2006) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
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| 2007 | Long Run Macroeconomic Relations in the Global Economy In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 55 |
| 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: 55 | paper | |
| 2007 | Long Run Macroeconomic Relations in the Global Economy.(2007) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | 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: 55 | 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: 55 | 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: 55 | article | |
| 2007 | On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
| 2007 | On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables.(2007) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2007 | On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables.(2007) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2007 | On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables.(2007) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2007 | Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 6 |
| 2007 | Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models.(2007) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2007 | Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Model.(2007) In: DNB Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2007 | Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models.(2007) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2007 | Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 8 |
| 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: 8 | paper | |
| 2007 | Large Panels with Common Factors and Spatial Correlations In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 194 |
| 2007 | Large Panels with Common Factors and Spatial Correlations.(2007) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 194 | paper | |
| 2011 | Large panels with common factors and spatial correlation.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 194 | 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: 194 | 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: 194 | paper | |
| 2007 | Assessing forecast uncertainties in a VECX* model for Switzerland: an exercise in forecast combination across models and observation windows In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows.(2007) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2007 | Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows.(2007) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2007 | Infinite Dimensional VARs and Factor Models In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 75 |
| 2007 | Infinite Dimensional VARs and Factor Models.(2007) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 75 | paper | |
| 2009 | Infinite-dimensional VARs and factor models.(2009) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 75 | paper | |
| 2011 | Infinite-dimensional VARs and factor models.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 75 | article | |
| 2007 | Infinite Dimensional VARs and Factor Models.(2007) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 75 | 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 | 272 |
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| 2013 | Panel unit root tests in the presence of a multifactor error structure.(2013) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 272 | article | |
| 2007 | Panel Unit Root Tests in the Presence of a Multifactor Error Structure.(2007) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 272 | paper | |
| 2008 | Panel Unit Root Tests in the Presence of a Multifactor Error Structure.(2008) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 272 | paper | |
| 2008 | Identification of New Keynesian Phillips Curves from a Global Perspective. In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 76 |
| 2008 | Identification of New Keynesian Phillips Curves from a Global Perspective.(2008) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 76 | paper | |
| 2008 | Identification of new Keynesian Phillips Curves from a global perspective..(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 76 | paper | |
| 2008 | Identification of New Keynesian Phillips Curves from a Global Perspective.(2008) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 76 | paper | |
| 2009 | Identification of New Keynesian Phillips Curves from a Global Perspective.(2009) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 76 | article | |
| 2008 | Forecasting Economic and Financial Variables with Global VARs In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 73 |
| 2009 | Forecasting economic and financial variables with global VARs.(2009) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | article | |
| 2008 | Forecasting Economic and Financial Variables with Global VARs.(2008) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | paper | |
| 2008 | Forecasting economic and financial variables with global VARs.(2008) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | paper | |
| 2008 | Model Averaging in Risk Management with an Application to Futures Markets In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 20 |
| 2008 | Model Averaging in Risk Management with an Application to Futures Markets.(2008) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2009 | Model averaging in risk management with an application to futures markets.(2009) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
| 2008 | A VECX* Model of the Swiss Economy In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 5 |
| 2008 | A VECX Model of the Swiss Economy.(2008) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2009 | A VECX* model of the Swiss economy.(2009) In: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2008 | Optimal Asset Allocation with Factor Models for Large Portfolios In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 7 |
| 2008 | Optimal Asset Allocation with Factor Models for Large Portfolios.(2008) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2008 | Forecasting Random Walks Under Drift Instability In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2008 | Forecasting Random Walks Under Drift Instability.(2008) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2009 | Forecasting Random Walks under Drift Instability.(2009) In: DNB Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2008 | Iranian Economy in the Twentieth Century: A Global Perspective In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2009 | Variable Selection and Inference for Multi-period Forecasting Problems In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Variable Selection and Inference for Multi-period Forecasting Problems.(2009) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2009 | Variable Selection and Inference for Multi-period Forecasting Problems.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2009 | Weak and Strong Cross Section Dependence and Estimation of Large Panels In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 173 |
| 2009 | Weak and Strong Cross Section Dependence and Estimation of Large Panels.(2009) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 173 | paper | |
| 2009 | Weak and strong cross section dependence and estimation of large panels.(2009) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 173 | paper | |
| 2011 | Weak and strong cross‐section dependence and estimation of large panels.(2011) In: Econometrics Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 173 | article | |
| 2011 | Weak and strong cross‐section dependence and estimation of large panels.(2011) In: Econometrics Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 173 | article | |
| 2009 | Oil Exports and the Iranian Economy In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 55 |
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| 2013 | Oil exports and the Iranian economy.(2013) In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | article | |
| 2010 | Oil Exports and the Iranian Economy.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
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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 | 18 |
| 2010 | Spatial and Temporal Diffusion of House Prices in the UK.(2010) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2010 | Spatial and Temporal Diffusion of House Prices in the UK.(2010) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
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| 2010 | Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 48 |
| 2010 | Econometric analysis of high dimensional VARs featuring a dominant unit.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
| 2010 | Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit.(2010) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
| 2010 | Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 11 |
| 2010 | Predictability of Asset Returns and the Efficient Market Hypothesis In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Predictability of Asset Returns and the Efficient Market Hypothesis.(2010) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2010 | Predictability of Asset Returns and the Efficient Market Hypothesis.(2010) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | Aggregation in Large Dynamic Panels In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 14 |
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| 2014 | Aggregation in large dynamic panels.(2014) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
| 2011 | Aggregation in large dynamic panels.(2011) In: Globalization and Monetary Policy Institute Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2011 | Aggregation in Large Dynamic Panels.(2011) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2011 | On Identification of Bayesian DSGE Models In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 26 |
| 2011 | On Identification of Bayesian DSGE Models.(2011) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2011 | On Identification of Bayesian DSGE Models.(2011) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2011 | On Identification of Bayesian DSGE Models.(2011) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2011 | On Identification of Bayesian DSGE Models*.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2013 | On Identification of Bayesian DSGE Models.(2013) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | article | |
| 2011 | Beyond the DSGE straightjacket In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 7 |
| 2011 | Beyond the DSGE Straitjacket.(2011) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2011 | Beyond the DSGE Straitjacket.(2011) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2011 | Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 6 |
| 2011 | Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults.(2011) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2011 | Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults.(2011) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2011 | Optimal Forecasts in the Presence of Structural Breaks (Updated 14 November 2011) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Exponent of Cross-sectional Dependence: Estimation and Inference In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 42 |
| 2012 | Exponent of Cross-sectional Dependence: Estimation and Inference.(2012) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
| 2012 | Exponent of Cross-sectional Dependence: Estimation and Inference.(2012) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
| 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: 42 | article | |
| 2012 | Testing Weak Cross-Sectional Dependence in Large Panels In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 10 |
| 2012 | Testing Weak Cross-Sectional Dependence in Large Panels.(2012) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2012 | Testing Weak Cross-Sectional Dependence in Large Panels.(2012) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2012 | Testing CAPM with a Large Number of Assets (Updated 28th March 2012) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 6 |
| 2012 | An Empirical Growth Model for Major Oil Exporters In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 48 |
| 2012 | An Empirical Growth Model for Major Oil Exporters.(2012) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
| 2012 | An Empirical Growth Model for Major Oil Exporters.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
| 2012 | An Empirical Growth Model for Major Oil Exporters.(2012) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | 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: 48 | 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 | 14 |
| 2013 | One Hundred Years of Oil Income and the Iranian Economy: A Curse or a Blessing?.(2013) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2013 | One Hundred Years of Oil Income and the Iranian Economy: A Curse or a Blessing?.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | 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 | 100 |
| 2013 | Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors.(2013) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 100 | paper | |
| 2013 | Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors.(2013) In: Globalization and Monetary Policy Institute Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 100 | paper | |
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| 2013 | Debt, Inflation and Growth - Robust Estimation of Long-Run Effects in Dynamic Panel Data Models.(2013) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | paper | |
| 2013 | Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | paper | |
| 2013 | Debt, inflation and growth robust estimation of long-run effects in dynamic panel data models.(2013) In: Globalization and Monetary Policy Institute Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | 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 | 30 |
| 2014 | A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence.(2014) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2016 | A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence.(2016) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | article | |
| 2014 | Uncertainty and Economic Activity: A Global Perspective In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 31 |
| 2014 | Uncertainty and Economic Activity: A Global Perspective.(2014) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
| 2014 | Uncertainty and Economic Activity: A Global Perspective.(2014) In: IDB Publications (Working Papers). [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
| 2014 | Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
| 2014 | Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects.(2014) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2014 | A multiple testing approach to the regularisation of large sample correlation matrices In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
| 2014 | A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices.(2014) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 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 | 22 |
| 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: 22 | chapter | |
| 2015 | Long-run effects in large heterogenous panel data models with cross-sectionally correlated errors.(2015) In: Globalization and Monetary Policy Institute Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | 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 | 22 |
| 2015 | Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis.(2015) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2016 | Country-specific oil supply shocks and the global economy: A counterfactual analysis.(2016) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
| 2015 | Country-Specific Oil Supply Shocks and the Global Economy: a Counterfactual Analysis.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2015 | Country-specific oil supply shocks and the global economy: a counterfactual analysis.(2015) In: Globalization and Monetary Policy Institute Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
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| 2015 | Is there a Debt-Threshold Effect on Output Growth?.(2015) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
| 2015 | Is there a debt-threshold effect on output growth?.(2015) In: Globalization and Monetary Policy Institute Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
| 2017 | Is There a Debt-Threshold Effect on Output Growth?.(2017) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | 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 | 28 |
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| 2017 | Oil prices and the global economy: Is it different this time around?.(2017) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | article | |
| 2016 | Oil prices and the global economy: Is it different this time around?.(2016) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
| 2016 | Oil Prices and the Global Economy: Is It Different This Time Around?.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
| 2016 | Oil prices and the global economy: is it different this time around?.(2016) In: Globalization and Monetary Policy Institute Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
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| 2016 | A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2016 | A one-covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models.(2016) In: Globalization and Monetary Policy Institute Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High‐Dimensional Linear Regression Models.(2018) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2016 | Econometric Analysis of Production Networks with Dominant Units In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 10 |
| 2016 | Econometric Analysis of Production Networks with Dominant Units.(2016) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 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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| 1990 | ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT..(1990) In: Tilburg - Center for Economic Research. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1990 | Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of U.S. unemployment.(1990) In: Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1990 | EXPECTATIONS IN ECONOMICS. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 1 |
| 1990 | ESTIMATING LIMITED-DEPENDENCE RATIONAL EXOECTATIONS MODELS. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 0 |
| 1990 | PERSISTENCE, COINTEGRATION AND AGGREGATION: A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE US ECONOMY. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 37 |
| 1993 | Persistence, cointegration, and aggregation : A disaggregated analysis of output fluctuations in the U.S. economy.(1993) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | article | |
| 1990 | PERSISTENCE, COINTEGRATION AND AGGREGATION: A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE U.S. ECONOMY..(1990) In: California Los Angeles - Applied Econometrics. [Citation analysis] This paper has another version. Agregated cites: 37 | 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 | 14 |
| 1994 | Oil investment in the North Sea.(1994) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
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| 1992 | Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 7 |
| 1992 | Uncertainty and Irreversible Investment an Empirical Analysis of Development of Oil Fields in the UKCS.(1992) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 1992 | The Role of Sectoral Interactions in Wage Determination in the UK Economy. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 10 |
| 1993 | The Role of Sectoral Interactions in Wage Determination in the UK Economy..(1993) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
| 1992 | Estimating Long-Run Relationships From Dynamic Heterogeneous Panels In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 1589 |
| 1995 | Estimating long-run relationships from dynamic heterogeneous panels.(1995) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1589 | article | |
| 1992 | Forecasting Stock Returns. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 2 |
| 1992 | A Generalisation of the Non-Parametric Henriksson-Merton Test of Market Timing. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 35 |
| 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: 35 | article | |
| 1992 | A Generalised R2 Criterion for Regression Models Estimated by the Instrumental Variable Method. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 6 |
| 1992 | A Non-Nested Test of Level-Differenced versus Log-Differenced Stationary Models. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 3 |
| 1992 | The Interaction Between Theory and Observation in Economics. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 4 |
| 1992 | Theory and Evidence in Economics. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 1 |
| 1993 | Cointegration and Direct Tests of the Rational Expectations Hypothesis. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 7 |
| 1993 | Cointegration and Speed of Convergence to Equilibrium. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 199 |
| 1996 | Cointegration and speed of convergence to equilibrium.(1996) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 199 | article | |
| 1993 | Exchange Rate Unification, the Role of Markets and Planning in the Iranian Economic Reconstruction. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 1 |
| 1993 | The Natural Rate Hypothesis and its Testable Implications. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 4 |
| 1993 | Limited-Dependent Rational Expectations Models with Stochastic Thresholds. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 10 |
| 1996 | Limited-dependent rational expectations models with stochastic thresholds.(1996) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
| 1993 | Forecasting Ultimate Resource Recovery. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 18 |
| 1995 | Forecasting ultimate resource recovery.(1995) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
| 1993 | Limited-Dependaent Rational Expectations Models with Future Expectations. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 12 |
| 1995 | Limited-dependent rational expectations models with future expectations.(1995) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 1995 | The Use of Recursive Model Selection Strategies in Forecasting Stock Returns. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 0 |
| 1995 | A Floor and Ceiling Model of U.S. Output. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 115 |
| 1997 | A floor and ceiling model of US output.(1997) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 115 | article | |
| 1995 | Multivariate Rational Expectations Models and Macroeconomic Modelling: A Review and Some New Results. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 81 |
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| 1995 | Dynamic Linear Models for Heterogeneous Panels. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 41 |
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| 1995 | A Discrete-Time Version of Target Zone Models with Jumps. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 5 |
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| 1995 | A Discrete-Time Version of Target Zone Models with Jumps..(1995) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 1995 | An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 159 |
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| 1995 | Growth and Convergence: A Multi-Country Empirical Analysis of the Solow Growth Model. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 7 |
| 1995 | Decision-Making in the Presence of Heterogeneous Information and Social Interactions. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 11 |
| 1998 | Decision Making in the Presence of Heterogeneous Information and Social Interactions..(1998) In: International Economic Review. [Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 1996 | The Role of Economic Theory in Modelling the Long Run. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 187 |
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| 1996 | Stochastic Growth. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 40 |
| 1996 | A Decision_Theoretic Approach to Forecast Evaluation. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 21 |
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| 1996 | Testing for the Existence of a Long-run Relationship In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 170 |
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| 2000 | A Recursive Modelling Approach to Predicting UK Stock Returns..(2000) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 92 | article | |
| 1999 | A Recursive Modelling Approach to Predicting UK Stock Returns.(1999) In: FMG Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 92 | paper | |
| 1997 | Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 284 |
| 1999 | Structural analysis of vector error correction models with exogenous I(1) variables.(1999) In: ESE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 284 | paper | |
| 2000 | Structural analysis of vector error correction models with exogenous I(1) variables.(2000) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 284 | article | |
| 1997 | Solution of Multivariate Linear Rational Expectations Models and Large Sparse Linear Systems In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 6 |
| 1997 | Generalised Impulse Response Analysis in Linear Multivariate Models In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 1397 |
| 1998 | Generalized impulse response analysis in linear multivariate models.(1998) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1397 | article | |
| 1997 | Pooled Estimation of Long-run Relationships in Dynamic Heterogeneous Panels In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 35 |
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| 2000 | Cross-sectional aggregation of non-linear models.(2000) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | article | |
| 1998 | Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 22 |
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| 2001 | A long run structural macroeconometric model of the UK.(2001) In: ESE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 103 | paper | |
| 1998 | Economic Trends and Macroeconomic Policies in Post-revolutionary Iran In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 2 |
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| 1998 | Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 111 |
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| 1999 | Neglected Heterogeneity and Dynamics in Cross-country Savings Regressions In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 86 |
| 1999 | Neglected Heterogeneity and Dynamics in Cross-Country Savings Regressions.(1999) In: IMF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 86 | paper | |
| 1999 | Bounds Testing Approaches to the Analysis of Long-run Relationships In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 35 |
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| 1999 | Economic and Statistical Measures of Forecast Accuracy In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 16 |
| 1999 | Non-nested Hypothesis Testing: An Overview In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 15 |
| 1999 | On Aggregation of Linear Dynamic Models In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
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| 2004 | Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1039 |
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| 2004 | Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 12 |
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| 2004 | Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2004. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2004 | Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management.(2004) In: IEPR Working Papers. [Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
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| 2007 | Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2009 | Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 13 |
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| 2010 | Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 25 |
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| 2012 | Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
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| 2012 | Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2012 | An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
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| 2013 | Large Panel Data Models with Cross-Sectional Dependence: A Survey In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 29 |
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| 2013 | Signs of Impact Effects in Time Series Regression Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
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| 2014 | Estimation of Time-invariant Effects in Static Panel Data Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
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| 2014 | A Multi-Country Approach to Forecasting Output Growth Using PMIs In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
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| 2014 | A multi-country approach to forecasting output growth using PMIs.(2014) In: Globalization and Monetary Policy Institute Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
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| 2015 | Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
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| 1988 | Econometric Analysis of Aggregation in the Context of Linear Prediction Models In: UCLA Economics Working Papers. [Full Text][Citation analysis] | paper | 66 |
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| 1988 | Aggregation Bias and Labor Demand Equations for the U.K. Economy In: UCLA Economics Working Papers. [Full Text][Citation analysis] | paper | 3 |
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| 2000 | Life and Work of John Richard Nicholas Stone 1913-1991. In: Economic Journal. [Full Text][Citation analysis] | article | 3 |
| 1976 | The Determinants of United Kingdom Import Prices-A Note. In: Economic Journal. [Full Text][Citation analysis] | article | 1 |
| 1982 | A Critique of the Proposed Tests of the Natural Rate-Rational Expectations Hypothesis. In: Economic Journal. [Full Text][Citation analysis] | article | 10 |
| 1984 | Inflation, Capital Gains and U.K. Personal Savings: 1953-1981. In: Economic Journal. [Full Text][Citation analysis] | article | 4 |
| 1985 | Formation of Inflation Expectations in British Manufacturing Industries. In: Economic Journal. [Full Text][Citation analysis] | article | 21 |
| 1988 | On the Policy Ineffectiveness Proposition and a Keynesian Alternative: A Rejoinder. In: Economic Journal. [Full Text][Citation analysis] | article | 7 |
| 1978 | Testing Non-Nested Nonlinear Regression Models. In: Econometrica. [Full Text][Citation analysis] | article | 61 |
| 1982 | Comparison of Local Power of Alternative Tests of Non-Nested Regression Models. In: Econometrica. [Full Text][Citation analysis] | article | 16 |
| 1994 | A Generalized R[superscript]2 Criterion for Regression Models Estimated by the Instrumental Variables Method. In: Econometrica. [Full Text][Citation analysis] | article | 21 |
| 2000 | Life-Cycle Models and Cross-Country Analysis of Saving In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Pooled Mean Group Estimation of Dynamic Heterogeneous Panels In: ESE Discussion Papers. [Full Text][Citation analysis] | paper | 89 |
| 1999 | A long run structural macroeconometric model of the UK (first version) In: ESE Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2001 | Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy In: ESE Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
| 1997 | Structural analysis of vector error correction models with exogenous I(1) variables (first version) In: ESE Discussion Papers. [Citation analysis] | paper | 2 |
| 2000 | Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 3 |
| 2001 | Life-cycle consumption under social interactions In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 12 |
| 2008 | Econometric analysis of structural systems with permanent and transitory shocks In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 45 |
| 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: 45 | 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 | 25 |
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| 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 | 155 |
| 1981 | Pitfalls of testing non-nested hypotheses by the lagrange multiplier method In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 1981 | Pitfalls of testing non-nested hypotheses by the lagrange multiplier method.(1981) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 1981 | Identification of rational expectations models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 24 |
| 1982 | On the comprehensive method of testing non-nested regression models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
| 1983 | Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence In: Journal of Econometrics. [Full Text][Citation analysis] | article | 56 |
| 1990 | A unified approach to estimation and orthogonality tests in linear single-equation econometric models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 10 |
| 1993 | A simulation approach to the problem of computing Coxs statistic for testing nonnested models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 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 | 25 |
| 1996 | Impulse response analysis in nonlinear multivariate models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1373 |
| 2002 | Market timing and return prediction under model instability In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 100 |
| 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: 100 | 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: 100 | paper | |
| 2009 | Rejoinder to comments on forecasting economic and financial variables with global VARs In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 53 |
| 1989 | Consistency of short-term and long-term expectations In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 5 |
| 2011 | The spatial and temporal diffusion of house prices in the UK In: Journal of Urban Economics. [Full Text][Citation analysis] | article | 60 |
| 1993 | Persistence profiles and business cycle fluctuations in a disaggregated model of U.K. output growth In: Ricerche Economiche. [Full Text][Citation analysis] | article | 48 |
| 2008 | Iranian Economy in Twentieth Century: A Global Perspective In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 1996 | Growth and Convergence in a Multi-Country Empirical Stochastic Solow Model In: Working Papers. [Full Text][Citation analysis] | paper | 234 |
| 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: 234 | 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: 234 | paper | |
| 2018 | Rising Public Debt to GDP Can Harm Economic Growth In: Economic Letter. [Full Text][Citation analysis] | article | 0 |
| 2016 | Half-panel jackknife fixed effects estimation of panels with weakly exogenous regressor In: Globalization and Monetary Policy Institute Working Paper. [Full Text][Citation analysis] | paper | 2 |
| 1996 | Limited-dependent rational expectations models with jumps In: Discussion Paper / Institute for Empirical Macroeconomics. [Full Text][Citation analysis] | paper | 3 |
| 1990 | RATIONAL EXPECTATIONS IN DISAGGREGATED MODELS: AN EMPIRICAL ANALYSIS OF OPECS BEHAVIOR. In: California Los Angeles - Applied Econometrics. [Citation analysis] | paper | 0 |
| 1990 | ESTIMATING LIMITED-DEPENDENT RATIONAL EXPECTATIONS MODELS. In: California Los Angeles - Applied Econometrics. [Citation analysis] | paper | 3 |
| 1989 | JOINT TEST OF NON-NESTED MODELS AND GENERAL ERRO SPECIFICATIONS. In: California Los Angeles - Applied Econometrics. [Citation analysis] | paper | 3 |
| 1991 | THE IRANIAN FOREIGN EXCHANGE POLICY AND THE BLACK MARKET FOR DOLLARS. In: California Los Angeles - Applied Econometrics. [Citation analysis] | paper | 1 |
| 1989 | ESTIMATION OF SIMPLE CLASS OF MULTIVARIATE RATIONAL EXPECTATIONS MODELS: A TEST OF THE NEW CLASSICAL MODEL AT A SECTORAL LEVEL. In: California Los Angeles - Applied Econometrics. [Citation analysis] | paper | 1 |
| 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: 1 | 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 | 61 |
| 2012 | Testing CAPM with a Large Number of Assets In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
| 2012 | Testing CAPM with a Large Number of Assets.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 1997 | On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Comments. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1997 | The Demand for Food in the United States and the Netherlands: A Systems Approach with the CBS Model: Comments. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1997 | Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach: Comments. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2001 | A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2001 | Bounds testing approaches to the analysis of level relationships In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 2758 |
| 2001 | Journal of Applied Econometrics Conference Sponsorship Grants In: Journal of Applied Econometrics. [Citation analysis] | article | 0 |
| 2001 | Journal of Applied Econometrics distinguished authors In: Journal of Applied Econometrics. [Citation analysis] | article | 0 |
| 2010 | Journal of applied econometrics distinguished authors.(2010) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2011 | Journal of Applied Econometrics distinguished authors.(2011) In: Journal of Applied Econometrics. [Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2003 | Introducing a replication section In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2003 | Journal of applied econometrics scholars programme In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 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 | 20 |
| 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 | 21 |
| 1994 | A Duration Model of Irreversible Oil Investment: Theory and Empirical Evidence. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 31 |
| 2000 | Solution of Nonlinear Rational Expectations Models with Applications to Finite-Horizon Life-Cycle Models of Consumption. In: Computational Economics. [Full Text][Citation analysis] | article | 3 |
| 1999 | Stochastic Growth Models and Their Econometric Implications. In: Journal of Economic Growth. [Full Text][Citation analysis] | article | 55 |
| 2005 | National and Global Macroeconometric Modelling Using GVAR In: Money Macro and Finance (MMF) Research Group Conference 2005. [Citation analysis] | paper | 0 |
| 2005 | The Forecasing time series subject to multiple structure breaks In: Money Macro and Finance (MMF) Research Group Conference 2005. [Citation analysis] | paper | 0 |
| 2015 | Time Series and Panel Data Econometrics In: OUP Catalogue. [Citation analysis] | book | 33 |
| 2006 | Global and National Macroeconometric Modelling: A Long-Run Structural Approach In: OUP Catalogue. [Citation analysis] | book | 119 |
| 2012 | Global and National Macroeconometric Modelling: A Long-Run Structural Approach.(2012) In: OUP Catalogue. [Citation analysis] This paper has another version. Agregated cites: 119 | book | |
| 2007 | Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 In: NCER Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 1993 | Discussion of The Role of the Exchange Rate in Monetary Policy - the Experience of Other Countries In: RBA Annual Conference Volume. [Full Text][Citation analysis] | chapter | 0 |
| 2000 | ASSET PRICE DYNAMICS AND AGGREGATION In: Computing in Economics and Finance 2000. [Citation analysis] | paper | 0 |
| 2002 | Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 2 |
| Analytical and Numerical Solution of Multivariate Nonlinear Rational Expectations Models In: Computing in Economics and Finance 1997. [Full Text][Citation analysis] | paper | 0 | |
| 2005 | Market Efficiency Today In: IEPR Working Papers. [Citation analysis] | paper | 14 |
| 2008 | Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Modelsand Observation Windows In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2009 | Pairwise Tests of Purchasing Power Parity In: Econometric Reviews. [Full Text][Citation analysis] | article | 44 |
| 2017 | Exponential class of dynamic binary choice panel data models with fixed effects In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
| 1973 | An Alternative Econometric Approach to the Permanent Income Hypothesis: An International Comparison: A Comment. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 1991 | Costly Adjustment under Rational Expectations: A Generalization. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 15 |
| 2013 | DISTINGUISHED M Hashem PesaranS In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Cross‐Sectional Dependence in Panel Data Models: A Special Issue In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2007 | Monetary Policy Transmission and the Phillips Curve in a Global Context In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
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