Mohammad Hashem Pesaran : Citation Profile


Are you Mohammad Hashem Pesaran?

University of Southern California (1% share)
University of Southern California (99% share)

78

H index

182

i10 index

49507

Citations

RESEARCH PRODUCTION:

204

Articles

512

Papers

3

Books

7

Chapters

EDITOR:

3

Books edited

2

Series edited

RESEARCH ACTIVITY:

   50 years (1973 - 2023). See details.
   Cites by year: 990
   Journals where Mohammad Hashem Pesaran has often published
   Relations with other researchers
   Recent citing documents: 2038.    Total self citations: 410 (0.82 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe34
   Updated: 2024-01-16    RAS profile: 2023-09-08    
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Relations with other researchers


Works with:

Chudik, Alexander (32)

Mohaddes, Kamiar (22)

Rebucci, Alessandro (19)

Smith, Ronald (12)

Yang, Jui-Chung (11)

Yang, Cynthia Fan (10)

Kahn, Matthew (8)

Bailey, Natalia (8)

Kapetanios, George (6)

Laudati, Dario (4)

shin, yongcheol (3)

Sharifvaghefi, Mahrad (2)

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

Is cited by:

Shahbaz, Muhammad (602)

Mohaddes, Kamiar (439)

GUPTA, RANGAN (383)

Asongu, Simplice (370)

Bahmani-Oskooee, Mohsen (270)

Rault, Christophe (248)

Raissi, Mehdi (247)

Apergis, Nicholas (242)

Eberhardt, Markus (216)

Chudik, Alexander (213)

Afonso, Antonio (209)

Cites to:

Chudik, Alexander (112)

Smith, Ronald (104)

Timmermann, Allan (80)

shin, yongcheol (77)

Phillips, Peter (75)

Kapetanios, George (72)

Smith, L. Vanessa (69)

Mohaddes, Kamiar (67)

Tosetti, Elisa (67)

Bai, Jushan (65)

Dees, Stephane (60)

Main data


Where Mohammad Hashem Pesaran has published?


Journals with more than one article published# docs
Journal of Econometrics37
Journal of Applied Econometrics23
Journal of Applied Econometrics16
Economic Journal14
Economics Letters9
Econometric Reviews8
Journal of Business & Economic Statistics7
Journal of Economic Dynamics and Control7
Oxford Bulletin of Economics and Statistics6
International Journal of Forecasting5
Econometrica5
Economic Modelling4
Econometric Theory4
Journal of Business & Economic Statistics4
Energy Economics3
Empirical Economics3
The Review of Economics and Statistics3
Journal of Empirical Finance3
Review of Economic Studies2
Econometrics and Statistics2
International Economic Review2
Journal of Money, Credit and Banking2
Econometrics Journal2
Journal of International Money and Finance2
Journal of Economic Surveys2
Manchester School2
Sankhya B: The Indian Journal of Statistics2
Journal of the American Statistical Association2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo121
IZA Discussion Papers / Institute of Labor Economics (IZA)33
Globalization Institute Working Papers / Federal Reserve Bank of Dallas24
IEPR Working Papers / Institute of Economic Policy Research (IEPR)12
Working Papers / Economic Research Forum11
Edinburgh School of Economics Discussion Paper Series / Edinburgh School of Economics, University of Edinburgh9
CEPR Discussion Papers / C.E.P.R. Discussion Papers8
Papers / arXiv.org8
Working Paper Series / European Central Bank7
NBER Working Papers / National Bureau of Economic Research, Inc6
IMF Working Papers / International Monetary Fund3
Money Macro and Finance (MMF) Research Group Conference 2004 / Money Macro and Finance Research Group2
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics2
Money Macro and Finance (MMF) Research Group Conference 2005 / Money Macro and Finance Research Group2
Working Papers / Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge2
Computing in Economics and Finance 2006 / Society for Computational Economics2
Post-Print / HAL2
Economic Studies / Swiss National Bank2
IDB Publications (Working Papers) / Inter-American Development Bank2
Working Paper series / Rimini Centre for Economic Analysis2
Staff Working Papers / Bank of Canada2
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank2

Recent works citing Mohammad Hashem Pesaran (2024 and 2023)


YearTitle of citing document
2023The External Exchange Rate Volatility Influence on The Trade Flows: Evidence from Nonlinear ARDL Model. (2023). Uddin, Mohammed Ahmar ; Wong, Wing-Keung ; Elsherazy, Tarek Abbas ; Chang, Bisharat Hussain ; Imane, Ennadifi. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:27:y:2023:i:2:p:75-98.

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2023.

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2023Dynamic Relationship Between Rupee-Dollar Exchange Rate and Major Economic Indicators. (2023). Kanthila, Sanath Kumar ; Vishwanath, Deepak Kallige ; Kulal, Abhinandan. In: American Journal of Economics and Business Administration. RePEc:abk:jajeba:ajebasp.2023.18.30.

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2023Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors. (2023). Son, Jisoo ; Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-02.

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2023The Symmetric and Asymmetric Effect of Remittances on Financial Development: Evidence from South Africa. (2023). Naidoo, Yourishaa ; Biyase, Mduduzi. In: Economics Working Papers. RePEc:ady:wpaper:edwrg-02-2023.

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2023Ecological footprint and population health outcomes: an analysis of E7 countries. (2023). Kirsten, Frederich ; Udimal, Thomas ; Zwane, Talent ; Biyase, Mduduzi ; Masron, Tajul. In: Economics Working Papers. RePEc:ady:wpaper:edwrg-07-2023.

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2023Regresiones SUR Espaciales. Análisis espacio-temporal del empleo sectorial en Argentina. (2023). Herrera-Gómez, Marcos ; Pablo, Fernandez. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4660.

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2023Spatial Weighting Matrix Estimation through Statistical Learning: Analyzing Argentinean Salary Dynamics under Structural Breaks. (2023). Herrera-Gómez, Marcos ; Anibal, Quintaba Pablo. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4688.

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2023Nexus between Economic Growth and CO2 Emission within the Preview of Institutional Quality: Some New Insights from. (2023). Olah, Judit ; Kovacova, Maria ; Zada, Hassan ; Khan, Muhammad Asif ; Sohail, Hafiz M ; Ullah, Mirzat. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:25:y:2023:i:64:p:849.

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2023The Synergy between Governance and Trade Openness in Promoting Female Economic Inclusion in Sub-Saharan Africa. (2023). Asongu, Simplice ; Salahodjaev, Raufhon ; Tchamyou, Vanessa S ; Ofori, Pamela E. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/001.

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2023Promoting Environmental Sustainability in Africa: Evidence from Governance Synergy. (2023). Asongu, Simplice ; Ndour, Cheikh T ; Traor, Awa. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/002.

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2023Natural Resource Endowments and Growth Dynamics in Africa: Evidence from Panel Cointegrating Regression. (2023). Gbagidi, Judith ; Williams, Tolulope O ; Maku, Olukayode E ; Adekunle, Ibrahim A ; Ajike, Emmanuel O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/015.

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2023Funding the Green Transition: Governance Quality, Public Debt, and Renewable Energy Consumption in Sub-Saharan Africa. (2023). Ekesiobi, Chukwunonso ; Okere, Kingsley I ; Dimnwobi, Stephen K ; Onuoha, Favour C. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/028.

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2023Economic globalisation and Africa’s quest for greener and more inclusive growth: The missing link. (2023). Asongu, Simplice ; Freytag, Andreas ; Ofori, Isaac K. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/032.

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2023Turning the tide on energy poverty in sub-Saharan Africa: Does Public Debt Matter?. (2023). Onuoha, Favour C ; Ekesiobi, Chukwunonso ; Dimnwobi, Stephen K ; Okere, Kingsley I. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/041.

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2023Towards a Green Future for Sub-Saharan Africa: Do electricity access and public debt drive environmental progress?. (2023). Onyenwife, Kingsley C ; Azolibe, Bernard C ; Okere, Kingsley I ; Dimnwobi, Stephen K. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/043.

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2023Sustainable urbanization and vulnerability to climate change in Africa: Accounting for digitalization and institutional quality. (2023). Asongu, Simplice ; Yeyouomo, Aurelien K. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/045.

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2023Foreign Investment, International Trade and Environmental Sustainability: Exploring Ecological Footprints in 37 African Countries. (2023). Asongu, Simplice ; Okwoche, Princewill U ; Emeka, Ekene Thankgod ; Iheonu, Chimere O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/053.

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2023Extending the Frontiers of Financial Development for Sustainability of the MENA States: The Roles of Resource Abundance and Institutional Quality. (2023). Asongu, Simplice ; Haouas, Ilham ; Gyamfi, Bright A ; Onifade, Stephen T. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/055.

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2023Heterogeneous Assessment of Urbanisation, Energy Consumption and Environmental Pollution in Africa: the Role of Regulatory Quality. (2023). Emmanuel, Precious M ; Ekesiobi, Chukwunonso ; Ibekilo, Bruno N. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/056.

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2023Oil price shocks and energy transition in Africa. (2023). Nchofoung, Tii. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/064.

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2023The effects of geopolitical risks on tourism revenues of the Middle East and Asian countries. (2023). Kovacs, Peter ; Gocer, Ismet. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(634):y:2023:i:1(634):p:77-90.

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2023The potential of macroeconomic forces and ICT in affecting the sectorial growth: ARDL approach in the context of East Asian countries. (2023). Dirir, Sadik Aden. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(634):y:2023:i:1(634):p:91-114.

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2023The effect of poverty and income inequality on CO2 emission based on Environmental Kuznets Curve analysis: Empirical evidence from selected developing countries. (2023). Lebe, Fuat ; Akbas, Yusuf Ekrem. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(635):y:2023:i:2(635):p:103-118.

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2023Quest of dynamic linkages between monetary factors and food inflation in India. (2023). Agarwal, Amba ; Dash, Ajit Kumar ; Mishra, Amritkant. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(635):y:2023:i:2(635):p:199-210.

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2023Does foreign direct investment contribute to reducing unemployment in Algeria?. (2023). Daoudi, Mohammed. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(635):y:2023:i:2(635):p:211-230.

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2023The nexus of foreign trade and economic growth in Tanzania. Examining the influence of COVID-19 pandemic. Evidence from vector error correction model. (2023). Mesiet, William. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(636):y:2023:i:3(636):p:273-296.

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2023.

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2023.

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2023.

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2023.

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2023Does Financial Deepening Matter in the Nexus between Exchange Rate Volatility and Foreign Investment? Insight from Nigeria. (2023). Akinbobola, Temidayo Oladiran ; Abanikanda, Ezekiel Olamide. In: African Journal of Economic Review. RePEc:ags:afjecr:330408.

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2023Determinants of Bank Credit Supply to the Private Sector in Tanzania. (2023). Semu, Amanda M. In: African Journal of Economic Review. RePEc:ags:afjecr:333993.

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2023Factors Influencing the Prices of Rice, Maize and Wheat Prices in Nigeria. (2023). Obayelu, Abiodun Elijah ; Verter, Nahanga ; Ogunmola, Omotoso Oluseye. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:334664.

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2023Resource Use Efficiency and Cleaner Agricultural Production: An Application of Technical Inefficiency Effects Model for Paddy Producing Zones of West Bengal. (2023). Barlaskar, Ummey Rummana ; Rath, Mithun Kumar ; Sinha, Anup ; Maity, Shrabanti. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:338005.

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2023Food and agricultural sector in Indonesia’s economic growth during COVID-19 pandemic: an ARDL approach. (2023). Tampubolon, Jongkers. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:337442.

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2023The connectedness of Energy Transition Metals. (2023). Galeotti, Marzio ; Casoli, Chiara ; Bastianin, Andrea. In: FEEM Working Papers. RePEc:ags:feemwp:336984.

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2023Is the Price Cap for Gas Useful? Evidence from European Countries. (2023). Rossini, Luca ; Ravazzolo, Francesco. In: FEEM Working Papers. RePEc:ags:feemwp:338790.

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2023Analyzing Food Import Demand in Indonesia: An ARDL Bounds Testing Approach. (2023). Khoiriyah, Nikmatul ; Forgenie, David. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:330861.

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2023Dynamics of Stabilization Policies and Investment Effects on Agricultural Output in Nigeria (1981-2019). (2023). Tuaneh, Godwin Lebari ; Okuduwor, Adibie ; Obe-Nwaka, Mba Oloi ; Okidim, Iboh Andrew. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:334708.

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2023.

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2023The Impact of urbanization on banking development: Evidence from the West African Economic and Monetary Union (WAEMU). (2023). Stephane, Koffi Yao ; Ying, Haihua ; Dechun, Huang ; Arnaud, Anobua Acha. In: International Journal of Science and Business. RePEc:aif:journl:v:22:y:2023:i:1:p:1-13.

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2023The Impact of Trade Openness on Economic Growth in Landlocked Developing Countries. (2023). Yan, Wenshou ; Cao, Liang ; Khurelchuluun, Bolor. In: International Journal of Science and Business. RePEc:aif:journl:v:28:y:2023:i:1:p:84-97.

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2023Impact of External Public Debt on Economic Growth: A Case Study of Bangladesh. (2023). Uddin, Mohammed Main ; Hossain, Faruk ; Karim, Md Rezaul ; Nath, Subrata Deb. In: Indian Journal of Commerce and Management Studies. RePEc:aii:ijcmss:v:14:y:2023:i:3:p:01-08.

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2023The Increasing Impact of Spain on the Equity Markets of Brazil, Chile and Mexico. (2023). Albuquerque, Pedro ; Rodriguez, Antonio ; Verma, Rahul ; Rivas, Andres. In: AMSE Working Papers. RePEc:aim:wpaimx:2312.

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2023Femicide Rates in Mexican Cities along the US-Mexico Border. (2023). Vemala, Prasad R ; Albuquerque, Pedro H. In: AMSE Working Papers. RePEc:aim:wpaimx:2316.

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2023.

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2023Analysis of Dynamic Connectedness among Sovereign CDS Premia. (2023). Ceylan, Ozcan. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:33-47.

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2023Interrelationships between Tourist Arrivals, Exchange Rate, Inflation, and Economic Growth: Empirical Evidence for Turkiye. (2023). Akarsu, Gulsum. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:49-76.

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2023Idiosyncratic and systematic spillovers through the renewable energy financial systems. (2023). Tedeschi, Marco. In: Working Papers. RePEc:anc:wpaper:483.

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2023Fiscal Federalism and Economic Development in Nigeria: An Econometric Analysis. (2023). Otto, Godly ; Nkoro, Emeka. In: International Journal of Economic Sciences. RePEc:aop:jijoes:v:12:y:2023:i:1:p:127-145.

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2023Fiscal Federalism and Economic Development in Nigeria: An Econometric Analysis. (2023). Otto, Godly ; Nkoro, Emeka. In: International Journal of Economic Sciences. RePEc:aop:jijoes:v:12:y:2023:i:1:p:144-162.

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2023Nexus Between Foreign Direct Investment and Employment in Manufacturing and Services Sectors in Tunisia: An ARDL Approach. (2023). ben Amor, Mouldi. In: International Journal of Economic Sciences. RePEc:aop:jijoes:v:12:y:2023:i:2:p:1-20.

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2023Does uncertainty matter for the fiscal consolidation and investment nexus?. (2023). Ramírez-Rondán, Nelson R. ; Ramirez-Rondan, Nelson R ; Bournakis, Ioannis. In: Working Papers. RePEc:apc:wpaper:195.

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2023The Role of the Propensity Score in Fixed Effect Models. (2019). Arkhangelsky, Dmitry ; Imbens, Guido. In: Papers. RePEc:arx:papers:1807.02099.

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2023Nuclear Norm Regularized Estimation of Panel Regression Models. (2019). Weidner, Martin ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1810.10987.

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2023Equal Predictive Ability Tests for Panel Data with an Application to OECD and IMF Forecasts. (2020). Yang, Zhenlin ; Urga, Giovanni ; Pirotte, Alain ; Akgun, Oguzhan. In: Papers. RePEc:arx:papers:2003.02803.

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2023Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2023Deep Dynamic Factor Models. (2020). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Papers. RePEc:arx:papers:2007.11887.

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2023Testing the effectiveness of unconventional monetary policy in Japan and the United States. (2020). Zanetti, Francesco ; Mavroeidis, Sophocles ; Ikeda, Daisuke ; Li, Shangshang. In: Papers. RePEc:arx:papers:2012.15158.

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2023Funding liquidity, credit risk and unconventional monetary policy in the Euro area: a GVAR approach. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.01078.

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2023Inferential Theory for Granular Instrumental Variables in High Dimensions. (2022). Lee, Tae Hwy ; Banafti, Saman. In: Papers. RePEc:arx:papers:2201.06605.

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2023A projection based approach for interactive fixed effects panel data models. (2022). Soberon, Alexandra ; Rodriguez-Poo, Juan M ; Keilbar, Georg ; Wang, Weining. In: Papers. RePEc:arx:papers:2201.11482.

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2023Finitely Heterogeneous Treatment Effect in Event-study. (2022). Shin, Myungkou. In: Papers. RePEc:arx:papers:2204.02346.

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2023A Simple Bootstrap Method for Panel Data Inferences. (2022). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2205.00577.

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2023High Dimensional Generalised Penalised Least Squares. (2022). Kapetanios, George ; Chrysikou, Katerina ; Chronopoulos, Ilias. In: Papers. RePEc:arx:papers:2207.07055.

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2023Factor Network Autoregressions. (2022). Cavaliere, Giuseppe ; Moramarco, Graziano ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925.

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2023Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects. (2022). GAO, Jiti ; Whang, Yoon-Jae ; Oka, Tatsushi ; Xu, Ruofan. In: Papers. RePEc:arx:papers:2208.03632.

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2023Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218.

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2023Multidimensional Interactive Fixed-Effects. (2022). Freeman, Hugo. In: Papers. RePEc:arx:papers:2209.11691.

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2023Bayesian Modeling of Time-varying Parameters Using Regression Trees. (2022). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2209.11970.

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2023Inference on Extreme Quantiles of Unobserved Individual Heterogeneity. (2022). Morozov, Vladislav . In: Papers. RePEc:arx:papers:2210.08524.

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2023On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness. (2022). Yilmaz, Kamil ; Diebold, Francis X. In: Papers. RePEc:arx:papers:2211.04184.

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2023Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending. (2022). Westerlund, Joakim ; Karavias, Yiannis ; Ditzen, Jan. In: Papers. RePEc:arx:papers:2211.06707.

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2023Strategyproof Decision-Making in Panel Data Settings and Beyond. (2022). Wu, Zhiwei Steven ; Podimata, Chara ; Agarwal, Anish ; Harris, Keegan. In: Papers. RePEc:arx:papers:2211.14236.

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2023Incorporating Prior Knowledge of Latent Group Structure in Panel Data Models. (2022). Zhang, Boyuan. In: Papers. RePEc:arx:papers:2211.16714.

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2023Identification in a Binary Choice Panel Data Model with a Predetermined Covariate. (2023). Graham, Bryan S ; Dano, Kevin ; Bonhomme, St'Ephane. In: Papers. RePEc:arx:papers:2301.05733.

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2023Difference-in-Differences via Common Correlated Effects. (2023). Westerlund, Joakim ; Butts, Kyle ; Brown, Nicholas. In: Papers. RePEc:arx:papers:2301.11358.

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2023Adaptive local VAR for dynamic economic policy uncertainty spillover. (2023). Okhrin, Ostap ; Gillmann, Niels. In: Papers. RePEc:arx:papers:2302.02808.

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2023Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates. (2023). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: Papers. RePEc:arx:papers:2302.02866.

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2023A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208.

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2023Simple Analytics of the Government Investment Multiplier. (2023). Roulleau-Pasdeloup, Jordan ; Cai, Chunbing. In: Papers. RePEc:arx:papers:2302.11212.

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2023Implicit Nickell Bias in Panel Local Projection. (2023). Shi, Zhentao ; Sheng, Liugang ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2302.13455.

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2023Unified and robust Lagrange multiplier type tests for cross-sectional independence in large panel data models. (2023). Yao, Jianfeng ; Li, Zhaoyuan ; Huang, Zhenhong. In: Papers. RePEc:arx:papers:2302.14387.

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2023Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms. (2023). Wilms, Ines ; Rombouts, Jeroen ; Hu, Yu Jeffrey. In: Papers. RePEc:arx:papers:2303.01887.

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2023Financing Costs, Per-Shipment Costs and Shipping Frequency: Firm-Level Evidence from Bangladesh. (2023). Hossen, Md Deluair. In: Papers. RePEc:arx:papers:2303.04223.

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2023The Effects of the Pandemic on Market Power and Profitability. (2023). Ramirez-Cuellar, Jaime ; Espinosa-Torres, Juan Andres. In: Papers. RePEc:arx:papers:2303.08765.

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2023Network log-ARCH models for forecasting stock market volatility. (2023). Otto, Philipp ; Mattera, Raffaele. In: Papers. RePEc:arx:papers:2303.11064.

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2023Common Correlated Effects Estimation of Nonlinear Panel Data Models. (2023). Zhang, Minyuan ; Chen, Liang. In: Papers. RePEc:arx:papers:2304.13199.

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2023Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.00860.

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2023Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?. (2023). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934.

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2023Impulse Response Analysis for Structural Nonlinear Time Series Models. (2023). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089.

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2023Deep Neural Network Estimation in Panel Data Models. (2023). Raftapostolos, Aristeidis ; Mitchell, James ; Kapetanios, George ; Chrysikou, Katerina ; Chronopoulos, Ilias. In: Papers. RePEc:arx:papers:2305.19921.

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2023Testing for Peer Effects without Specifying the Network Structure. (2023). Liu, Xiaodong ; Jung, Hyunseok. In: Papers. RePEc:arx:papers:2306.09806.

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2023Adaptive Principal Component Regression with Applications to Panel Data. (2023). Wu, Zhiwei Steven ; Whitehouse, Justin ; Harris, Keegan ; Agarwal, Anish. In: Papers. RePEc:arx:papers:2307.01357.

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2023Propagation of carbon tax in credit portfolio through macroeconomic factors. (2023). Sopgoui, Lionel ; Jacquier, Antoine ; Ibbou, Smail ; Chassagneux, Jean-Franccois ; Bouveret, G'Eraldine. In: Papers. RePEc:arx:papers:2307.12695.

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2023Predictability Tests Robust against Parameter Instability. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.15151.

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2023Panel Data Models with Time-Varying Latent Group Structures. (2023). Su, Liangjun ; Phillips, Peter ; Wang, Yiren. In: Papers. RePEc:arx:papers:2307.15863.

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

Mohammad Hashem Pesaran is editor of


Journal
Journal of Applied Econometrics
Journal of Applied Econometrics

Mohammad Hashem Pesaran has edited the books:


YearTitleTypeCited

Works by Mohammad Hashem Pesaran:


YearTitleTypeCited
2022Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model In: Papers.
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2020Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model.(2020) In: Cambridge Working Papers in Economics.
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2020Matching Theory and Evidence on Covid-19 Using a Stochastic Network SIR Model.(2020) In: CESifo Working Paper Series.
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2022Matching theory and evidence on Covid?19 using a stochastic network SIR model.(2022) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 10
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2023A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors In: Papers.
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2021A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors.(2021) In: Cambridge Working Papers in Economics.
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2021A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors.(2021) In: CESifo Working Paper Series.
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2022A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors.(2022) In: Working Papers.
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2021Identifying the Effects of Sanctions on the Iranian Economy using Newspaper Coverage In: Papers.
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2021Identifying the Effects of Sanctions on the Iranian Economy using Newspaper Coverage.(2021) In: Cambridge Working Papers in Economics.
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2021Identifying the Effects of Sanctions on the Iranian Economy Using Newspaper Coverage.(2021) In: CESifo Working Paper Series.
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2023Identifying the effects of sanctions on the Iranian economy using newspaper coverage.(2023) In: Journal of Applied Econometrics.
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2023Identification and Estimation of Categorical Random Coefficient Models In: Papers.
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2022Identification and Estimation of Categorical Random Coeficient Models.(2022) In: Cambridge Working Papers in Economics.
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2022Identification and Estimation of Categorical Random Coefficient Models.(2022) In: CESifo Working Paper Series.
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2023Identification and estimation of categorical random coefficient models.(2023) In: Empirical Economics.
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2023Heterogeneous Autoregressions in Short T Panel Data Models In: Papers.
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2023Heterogeneous Autoregressions in Short T Panel Data Models.(2023) In: Cambridge Working Papers in Economics.
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2023Heterogeneous Autoregressions in Short T Panel Data Models.(2023) In: CESifo Working Paper Series.
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2023Structural Econometric Estimation of the Basic Reproduction Number for Covid-19 Across U.S. States and Selected Countries In: Papers.
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2023Structural Econometric Estimation of the Basic Reproduction Number for Covid-19 Across U.S. States and Selected Countries.(2023) In: Cambridge Working Papers in Economics.
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2023Structural Econometric Estimation of the Basic Reproduction Number for Covid-19 across U.S. States and Selected Countries.(2023) In: CESifo Working Paper Series.
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2023Trimmed Mean Group Estimation of Average Treatment Effects in Ultra Short T Panels under Correlated Heterogeneity In: Papers.
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2023Trimmed Mean Group Estimation of Average Treatment Effects in Ultra Short T Panels under Correlated Heterogeneity.(2023) In: Cambridge Working Papers in Economics.
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2023Trimmed Mean Group Estimation of Average Treatment Effects in Ultra Short T Panels under Correlated Heterogeneity.(2023) In: CESifo Working Paper Series.
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2023Causal effects of the Feds large-scale asset purchases on firms capital structure In: Papers.
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2022Causal effects of the Feds large-scale asset purchases on firms capital structure.(2022) In: Cambridge Working Papers in Economics.
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2022Causal Effects of the Feds Large-Scale Asset Purchases on Firms Capital Structure.(2022) In: CESifo Working Paper Series.
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2017Tests of Policy Interventions in DSGE Models In: BCAM Working Papers.
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2018Tests of Policy Interventions in DSGE Models.(2018) In: Oxford Bulletin of Economics and Statistics.
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2017Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors In: BCAM Working Papers.
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2017Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors.(2017) In: CESifo Working Paper Series.
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2021Arbitrage pricing theory, the stochastic discount factor and estimation of risk premia in portfolios In: BCAM Working Papers.
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paper1
2022Revisiting the Great Ratios Hypothesis In: BCAM Working Papers.
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2022Revisiting the Great Ratios Hypothesis.(2022) In: Cambridge Working Papers in Economics.
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2022Revisiting the Great Ratios Hypothesis.(2022) In: CESifo Working Paper Series.
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2023Revisiting the Great Ratios Hypothesis.(2023) In: Globalization Institute Working Papers.
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2014Tests of Policy Ineffectiveness in Macroeconometrics In: Birkbeck Working Papers in Economics and Finance.
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2014Tests of Policy Ineffectiveness in Macroeconometrics.(2014) In: Cambridge Working Papers in Economics.
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2014Tests of Policy Ineffectiveness in Macroeconometrics.(2014) In: CESifo Working Paper Series.
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2014Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing In: Birkbeck Working Papers in Economics and Finance.
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paper87
2012Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing.(2012) In: CESifo Working Paper Series.
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2016Counterfactual analysis in macroeconometrics: An empirical investigation into the effects of quantitative easing.(2016) In: Research in Economics.
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2012Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing.(2012) In: IZA Discussion Papers.
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2012Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing.(2012) In: Working Paper series.
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2012China’s Emergence in the World Economy and Business Cycles in Latin America In: Staff Working Papers.
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2011China’s Emergence in the World Economy and Business Cycles in Latin America.(2011) In: Cambridge Working Papers in Economics.
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2012Chinas Emergence in the World Economy and Business Cycles in Latin America.(2012) In: Economía Journal.
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2011Chinas Emergence in the World Economy and Business Cycles in Latin America.(2011) In: IDB Publications (Working Papers).
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2011China’s Emergence in the World Economy and Business Cycles in Latin America.(2011) In: Research Department Publications.
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2011Chinas Emergence in the World Economy and Business Cycles in Latin America.(2011) In: IZA Discussion Papers.
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paper
2013Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults In: Staff Working Papers.
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paper11
2000Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration In: Working Papers.
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paper195
2000Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration.(2000) In: Cambridge Working Papers in Economics.
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paper
2000Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration.(2000) In: CESifo Working Paper Series.
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paper
2005ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION.(2005) In: Econometric Theory.
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article
2001Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration.(2001) In: Computing in Economics and Finance 2001.
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paper
2009Testing Dependence Among Serially Correlated Multicategory Variables In: Journal of the American Statistical Association.
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article165
2006Testing Dependence Among Serially Correlated Multi-category Variables.(2006) In: Cambridge Working Papers in Economics.
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2006Testing Dependence among Serially Correlated Multi-category Variables.(2006) In: CESifo Working Paper Series.
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paper
2006Testing Dependence among Serially Correlated Multi-Category Variables.(2006) In: IZA Discussion Papers.
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paper
2003Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy In: Journal of the American Statistical Association.
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article63
2001Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy.(2001) In: Edinburgh School of Economics Discussion Paper Series.
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paper
1992A Simple Nonparametric Test of Predictive Performance. In: Journal of Business & Economic Statistics.
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article426
1990A SIMPLE, NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE..(1990) In: Cambridge Working Papers in Economics.
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paper
1990A SIMPLE NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE..(1990) In: California Los Angeles - Applied Econometrics.
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paper
1994Choice between Disaggregate and Aggregate Specifications Estimated by Instrumental Variables Methods. In: Journal of Business & Economic Statistics.
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article9
1992Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods..(1992) In: Cambridge Working Papers in Economics.
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paper
1999Analysis of Exchange-Rate Target Zones Using a Limited-Dependent Rational-Expectations Model with Jumps. In: Journal of Business & Economic Statistics.
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article13
2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model In: Journal of Business & Economic Statistics.
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article670
2001Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model.(2001) In: Cambridge Working Papers in Economics.
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2001Modelling regional interdependencies using a global error-correcting macroeconometric model.(2001) In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
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2010Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model.(2010) In: EcoMod2003.
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2002Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model.(2002) In: Center for Financial Institutions Working Papers.
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2004Rejoinder In: Journal of Business & Economic Statistics.
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2011Forecast Combination Across Estimation Windows In: Journal of Business & Economic Statistics.
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article73
2011Forecast Combination Across Estimation Windows.(2011) In: Journal of Business & Economic Statistics.
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article
2011Lumpy Price Adjustments: A Microeconometric Analysis In: Journal of Business & Economic Statistics.
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2007Lumpy Price Adjustments: A Microeconometric Analysis..(2007) In: Working papers.
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2007Lumpy Price Adjustments, A Microeconometric Analysis.(2007) In: Cambridge Working Papers in Economics.
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2007Lumpy Price Adjustments: A Microeconometric Analysis.(2007) In: CESifo Working Paper Series.
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2007Lumpy Price Adjustments: A Microeconometric Analysis.(2007) In: IZA Discussion Papers.
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2006Lumpy price adjustments : a microeconometric analysis.(2006) In: Working Paper Research.
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2011Lumpy Price Adjustments: A Microeconometric Analysis.(2011) In: Journal of Business & Economic Statistics.
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19884 The Role of Theory in Applied Econometrics In: The Economic Record.
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1998Structural Analysis of Cointegrating VARs In: Journal of Economic Surveys.
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article184
1998Structural Analysis of Cointegrating VARs.(1998) In: Cambridge Working Papers in Economics.
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2016THEORY AND PRACTICE OF GVAR MODELLING In: Journal of Economic Surveys.
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article113
2014Theory and Practice of GVAR Modeling.(2014) In: Cambridge Working Papers in Economics.
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2014Theory and Practice of GVAR Modeling.(2014) In: CESifo Working Paper Series.
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2014Theory and practice of GVAR modeling.(2014) In: Globalization Institute Working Papers.
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1995 Predictability of Stock Returns: Robustness and Economic Significance. In: Journal of Finance.
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article458
1985Testing for Structural Stability and Predictive Failure: A Review. In: The Manchester School of Economic & Social Studies.
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article18
2006MACROECONOMETRIC MODELLING WITH A GLOBAL PERSPECTIVE* In: Manchester School.
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article91
2006Macroeconometric Modelling with a Global Perspective.(2006) In: Cambridge Working Papers in Economics.
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2006Macroeconometric Modelling with a Global Perspective.(2006) In: CESifo Working Paper Series.
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2006Macroeconometric Modelling with a Global Perspective.(2006) In: IEPR Working Papers.
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2011BEYOND THE DSGE STRAITJACKET-super-1 In: Manchester School.
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1999Diagnostics for IV Regressions In: Oxford Bulletin of Economics and Statistics.
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article45
1997Diagnostics for IV Regressions.(1997) In: Cambridge Working Papers in Economics.
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paper
2005The Cost Effectiveness of the UKs Sovereign Debt Portfolio In: Oxford Bulletin of Economics and Statistics.
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article2
2012Diagnostic Tests of Cross?section Independence for Limited Dependent Variable Panel Data Models In: Oxford Bulletin of Economics and Statistics.
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article22
2014Constructing Multi-Country Rational Expectations Models In: Oxford Bulletin of Economics and Statistics.
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article14
2018To Pool or Not to Pool: Revisited In: Oxford Bulletin of Economics and Statistics.
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2015To Pool or not to Pool: Revisited.(2015) In: CESifo Working Paper Series.
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2017To Pool or not to Pool: Revisited.(2017) In: Departmental Working Papers.
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2018Uncertainty and economic activity: a multi-country perspective In: Bank of England working papers.
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2018Uncertainty and Economic Activity: A Multi-Country Perspective.(2018) In: CESifo Working Paper Series.
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2018Uncertainty and Economic Activity: A Multi-Country Perspective.(2018) In: CEPR Discussion Papers.
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2018Uncertainty and Economic Activity: A Multi-Country Perspective.(2018) In: NBER Working Papers.
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2020Uncertainty and Economic Activity: A Multicountry Perspective.(2020) In: Review of Financial Studies.
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2000Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy In: Cambridge Working Papers in Economics.
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paper43
2000Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy.(2000) In: CESifo Working Paper Series.
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2002Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy.(2002) In: Royal Economic Society Annual Conference 2002.
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2000The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach In: Cambridge Working Papers in Economics.
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paper2
2000The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach.(2000) In: CESifo Working Paper Series.
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2003Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence In: Cambridge Working Papers in Economics.
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paper31
2003Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence.(2003) In: CESifo Working Paper Series.
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2003How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? In: Cambridge Working Papers in Economics.
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paper94
2003How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?.(2003) In: CESifo Working Paper Series.
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2004How costly is it to ignore breaks when forecasting the direction of a time series?.(2004) In: International Journal of Forecasting.
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2003Macroeconomic Dynamics and Credit Risk: A Global Perspective In: Cambridge Working Papers in Economics.
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2003Macroeconomic Dynamics and Credit Risk: A Global Perspective.(2003) In: CESifo Working Paper Series.
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2006Macroeconomic Dynamics and Credit Risk: A Global Perspective.(2006) In: Journal of Money, Credit and Banking.
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Macroeconomic Dynamics and Credit Risk: A Global Perspective.() In: Center for Financial Institutions Working Papers.
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2003Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks In: Cambridge Working Papers in Economics.
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2003Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks.(2003) In: CESifo Working Paper Series.
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2004Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks.(2004) In: CEPR Discussion Papers.
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2005Small sample properties of forecasts from autoregressive models under structural breaks.(2005) In: Journal of Econometrics.
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2003Scope for Cost Minimization in Public Debt Management: the Case of the UK In: Cambridge Working Papers in Economics.
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paper2
2003A Simple Panel Unit Root Test in the Presence of Cross Section Dependence In: Cambridge Working Papers in Economics.
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paper3646
2007A simple panel unit root test in the presence of cross-section dependence.(2007) In: Journal of Applied Econometrics.
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2003On The Panel Unit Root Tests Using Nonlinear Instrumental Variables In: Cambridge Working Papers in Economics.
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paper41
2004Econometric Issues in the Analysis of Contagion In: Cambridge Working Papers in Economics.
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paper176
2004Econometric Issues in the Analysis of Contagion.(2004) In: CESifo Working Paper Series.
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2007Econometric issues in the analysis of contagion.(2007) In: Journal of Economic Dynamics and Control.
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2004Econometric Issues in the Analysis of Contagion.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2004.
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2004‘Real Time Econometrics’ In: Cambridge Working Papers in Economics.
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2004Real Time Econometrics.(2004) In: CESifo Working Paper Series.
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2004Real Time Econometrics.(2004) In: CEPR Discussion Papers.
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2005REAL-TIME ECONOMETRICS.(2005) In: Econometric Theory.
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2004Real Time Econometrics.(2004) In: IZA Discussion Papers.
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2004‘Forecasting Time Series Subject to Multiple Structural Breaks’ In: Cambridge Working Papers in Economics.
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2004Forecasting Time Series Subject to Multiple Structural Breaks.(2004) In: CESifo Working Paper Series.
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2004Forecasting Time Series Subject to Multiple Structural Breaks.(2004) In: CEPR Discussion Papers.
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2004Forecasting Time Series Subject to Multiple Structural Breaks.(2004) In: IZA Discussion Papers.
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2006Forecasting Time Series Subject to Multiple Structural Breaks.(2006) In: Review of Economic Studies.
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2004‘Random Coefficient Panel Data Models’ In: Cambridge Working Papers in Economics.
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2004Random Coefficient Panel Data Models.(2004) In: CESifo Working Paper Series.
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2004Random Coefficient Panel Data Models.(2004) In: IZA Discussion Papers.
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2008March 2008 Announcement : Journal of Applied Econometrics Distinguished Authors In: Journal of Applied Econometrics.
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2018Half?panel jackknife fixed?effects estimation of linear panels with weakly exogenous regressors In: Journal of Applied Econometrics.
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