Mohammad Hashem Pesaran : Citation Profile

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

80

H index

193

i10 index

60124

Citations

RESEARCH PRODUCTION:

210

Articles

529

Papers

3

Books

8

Chapters

EDITOR:

3

Books edited

2

Series edited

RESEARCH ACTIVITY:

   52 years (1973 - 2025). See details.
   Cites by year: 1156
   Journals where Mohammad Hashem Pesaran has often published
   Relations with other researchers
   Recent citing documents: 1815.    Total self citations: 420 (0.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe34
   Updated: 2026-02-07    RAS profile: 2025-12-10    
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Relations with other researchers

Works with:

Chudik, Alexander (23)

Smith, Ronald (21)

Yang, Cynthia Fan (8)

Mohaddes, Kamiar (8)

Yang, Jui-Chung (7)

Rebucci, Alessandro (7)

Laudati, Dario (4)

Gao, Zhan (4)

shin, yongcheol (3)

Sharifvaghefi, Mahrad (2)

Bailey, Natalia (2)

Kapetanios, George (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 (633)

Mohaddes, Kamiar (459)

Asongu, Simplice (437)

GUPTA, RANGAN (417)

Bahmani-Oskooee, Mohsen (277)

Raissi, Mehdi (259)

Rault, Christophe (256)

Apergis, Nicholas (254)

Eberhardt, Markus (231)

Odhiambo, Nicholas (226)

Afonso, Antonio (226)

Cites to:

Chudik, Alexander (119)

Smith, Ronald (107)

Timmermann, Allan (80)

Mohaddes, Kamiar (79)

shin, yongcheol (77)

Phillips, Peter (77)

Kapetanios, George (72)

Smith, L. Vanessa (68)

Tosetti, Elisa (67)

Bai, Jushan (66)

Dees, Stephane (59)

Main data

Where Mohammad Hashem Pesaran has published?

Journals with more than one article published# docs
Journal of Econometrics38
Journal of Applied Econometrics23
Journal of Applied Econometrics16
Economic Journal14
Economics Letters9
Econometric Reviews8
Oxford Bulletin of Economics and Statistics7
Journal of Business & Economic Statistics7
Journal of Economic Dynamics and Control7
Econometrica5
International Journal of Forecasting5
Journal of Business & Economic Statistics4
Econometric Theory4
Economic Modelling4
The Review of Economics and Statistics3
Sankhya B: The Indian Journal of Statistics3
Empirical Economics3
Journal of Empirical Finance3
Energy Economics3
Econometrics Journal2
Journal of Money, Credit and Banking2
Econometrics and Statistics2
International Economic Review2
National Institute Economic Review2
Manchester School2
Journal of International Money and Finance2
Journal of the American Statistical Association2
The Review of Economic Studies2
Journal of Economic Surveys2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo124
IZA Discussion Papers / Institute of Labor Economics (IZA)33
Globalization Institute Working Papers / Federal Reserve Bank of Dallas24
Papers / arXiv.org13
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
Working Paper Series / European Central Bank7
NBER Working Papers / National Bureau of Economic Research, Inc6
IMF Working Papers / International Monetary Fund3
Working Papers / Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge3
ISER Discussion Paper / Institute of Social and Economic Research, The University of Osaka2
IDB Publications (Working Papers) / Inter-American Development Bank2
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank2
Economic Studies / Swiss National Bank2
Staff Working Papers / Bank of Canada2
Computing in Economics and Finance 2006 / Society for Computational Economics2
Money Macro and Finance (MMF) Research Group Conference 2004 / Money Macro and Finance Research Group2
Post-Print / HAL2
Working Paper series / Rimini Centre for Economic Analysis2
Money Macro and Finance (MMF) Research Group Conference 2005 / Money Macro and Finance Research Group2
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics2

Recent works citing Mohammad Hashem Pesaran (2026 and 2025)

YearTitle of citing document
2025Energy demand response to the dynamics of the currency valuation: Evidence from G7 countries. (2025). Chang, Bisharat Hussain ; Pan, Shin-Hung ; Laurinavicius, Algimantas ; Vongmileuth, Sonesavanh. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:1:p:1-34.

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2025Impact of Oil Prices on Islamic Stock Prices: Evidence from Pakistan using Bootstrap ARDL Approach. (2025). Bhatty, Kashif Ahmed ; Laurinavicius, Antanas ; Chang, Bisharat Hussain ; Alzoubi, Haitham M ; Channa, Waseem Ahmed. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:2:p:1-35.

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2025Exploring Tail Risk Transmission between Volatility Indices and Cryptocurrencies: Evidence from Quantile Connectedness. (2025). Imane, Ennadifi ; Ghizlane, Kadil. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:3:p:119-157.

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2025Worldwide Nickel Ore Trade, Its Stability and the Characteristics: A Fresh Policy Analysis. (2025). Laurinavicius, Algimantas ; Abdelsalam, Mohamed Elsayed ; Uddin, Mohammed Ahmar ; Salman, Asma. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:3:p:85-118.

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2025Analyzing the impact of macroeconomic variables on agricultural derivatives performance in the SAFEX market. (2025). Mudau, Tanganedzani ; Mokatsanyane, Daniel. In: Finance, Accounting and Business Analysis. RePEc:aan:journl:v:7:y:2025:i:1:p:16-29.

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2025Asymmetric Impact of Interest Rate on Economic Growth in Kenya. (2025). Maluleke, Glenda ; Saungweme, Talknice ; Odhiambo, Nicholas M. In: Finance, Accounting and Business Analysis. RePEc:aan:journl:v:7:y:2025:i:1:p:69-81.

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2025Between Finance and Growth: The Role of Financial Development in Promoting Economic growth in Africa. (2025). Meskini, Anes ; Benhaddou, Amina ; Zakaria, Boulenouar Ilias. In: Finance, Accounting and Business Analysis. RePEc:aan:journl:v:7:y:2025:i:1:p:99-108.

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2025Sustainability through economic diversity: Examining the role of trade diversification, productive population, and foreign direct investment in selected Asian countries. (2025). Sackitey, G M ; Habib, M D ; Ch, J ; Fumey, M P ; Bekun, F V. In: Strategic decisions and risk management. RePEc:abw:journl:y:2025:id:1216.

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2025he Power That Rusts the Gears: How Corruption Affects Russia’s Growth. (2025). Tosunolu, Mahir ; Polat, Brahim Halil. In: Journal of Finance Letters (Maliye ve Finans Yazıları). RePEc:acc:malfin:v:40:y:2025:i:124:p:122-146.

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2025The Role of Carbon Tax in the Paradox of Environmental Quality and Economic Growth: An Application on Finland With the ARDL Approach. (2025). Dilber, Caner. In: Journal of Finance Letters (Maliye ve Finans Yazıları). RePEc:acc:malfin:v:40:y:2025:i:124:p:371-393.

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2025Sectoral labour productivity and unemployment in South Africa. (2025). Megbowon, Ebenezer ; Zerihun, Mulatu. In: International Journal of Business Ecosystem & Strategy (2687-2293). RePEc:adi:ijbess:v:7:y:2025:i:1:p:131-141.

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2025Inversión Privada como Motor del Crecimiento: Evidencia con un Panel Dinámico Heterogéneo. (2025). Luis, Acedo Colli ; Vctor, Barone Sergio. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4823.

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2025Financial Inclusion, Technology, and Income Inequality in Europe. (2025). Kostakis, Ioannis ; Dumitrescu, Sofia Adriana ; Belascu, Lucian ; Horobet, Alexandra ; Marinescu, Iulian ; Dalu, Maria-Alexandra. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:27:y:2025:i:68:p:93.

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2025DOES GOVERNANCE MATTER IN MEDIATING THE RESOURCE CURSE? EVIDENCE FROM ZAMBIA. (2025). Saungweme, T ; Nondo, C ; Odhiambo, N M. In: Working Papers. RePEc:afa:wpaper:wp022025.

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2025Asymmetric effect of monetary policy on stock market performance in the ECOWAS zone: empirical evidence from the NARDL approach. (2025). Prao, Yao Sraphin ; Kongoza, Kouassi Cyrille. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxii:y:2025:i:1(642):p:149-166.

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2025Analyze the environmental sustainability factors in India: the role of ecological footprint and CO2 emission. (2025). Gona, Babu Rao. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxii:y:2025:i:2(643):p:207-220.

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2025Is Balance of Payments a monetary phenomenon: doctrinal aspects and empirical evidence from India. (2025). Raj, Rose Govindha ; Roula, Balaram ; Kubendran, N. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxii:y:2025:i:2(643):p:281-300.

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2025Analysis of the relationship between the optimal level of public spending and economic growth Evidence and experimental study on Algeria. (2025). Benazza, Mohammed ; Layati, Djahida. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxii:y:2025:i:2(643):p:313-327.

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2025Climate-driven monetary policy: a new Keynesian DSGE analysis for Ghana. (2025). Boris, Kounagb Odilon ; Gbegnon, Komlan Olakossan ; Pilo, Mikmina. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxii:y:2025:i:3(644):p:203-216.

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2025Price Connectedness in U.S. Biodiesel and Petroleum Diesel Markets. (2025). Irwin, Scott H ; Gerveni, Maria ; Serra, Teresa. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360642.

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2025Impact of Institutional Quality on Inclusive Growth in Nigeria. (2025). Baruwa, Oluwatosin Yewande. In: African Journal of Economic Review. RePEc:ags:afjecr:362945.

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2025The Role of Industrialization and Renewable Energy on Environmental Quality in Oil Exporting Sub-Saharan African Countries. (2025). Akam, Darlington Uzoma ; Egunjobi, Adenike T. In: African Journal of Economic Review. RePEc:ags:afjecr:362946.

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2025Is there an Animal Food Kuznets Curve, and does it matter?. (2025). Corsi, Alessandro ; Bagliani, Marco Maria ; Andreoli, Vania ; Felici, Tommaso ; Frontuto, Vito. In: Bio-based and Applied Economics Journal. RePEc:ags:aieabj:361317.

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2062Big Fish: Oil Markets and Speculation. (2015). Sitzia, Francesco Giuseppe ; Scarpa, Elisa ; Cologni, Alessandro. In: Energy: Resources and Markets. RePEc:ags:feemer:206220.

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2026Energy Dependency and Long-Run Growth. (2022). Novelli, Giacomo. In: FEEM Working Papers. RePEc:ags:feemwp:329650.

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2025Skill-Biased Employment and the Stringency of Environmental Regulations in European Countries. (2025). Valentini, Edilio ; Sciulli, Dario ; Fuinhas, Jos Alberto ; Javed, Asif. In: FEEM Working Papers. RePEc:ags:feemwp:349167.

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2025Regional Spillovers in Wheat Variety Selection: Kansas Wheat Breeding and Variety Adoption. (2025). Barkley, Andrew. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:358996.

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2025Economic Damages from Climate Change to U.S. Populations: Integrating Evidence from Recent Studies. (2025). Kopits, Elizabeth ; Griffiths, Charles ; Parthum, Bryan ; Rennels, Lisa ; Spink, Elizabeth ; Perla, Joseph ; Burns, Nshan ; Howerton, Michael ; Smith, David ; Kraynak, Daniel. In: National Center for Environmental Economics-NCEE Working Papers. RePEc:ags:nceewp:368258.

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2025Assessing the Recent Shift in the Price Relationship Between India’s and Global Grain Markets. (2025). Zereyesus, Yacob Abrehe ; Majumdar, Inder ; Sabala, Ethan ; Cardell, Lila ; Ajewole, Kayode. In: Economic Research Report. RePEc:ags:uersrr:356562.

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2025Economic Policy Uncertainty, Foreign Investment and Capital Market Growth in Nigeria. (2025). Ijirshar, Victor Ushahemba ; Udaah, Isaiah Iortyom ; Abachi, Philip Terhemen ; Akaa, Rita Hiifan. In: CECCAR Business Review. RePEc:ahd:journl:v:6:y:2025:i:7:p:57-70.

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2025Inflation Spillovers and Geopolitical Risks: Evidence from Euro Area Countries Using TVP-VAR and Quantile Models. (2025). Marangoz, Cumali. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:10:y:2025:i:1:p:140-159.

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2025The Role of Capital Flows in the International Transmission of US Monetary Policy: The Case of Turkey. (2025). Akar, Nuri Ari ; Varlik, Cemil. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:10:y:2025:i:2:p:502-528.

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2025Foreign Direct Investment, Exports, and Labor Force: An ARDL Analysis of Economic Growth in Laos. (2025). Keothephar, Keoudone ; Aimin, Deng ; Srithilat, Vilayvanh. In: International Journal of Science and Business. RePEc:aif:journl:v:45:y:2025:i:1:p:30-43.

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2025Monetary Policy Effectiveness and Inflation Dynamics in a Dollarized Economy: Fresh insight from Laos. (2025). Keokinnaly, Thonemy ; Sivongxay, Khamfong ; Srithilat, Vilayvanh ; Keothephar, Keoudone. In: International Journal of Science and Business. RePEc:aif:journl:v:46:y:2025:i:1:p:15-28.

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2025Analysis of the Relationship between Inflation, Exchange Rate and Household Expenditures in the Russian Economy Using Wavelet Analysis. (2025). Serkov, Leonid A. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:24:y:2025:i:1:p:59-90.

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2025The Impact of Subnational Internally Generated Revenue on Infrastructural Development: The Case of Kwara State, Nigeria. (2025). Yusuf, Agboola Hammed ; Alakija, Olufunmilayo Temitope ; Semana, Javan ; Shittu, Abiola ; Elegbede, Ganiy Adewale. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:24:y:2025:i:2:p:528-554.

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2025Intergovernmental transfers and dynamic adjustment of subnational budgets. (2025). Puig, Jorge ; Vidal, Bautista ; Porto, Alberto. In: CEFIP, Working Papers. RePEc:akh:wcefip:049.

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2025Exploring the Nexus Between Short- and Long-Run Rate of Interests in Turkey’s Bond Market. (2025). Tuncer, Ayse ; Ivrendi, Mehmet. In: World Journal of Applied Economics. RePEc:ana:journl:v:11:y:2025:i:1:p:39-62.

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2025Investigating commodity price interdependence with grancer causality networks. (2025). Esposti, Roberto. In: Working Papers. RePEc:anc:wpaper:498.

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2025Monetary Policy and the Credit Channel, 2008-2019. (2025). Barquero-Romero, Jose Pablo ; Loaiza-Marn, Kerry. In: Documentos de Trabajo. RePEc:apk:doctra:2504.

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2025Nuclear Norm Regularized Estimation of Panel Regression Models. (2025). Weidner, Martin ; Moon, Hyungsik. In: Papers. RePEc:arx:papers:1810.10987.

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2025A $t$-test for synthetic controls. (2024). Zhu, Yinchu ; Wüthrich, Kaspar ; Chernozhukov, Victor ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1812.10820.

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2025When do common time series estimands have nonparametric causal meaning?. (2025). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2025Inference in Unbalanced Panel Data Models with Interactive Fixed Effects. (2020). Czarnowske, Daniel ; Stammann, Amrei. In: Papers. RePEc:arx:papers:2004.03414.

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2025A projection based approach for interactive fixed effects panel data models. (2025). Wang, Weining ; Rodriguez-Poo, Juan M ; Keilbar, Georg ; Soberon, Alexandra. In: Papers. RePEc:arx:papers:2201.11482.

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2025Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects. (2024). LINTON, OLIVER ; Vogt, Michael ; Walsh, Christopher. In: Papers. RePEc:arx:papers:2206.12152.

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2025Factor Network Autoregressions. (2025). Moramarco, Graziano ; Cavaliere, Giuseppe ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925.

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2025Linear Multidimensional Regression with Interactive Fixed-Effects. (2025). Freeman, Hugo. In: Papers. RePEc:arx:papers:2209.11691.

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2025Inference on Extreme Quantiles of Unobserved Individual Heterogeneity. (2023). Morozov, Vladislav. In: Papers. RePEc:arx:papers:2210.08524.

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2025Synthetic Blip Effects: Generalizing Synthetic Controls for the Dynamic Treatment Regime. (2022). Syrgkanis, Vasilis ; Agarwal, Anish. In: Papers. RePEc:arx:papers:2210.11003.

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2026Nickell Bias in Panel Local Projection: Financial Crises Are Worse Than You Think. (2023). Sheng, Liugang ; Mei, Ziwei ; Shi, Zhentao. In: Papers. RePEc:arx:papers:2302.13455.

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2025Impulse Response Analysis of Structural Nonlinear Time Series Models. (2025). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089.

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2025Testing for Peer Effects without Specifying the Network Structure. (2024). Liu, Xiaodong ; Jung, Hyun Seok. In: Papers. RePEc:arx:papers:2306.09806.

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2025A Robust Method for Microforecasting and Estimation of Random Effects. (2023). Lee, Sokbae (Simon) ; Sarpietro, Silvia ; Giacomini, Raffaella. In: Papers. RePEc:arx:papers:2308.01596.

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2025Specification testing with grouped fixed effects. (2023). Valentini, Francesco ; Pigini, Claudia ; Pionati, Alessandro. In: Papers. RePEc:arx:papers:2310.01950.

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2025Global Factors in Non-core Bank Funding and Exchange Rate Flexibility. (2025). te Kaat, Daniel ; Ditzen, Jan. In: Papers. RePEc:arx:papers:2310.11552.

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2025Fused Extended Two-Way Fixed Effects for Difference-in-Differences With Staggered Adoptions. (2025). Faletto, Gregory. In: Papers. RePEc:arx:papers:2312.05985.

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2026Dynamics of Global Emission Permit Prices and Regional Social Cost of Carbon under Noncooperation. (2025). Cai, Yongyang ; Malik, Khyati ; Shin, Hyeseon. In: Papers. RePEc:arx:papers:2312.15563.

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2025Decomposing Global Bank Network Connectedness: What is Common, Idiosyncratic and When?. (2025). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2402.02482.

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2025Partial Identification of Individual-Level Parameters Using Aggregate Data in a Nonparametric Model. (2025). Moon, Sarah. In: Papers. RePEc:arx:papers:2403.07236.

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2025Macroeconomic Spillovers of Weather Shocks across U.S. States. (2024). Moramarco, Graziano ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2403.10907.

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2025Learning Macroeconomic Policies based on Microfoundations: A Stackelberg Mean Field Game Approach. (2024). Zhao, Zhiyu ; Song, Yan ; Xia, Siyu ; Mi, Qirui ; Wang, Jun ; Zhang, Haifeng. In: Papers. RePEc:arx:papers:2403.12093.

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2025Sequential Synthetic Difference in Differences. (2024). Arkhangelsky, Dmitry ; Samkov, Aleksei. In: Papers. RePEc:arx:papers:2404.00164.

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2025Identification by non-Gaussianity in structural threshold and smooth transition vector autoregressive models. (2025). Virolainen, Savi. In: Papers. RePEc:arx:papers:2404.19707.

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2025Robust Estimation and Inference for High-Dimensional Panel Data Models. (2025). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2405.07420.

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2026Estimating Time-Varying Parameters of Various Smoothness in Linear Models via Kernel Regression. (2025). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2406.14046.

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2025Prices and Concentration: A U-shape? Theory and Evidence from Renewables. (2025). Fioretti, Michele ; He, Junnan ; Tamayo, Jorge. In: Papers. RePEc:arx:papers:2407.03504.

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2025Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching. (2024). Diebold, Francis ; Bie, Siyu ; Li, Junye ; He, Jingyu. In: Papers. RePEc:arx:papers:2408.12863.

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2025Beyond Rationality: Unveiling the Role of Animal Spirits and Inflation Extrapolation in Central Bank Communication of the US. (2025). Chakraborty, Arpan. In: Papers. RePEc:arx:papers:2409.10938.

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2025Behavioral Expectations in New Keynesian DSGE Models: Evidence from Indias COVID-19 Recovery and Vaccination Program. (2025). Chakraborty, Arpan. In: Papers. RePEc:arx:papers:2411.17165.

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2025Inference after discretizing unobserved heterogeneity. (2024). Mugnier, Martin ; Beyhum, Jad. In: Papers. RePEc:arx:papers:2412.07352.

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2025Robust Quantile Factor Analysis. (2025). Feng, Junlong ; Chen, Songnian. In: Papers. RePEc:arx:papers:2501.15761.

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2025Articulating the role of nuclear energy in the circular economy of China: A machine learning approach. (2025). , Danish ; Khan, Adnan ; Qiu, Yiting. In: Papers. RePEc:arx:papers:2501.17072.

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2025IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects. (2025). Yamagata, Takashi ; Chen, Jia ; Sarafidis, Vasilis ; Cui, Guowei. In: Papers. RePEc:arx:papers:2501.18467.

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2025Inference in dynamic models for panel data using the moving block bootstrap. (2025). Jochmans, Koen ; Higgins, Ayden. In: Papers. RePEc:arx:papers:2502.08311.

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2025Functional Network Autoregressive Models for Panel Data. (2025). Ando, Tomohiro ; Hoshino, Tadao. In: Papers. RePEc:arx:papers:2502.13431.

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2025Clustered Network Connectedness: A New Measurement Framework with Application to Global Equity Markets. (2025). Yilmaz, Kamil ; Diebold, Francis ; Buchwalter, Bastien. In: Papers. RePEc:arx:papers:2502.15458.

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2025Bayesian inference for dynamic spatial quantile models with interactive effects. (2025). Bai, Jushan ; Ando, Tomohiro ; Song, Yong ; Li, Kunpeng. In: Papers. RePEc:arx:papers:2503.00772.

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2025Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market. (2025). Chke, Katarzyna ; Uniejewski, Bartosz ; Weron, Rafal. In: Papers. RePEc:arx:papers:2503.02518.

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2025The impact of external uncertainties on the extreme return connectedness between food, fossil energy, and clean energy markets. (2025). Zhou, Wei-Xing ; Zhang, Ting ; Xu, Hai-Chuan. In: Papers. RePEc:arx:papers:2503.06603.

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2025Nonlinear Forecast Error Variance Decompositions with Hermite Polynomials. (2025). Lee, Quinlan. In: Papers. RePEc:arx:papers:2503.11416.

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2025Minnesota BART. (2025). Carvalho, Carlos M ; Lima, Pedro A ; Herren, Andrew ; Lopes, Hedibert F. In: Papers. RePEc:arx:papers:2503.13759.

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2025Spatiotemporal Impact of Trade Policy Variables on Asian Manufacturing Hubs: Bayesian Global Vector Autoregression Model. (2025). Huang, Jun ; Wang, Haibo ; Sua, Lutfu S. In: Papers. RePEc:arx:papers:2503.17790.

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2025Forecasting U.S. equity market volatility with attention and sentiment to the economy. (2025). Ly, Vstefan ; Halouskov, Martina. In: Papers. RePEc:arx:papers:2503.19767.

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2025Role of AI Innovation, Clean Energy and Digital Economy towards Net Zero Emission in the United States: An ARDL Approach. (2025). Noman, Abdulla All ; Rafi, Azizul Hakim ; al Abrar, Abdullah ; Sultana, Adita. In: Papers. RePEc:arx:papers:2503.19933.

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2025Inferring Treatment Effects in Large Panels by Uncovering Latent Similarities. (2025). Zeleneev, Andrei ; Deaner, Ben ; Hsiang, Chen-Wei. In: Papers. RePEc:arx:papers:2503.20769.

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2025Estimation of Latent Group Structures in Time-Varying Panel Data Models. (2025). Smeekes, Stephan ; Haimerl, Paul ; Wilms, Ines. In: Papers. RePEc:arx:papers:2503.23165.

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2025Google and Chinas Trade. (2025). Li, Ben ; Hu, Cui. In: Papers. RePEc:arx:papers:2503.23557.

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2025Eigenvalue-Based Randomness Test for Residual Diagnostics in Panel Data Models. (2025). Jakov, Antal ; Kurbucz, Marcell T. In: Papers. RePEc:arx:papers:2504.05297.

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2025Robust Tests for Factor-Augmented Regressions with an Application to the novel EA-MD Dataset. (2025). Stauskas, Ovidijus ; Morico, Alessandro. In: Papers. RePEc:arx:papers:2504.08455.

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2026The heterogeneous causal effects of the EUs Cohesion Fund. (2025). Varthalitis, Petros ; Mylonakis, Christos ; Kostarakos, Ilias ; Alexopoulos, Angelos. In: Papers. RePEc:arx:papers:2504.13223.

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2025Using Multiple Outcomes to Adjust Standard Errors for Spatial Correlation. (2025). DellaVigna, Stefano ; Ritzwoller, David M ; Kim, Woojin ; Imbens, Guido. In: Papers. RePEc:arx:papers:2504.13295.

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2025Testing Pikettys Hypothesis on the Drivers of Income Inequality: Evidence from Panel VARs with Heterogeneous Dynamics. (2025). , Carlos. In: Papers. RePEc:arx:papers:2505.01521.

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2025Systemic Risk in the European Insurance Sector. (2025). Borri, Nicola ; di Giorgio, Giorgio ; Consiglio, Andrea ; Bonaccolto, Giovanni. In: Papers. RePEc:arx:papers:2505.02635.

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2025On Selection of Cross-Section Averages in Non-stationary Environments. (2025). Ditzen, Jan ; Stauskas, Ovidijus. In: Papers. RePEc:arx:papers:2505.08615.

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2025The Economic Impact of Low- and High-Frequency Temperature Changes. (2025). Ng, Serena ; Gospodinov, Nikolay ; Gaffney, Ignacio Lopez. In: Papers. RePEc:arx:papers:2505.08950.

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2025The Effects of Climate and Weather on Economic Output: Evidence from Global Subnational Data. (2025). Tol, Richard ; Dong, Jinchi ; Wang, Jinnan. In: Papers. RePEc:arx:papers:2505.17946.

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2025Inference on panel data models with a generalized factor structure. (2025). Rodriguez-Poo, Juan M ; Soberon, Alexandra ; Sperlich, Stefan. In: Papers. RePEc:arx:papers:2506.10690.

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2025Let the Tree Decide: FABART A Non-Parametric Factor Model. (2025). Velasco, Sofia. In: Papers. RePEc:arx:papers:2506.11551.

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2025Moment Restrictions for Nonlinear Panel Data Models with Feedback. (2025). Graham, Bryan S ; Dano, Kevin ; Bonhomme, St'Ephane. In: Papers. RePEc:arx:papers:2506.12569.

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2025Identification of Impulse Response Functions for Nonlinear Dynamic Models. (2025). Lee, Quinlan ; Gourieroux, Christian. In: Papers. RePEc:arx:papers:2506.13531.

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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: 13		article
2026How to Detect Network Dependence in Latent Factor Models? A Bias-Corrected CD Test In: Papers.
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2021How to Detect Network Dependence in Latent Factor Models? A Bias-Corrected CD Testy.(2021) In: Cambridge Working Papers in Economics.
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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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2024Identification and estimation of categorical random coefficient models.(2024) In: Advanced Studies in Theoretical and Applied Econometrics.
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2023Identification and estimation of categorical random coefficient models.(2023) In: Empirical Economics.
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2024Heterogeneous 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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2024Trimmed Mean Group Estimation of Average Effects in Ultra Short T Panels under Correlated Heterogeneity In: Papers.
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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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2023Pooled Bewley Estimator of Long Run Relationships in Dynamic Heterogenous Panels In: Papers.
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2023Pooled Bewley Estimator of Long-Run Relationships in Dynamic Heterogenous Panels.(2023) In: Globalization Institute Working Papers.
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2024Variable Selection in High Dimensional Linear Regressions with Parameter Instability In: Papers.
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2023Variable Selection in High Dimensional Linear Regressions with Parameter Instability.(2023) In: CESifo Working Paper Series.
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2024Variable selection in high dimensional linear regressions with parameter instability.(2024) In: Journal of Econometrics.
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2021Variable Selection in High Dimensional Linear Regressions with Parameter Instability.(2021) In: Globalization Institute Working Papers.
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2024High-dimensional forecasting with known knowns and known unknowns In: Papers.
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2024High-Dimensional Forecasting with Known Knowns and Known Unknowns.(2024) In: Cambridge Working Papers in Economics.
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2024High-Dimensional Forecasting with Known Knowns and Known Unknowns.(2024) In: CESifo Working Paper Series.
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2024HIGH-DIMENSIONAL FORECASTING WITH KNOWN KNOWNS AND KNOWN UNKNOWNS.(2024) In: National Institute Economic Review.
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2025Forecasting with panel data: Estimation uncertainty versus parameter heterogeneity In: Papers.
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2022Forecasting with panel data: estimation uncertainty versus parameter heterogeneity.(2022) In: Cambridge Working Papers in Economics.
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2022Forecasting With Panel Data: Estimation Uncertainty Versus Parameter Heterogeneity.(2022) In: CESifo Working Paper Series.
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2025Analysis of Multiple Long-Run Relations in Panel Data Models In: Papers.
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2025Analysis of Multiple Long-Run Relations in Panel Data Models.(2025) In: Working Papers.
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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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2022Revisiting the Great Ratios Hypothesis In: BCAM Working Papers.
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2023Revisiting the Great Ratios Hypothesis.(2023) In: Oxford Bulletin of Economics and Statistics.
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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.
[Full Text][Citation analysis]		paper92
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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2012Chinas emergence in the world economy and business cycles in Latin America.(2012) In: LSE Research Online Documents on Economics.
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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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2013Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults In: Staff Working Papers.
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2000Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration In: Working Papers.
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2000Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration.(2000) In: Cambridge Working Papers in Economics.
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2000Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration.(2000) In: CESifo Working Paper Series.
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2005ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION.(2005) In: Econometric Theory.
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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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2009Testing Dependence Among Serially Correlated Multicategory Variables In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article189
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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2006Testing Dependence among Serially Correlated Multi-Category Variables.(2006) In: IZA Discussion Papers.
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2003Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy In: Journal of the American Statistical Association.
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2001Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy.(2001) In: Edinburgh School of Economics Discussion Paper Series.
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1992A Simple Nonparametric Test of Predictive Performance. In: Journal of Business & Economic Statistics.
[Citation analysis]		article477
1990A SIMPLE, NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE..(1990) In: Cambridge Working Papers in Economics.
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1990A SIMPLE NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE..(1990) In: California Los Angeles - Applied Econometrics.
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1994Choice between Disaggregate and Aggregate Specifications Estimated by Instrumental Variables Methods. In: Journal of Business & Economic Statistics.
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1992Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods..(1992) In: Cambridge Working Papers in Economics.
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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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2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model In: Journal of Business & Economic Statistics.
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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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2011Forecast Combination Across Estimation Windows.(2011) In: Journal of Business & Economic Statistics.
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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.
[Full Text][Citation analysis]		article200
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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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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1985Testing for Structural Stability and Predictive Failure: A Review. In: The Manchester School of Economic & Social Studies.
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2006MACROECONOMETRIC MODELLING WITH A GLOBAL PERSPECTIVE* In: Manchester School.
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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.
[Full Text][Citation analysis]		article45
1997Diagnostics for IV Regressions.(1997) In: Cambridge Working Papers in Economics.
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2005The Cost Effectiveness of the UKs Sovereign Debt Portfolio In: Oxford Bulletin of Economics and Statistics.
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2012Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article24
2014Constructing Multi-Country Rational Expectations Models In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article17
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: The 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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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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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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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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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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