78
H index
186
i10 index
53586
Citations
Mohammad Hashem Pesaran : Citation Profile
University of Southern California | RESEARCH PRODUCTION: 199 Articles 522 Papers 3 Books 7 Chapters EDITOR: RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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51 years (1973 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Mohammad Hashem Pesaran. | Is cited by:
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Main data
Where Mohammad Hashem Pesaran has published?
Recent works citing Mohammad Hashem Pesaran (2024 and 2023)
| Year | Title of citing document | |
|---|---|---|
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | Dynamic 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. Full description at Econpapers || Download paper | |
| 2023 | Forecasting 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. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2023 | Ecological 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. Full description at Econpapers || Download paper | |
| 2023 | Regresiones 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. Full description at Econpapers || Download paper | |
| 2023 | Spatial 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. Full description at Econpapers || Download paper | |
| 2023 | Nexus 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. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2023 | Promoting 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. Full description at Econpapers || Download paper | |
| 2023 | Natural 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. Full description at Econpapers || Download paper | |
| 2023 | Funding 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. Full description at Econpapers || Download paper | |
| 2023 | Economic 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. Full description at Econpapers || Download paper | |
| 2023 | Turning 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. Full description at Econpapers || Download paper | |
| 2023 | Towards 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. Full description at Econpapers || Download paper | |
| 2023 | Sustainable 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. Full description at Econpapers || Download paper | |
| 2023 | Foreign 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. Full description at Econpapers || Download paper | |
| 2023 | Extending 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. Full description at Econpapers || Download paper | |
| 2023 | Heterogeneous 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. Full description at Econpapers || Download paper | |
| 2023 | Oil 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. Full description at Econpapers || Download paper | |
| 2024 | Assessment of the influence of Institutions and Globalization on environmental pollution for Open and Closed economies. (2024). Asongu, Simplice ; Gyamfi, Bright A ; Bekun, Festus V ; Ali, Ernest B ; Agozie, Divine Q. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:24/005. Full description at Econpapers || Download paper | |
| 2024 | Environmental impact of ISO 14001 certification in promoting Sustainable development: The moderating role of innovation and structural change in BRICS and MINT, and G7 economies. (2024). Asongu, Simplice ; Ofori, Elvis K ; Ahakwa, Isaac ; Gyamfi, Bright A ; Ali, Ernest B. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:24/014. Full description at Econpapers || Download paper | |
| 2024 | The role of green finance and governance effectiveness in the impact of renewable energy investment on CO2 emissions in BRICS economies. (2024). Asongu, Simplice ; Yadav, Ashutosh ; Behera, Deepak Kumar ; Gyamfi, Bright Akwasi. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:24/015. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2023 | Quest 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. Full description at Econpapers || Download paper | |
| 2023 | Does 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. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | Does 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. Full description at Econpapers || Download paper | |
| 2023 | Determinants of Bank Credit Supply to the Private Sector in Tanzania. (2023). Semu, Amanda M. In: African Journal of Economic Review. RePEc:ags:afjecr:333993. Full description at Econpapers || Download paper | |
| 2024 | Oil Price Shocks and Income Inequality in Nigeria: Evidence from Nonlinear ARDL Approach. (2024). Akinlo, Anthony. In: African Journal of Economic Review. RePEc:ags:afjecr:340552. Full description at Econpapers || Download paper | |
| 2024 | Deficit Financing and Economic Return to Public Expenditure in the CEMAC Member Countries. (2024). Senke, Ngeh Laura ; Tingum, Ernest Ngeh ; Atemnkeng, Johannes Tabi. In: African Journal of Economic Review. RePEc:ags:afjecr:340553. Full description at Econpapers || Download paper | |
| 2023 | Determinants of Inclusive Growth in Zambia. (2023). Habeenzu, Lennon Jambo. In: African Journal of Economic Review. RePEc:ags:afjecr:340554. Full description at Econpapers || Download paper | |
| 2024 | Effect of Exchange Rate Volatility and its Transmission Pathways on Economic Growth in Post Exchange Rate Liberalization Ghana. (2024). Forson, Priscilla ; Yuorkuu, Chrysantus A. In: African Journal of Economic Review. RePEc:ags:afjecr:340558. Full description at Econpapers || Download paper | |
| 2023 | Assessing the determinants of agricultural productivity in Somalia: An application of an ARDL model. (2023). Samatar, Elmi Hassan. In: Asian Journal of Agriculture and Rural Development. RePEc:ags:ajosrd:342408. Full description at Econpapers || Download paper | |
| 2023 | Factors 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. Full description at Econpapers || Download paper | |
| 2023 | Resource 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. Full description at Econpapers || Download paper | |
| 2023 | Food 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. Full description at Econpapers || Download paper | |
| 2023 | Indonesia’s forest management progress: empirical analysis of environmental Kuznets curve. (2023). Malahayati, Marissa. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:341536. Full description at Econpapers || Download paper | |
| 2023 | Impact of local processing of agricultural raw materials on job creation in the West African Monetary and Economic Union. (2023). Kouakou, Paul-Alfred Kouakou. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:341537. Full description at Econpapers || Download paper | |
| 2023 | The connectedness of Energy Transition Metals. (2023). Galeotti, Marzio ; Casoli, Chiara ; Bastianin, Andrea. In: FEEM Working Papers. RePEc:ags:feemwp:336984. Full description at Econpapers || Download paper | |
| 2023 | Is the Price Cap for Gas Useful? Evidence from European Countries. (2023). Rossini, Luca ; Ravazzolo, Francesco. In: FEEM Working Papers. RePEc:ags:feemwp:338790. Full description at Econpapers || Download paper | |
| 2023 | Analyzing 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. Full description at Econpapers || Download paper | |
| 2023 | Dynamics 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. Full description at Econpapers || Download paper | |
| 2024 | Higher Derivative Block Method Forecast Analysis of Agricultural Components and Their Impact on Economic Growth. (2024). Adeyeye, Oluwaseun ; Oyetade, Oluwatoyese Oluwapemi. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:341521. Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2023 | Impact 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. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2023 | Femicide Rates in Mexican Cities along the US-Mexico Border. (2023). Vemala, Prasad R ; Albuquerque, Pedro H. In: AMSE Working Papers. RePEc:aim:wpaimx:2316. Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2024 | . Full description at Econpapers || Download paper | |
| 2024 | . Full description at Econpapers || Download paper | |
| 2023 | Analysis 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. Full description at Econpapers || Download paper | |
| 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:
| Year | Title | Type | Cited |
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Works by Mohammad Hashem Pesaran:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2022 | Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model In: Papers. [Full Text][Citation analysis] | paper | 11 |
| 2020 | Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model.(2020) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2020 | Matching Theory and Evidence on Covid-19 Using a Stochastic Network SIR Model.(2020) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2024 | How to Detect Network Dependence in Latent Factor Models? A Bias-Corrected CD Test In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2021 | How to Detect Network Dependence in Latent Factor Models? A Bias-Corrected CD Testy.(2021) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2021 | Identifying the Effects of Sanctions on the Iranian Economy using Newspaper Coverage In: Papers. [Full Text][Citation analysis] | paper | 11 |
| 2021 | Identifying the Effects of Sanctions on the Iranian Economy using Newspaper Coverage.(2021) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2021 | Identifying the Effects of Sanctions on the Iranian Economy Using Newspaper Coverage.(2021) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2023 | Identifying the effects of sanctions on the Iranian economy using newspaper coverage.(2023) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2023 | Identification and Estimation of Categorical Random Coefficient Models In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Identification and Estimation of Categorical Random Coeficient Models.(2022) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2022 | Identification and Estimation of Categorical Random Coefficient Models.(2022) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2023 | Identification and estimation of categorical random coefficient models.(2023) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2024 | Heterogeneous Autoregressions in Short T Panel Data Models In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Heterogeneous Autoregressions in Short T Panel Data Models.(2023) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2023 | Heterogeneous Autoregressions in Short T Panel Data Models.(2023) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2023 | Structural Econometric Estimation of the Basic Reproduction Number for Covid-19 Across U.S. States and Selected Countries In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Structural Econometric Estimation of the Basic Reproduction Number for Covid-19 Across U.S. States and Selected Countries.(2023) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2023 | Structural Econometric Estimation of the Basic Reproduction Number for Covid-19 across U.S. States and Selected Countries.(2023) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2024 | Trimmed Mean Group Estimation of Average Effects in Ultra Short T Panels under Correlated Heterogeneity In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Causal effects of the Feds large-scale asset purchases on firms capital structure In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Causal effects of the Feds large-scale asset purchases on firms capital structure.(2022) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2022 | Causal Effects of the Feds Large-Scale Asset Purchases on Firms Capital Structure.(2022) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2023 | Pooled Bewley Estimator of Long Run Relationships in Dynamic Heterogenous Panels In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2023 | Pooled Bewley Estimator of Long-Run Relationships in Dynamic Heterogenous Panels.(2023) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2024 | Variable Selection in High Dimensional Linear Regressions with Parameter Instability In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2023 | Variable Selection in High Dimensional Linear Regressions with Parameter Instability.(2023) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2021 | Variable Selection in High Dimensional Linear Regressions with Parameter Instability.(2021) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2024 | High-dimensional forecasting with known knowns and known unknowns In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | High-Dimensional Forecasting with Known Knowns and Known Unknowns.(2024) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2024 | High-Dimensional Forecasting with Known Knowns and Known Unknowns.(2024) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2024 | Forecasting with panel data: Estimation uncertainty versus parameter heterogeneity In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2022 | Forecasting with panel data: estimation uncertainty versus parameter heterogeneity.(2022) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2022 | Forecasting With Panel Data: Estimation Uncertainty Versus Parameter Heterogeneity.(2022) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2017 | Tests of Policy Interventions in DSGE Models In: BCAM Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Tests of Policy Interventions in DSGE Models.(2018) In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2017 | Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors In: BCAM Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors.(2017) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2021 | Arbitrage pricing theory, the stochastic discount factor and estimation of risk premia in portfolios In: BCAM Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2022 | Revisiting the Great Ratios Hypothesis In: BCAM Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Revisiting the Great Ratios Hypothesis.(2022) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2022 | Revisiting the Great Ratios Hypothesis.(2022) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2023 | Revisiting the Great Ratios Hypothesis.(2023) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2014 | Tests of Policy Ineffectiveness in Macroeconometrics In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Tests of Policy Ineffectiveness in Macroeconometrics.(2014) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2014 | Tests of Policy Ineffectiveness in Macroeconometrics.(2014) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2014 | Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 88 |
| 2012 | Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing.(2012) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | paper | |
| 2016 | Counterfactual analysis in macroeconometrics: An empirical investigation into the effects of quantitative easing.(2016) In: Research in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | article | |
| 2012 | Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing.(2012) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | paper | |
| 2012 | Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | paper | |
| 2012 | China’s Emergence in the World Economy and Business Cycles in Latin America In: Staff Working Papers. [Full Text][Citation analysis] | paper | 106 |
| 2011 | China’s Emergence in the World Economy and Business Cycles in Latin America.(2011) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 106 | paper | |
| 2012 | Chinas Emergence in the World Economy and Business Cycles in Latin America.(2012) In: Economía Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 106 | article | |
| 2012 | Chinas emergence in the world economy and business cycles in Latin America.(2012) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 106 | paper | |
| 2011 | Chinas Emergence in the World Economy and Business Cycles in Latin America.(2011) In: IDB Publications (Working Papers). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 106 | paper | |
| 2011 | China’s Emergence in the World Economy and Business Cycles in Latin America.(2011) In: Research Department Publications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 106 | paper | |
| 2011 | Chinas Emergence in the World Economy and Business Cycles in Latin America.(2011) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 106 | paper | |
| 2013 | Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults In: Staff Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2000 | Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration In: Working Papers. [Full Text][Citation analysis] | paper | 198 |
| 2000 | Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration.(2000) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 198 | paper | |
| 2000 | Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration.(2000) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 198 | paper | |
| 2005 | ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION.(2005) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 198 | article | |
| 2001 | Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration.(2001) In: Computing in Economics and Finance 2001. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 198 | paper | |
| 2009 | Testing Dependence Among Serially Correlated Multicategory Variables In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 180 |
| 2006 | Testing Dependence Among Serially Correlated Multi-category Variables.(2006) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 180 | paper | |
| 2006 | Testing Dependence among Serially Correlated Multi-category Variables.(2006) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 180 | paper | |
| 2006 | Testing Dependence among Serially Correlated Multi-Category Variables.(2006) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 180 | paper | |
| 2003 | Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 66 |
| 2001 | Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy.(2001) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
| 1992 | A Simple Nonparametric Test of Predictive Performance. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 454 |
| 1990 | A SIMPLE, NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE..(1990) In: Cambridge Working Papers in Economics. [Citation analysis] This paper has nother version. Agregated cites: 454 | paper | |
| 1990 | A SIMPLE NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE..(1990) In: California Los Angeles - Applied Econometrics. [Citation analysis] This paper has nother version. Agregated cites: 454 | paper | |
| 1994 | Choice between Disaggregate and Aggregate Specifications Estimated by Instrumental Variables Methods. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 8 |
| 1992 | Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods..(1992) In: Cambridge Working Papers in Economics. [Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 1999 | Analysis of Exchange-Rate Target Zones Using a Limited-Dependent Rational-Expectations Model with Jumps. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 13 |
| 2004 | Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 715 |
| 2001 | Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model.(2001) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 715 | paper | |
| 2001 | Modelling regional interdependencies using a global error-correcting macroeconometric model.(2001) In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 715 | paper | |
| 2010 | Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model.(2010) In: EcoMod2003. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 715 | paper | |
| 2002 | Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model.(2002) In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 715 | paper | |
| 2004 | Rejoinder In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
| 2011 | Forecast Combination Across Estimation Windows In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 75 |
| 2011 | Forecast Combination Across Estimation Windows.(2011) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 75 | article | |
| 2011 | Lumpy Price Adjustments: A Microeconometric Analysis In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 33 |
| 2007 | Lumpy Price Adjustments: A Microeconometric Analysis..(2007) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
| 2007 | Lumpy Price Adjustments, A Microeconometric Analysis.(2007) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
| 2007 | Lumpy Price Adjustments: A Microeconometric Analysis.(2007) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
| 2007 | Lumpy Price Adjustments: A Microeconometric Analysis.(2007) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
| 2006 | Lumpy price adjustments : a microeconometric analysis.(2006) In: Working Paper Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
| 2011 | Lumpy Price Adjustments: A Microeconometric Analysis.(2011) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | article | |
| 1988 | 4 The Role of Theory in Applied Econometrics In: The Economic Record. [Full Text][Citation analysis] | article | 0 |
| 1998 | Structural Analysis of Cointegrating VARs In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 192 |
| 1998 | Structural Analysis of Cointegrating VARs.(1998) In: Cambridge Working Papers in Economics. [Citation analysis] This paper has nother version. Agregated cites: 192 | paper | |
| 2016 | THEORY AND PRACTICE OF GVAR MODELLING In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 123 |
| 2014 | Theory and Practice of GVAR Modeling.(2014) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 123 | paper | |
| 2014 | Theory and Practice of GVAR Modeling.(2014) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 123 | paper | |
| 2014 | Theory and practice of GVAR modeling.(2014) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 123 | paper | |
| 1995 | Predictability of Stock Returns: Robustness and Economic Significance. In: Journal of Finance. [Full Text][Citation analysis] | article | 467 |
| 1985 | Testing for Structural Stability and Predictive Failure: A Review. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 18 |
| 2006 | MACROECONOMETRIC MODELLING WITH A GLOBAL PERSPECTIVE* In: Manchester School. [Full Text][Citation analysis] | article | 93 |
| 2006 | Macroeconometric Modelling with a Global Perspective.(2006) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 93 | paper | |
| 2006 | Macroeconometric Modelling with a Global Perspective.(2006) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 93 | paper | |
| 2006 | Macroeconometric Modelling with a Global Perspective.(2006) In: IEPR Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 93 | paper | |
| 2011 | BEYOND THE DSGE STRAITJACKET-super-1 In: Manchester School. [Full Text][Citation analysis] | article | 8 |
| 1999 | Diagnostics for IV Regressions In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 45 |
| 1997 | Diagnostics for IV Regressions.(1997) In: Cambridge Working Papers in Economics. [Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
| 2005 | The Cost Effectiveness of the UKs Sovereign Debt Portfolio In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 2 |
| 2014 | Constructing Multi-Country Rational Expectations Models In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 17 |
| 2018 | To Pool or Not to Pool: Revisited In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 2015 | To Pool or not to Pool: Revisited.(2015) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2017 | To Pool or not to Pool: Revisited.(2017) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2018 | Uncertainty and economic activity: a multi-country perspective In: Bank of England working papers. [Full Text][Citation analysis] | paper | 37 |
| 2018 | Uncertainty and Economic Activity: A Multi-Country Perspective.(2018) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
| 2018 | Uncertainty and Economic Activity: A Multi-Country Perspective.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
| 2018 | Uncertainty and Economic Activity: A Multi-Country Perspective.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
| 2020 | Uncertainty and Economic Activity: A Multicountry Perspective.(2020) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | article | |
| 2000 | Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 43 |
| 2000 | Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy.(2000) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
| 2002 | Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy.(2002) In: Royal Economic Society Annual Conference 2002. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
| 2000 | The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2000 | The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach.(2000) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2003 | Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 36 |
| 2003 | Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence.(2003) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2003 | How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 99 |
| 2003 | How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?.(2003) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 99 | paper | |
| 2004 | How costly is it to ignore breaks when forecasting the direction of a time series?.(2004) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 99 | article | |
| 2003 | Macroeconomic Dynamics and Credit Risk: A Global Perspective In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 176 |
| 2003 | Macroeconomic Dynamics and Credit Risk: A Global Perspective.(2003) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 176 | paper | |
| 2006 | Macroeconomic Dynamics and Credit Risk: A Global Perspective.(2006) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 176 | article | |
| Macroeconomic Dynamics and Credit Risk: A Global Perspective.() In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 176 | paper | ||
| 2003 | Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 216 |
| 2003 | Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks.(2003) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 216 | paper | |
| 2004 | Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks.(2004) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 216 | paper | |
| 2005 | Small sample properties of forecasts from autoregressive models under structural breaks.(2005) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 216 | article | |
| 2003 | Scope for Cost Minimization in Public Debt Management: the Case of the UK In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2003 | A Simple Panel Unit Root Test in the Presence of Cross Section Dependence In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 4249 |
| 2007 | A simple panel unit root test in the presence of cross-section dependence.(2007) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4249 | article | |
| 2003 | On The Panel Unit Root Tests Using Nonlinear Instrumental Variables In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 43 |
| 2004 | Econometric Issues in the Analysis of Contagion In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 182 |
| 2004 | Econometric Issues in the Analysis of Contagion.(2004) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 182 | paper | |
| 2007 | Econometric issues in the analysis of contagion.(2007) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 182 | article | |
| 2004 | Econometric Issues in the Analysis of Contagion.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2004. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 182 | paper | |
| 2004 | ‘Real Time Econometrics’ In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 22 |
| 2004 | Real Time Econometrics.(2004) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| 2004 | Real Time Econometrics.(2004) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| 2005 | REAL-TIME ECONOMETRICS.(2005) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
| 2004 | Real Time Econometrics.(2004) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| 2004 | ‘Forecasting Time Series Subject to Multiple Structural Breaks’ In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 227 |
| 2004 | Forecasting Time Series Subject to Multiple Structural Breaks.(2004) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 227 | paper | |
| 2004 | Forecasting Time Series Subject to Multiple Structural Breaks.(2004) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 227 | paper | |
| 2004 | Forecasting Time Series Subject to Multiple Structural Breaks.(2004) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 227 | paper | |
| 2006 | Forecasting Time Series Subject to Multiple Structural Breaks.(2006) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 227 | article | |
| 2004 | ‘Random Coefficient Panel Data Models’ In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 49 |
| 2004 | Random Coefficient Panel Data Models.(2004) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
| 2004 | Random Coefficient Panel Data Models.(2004) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
| 2004 | Random Coefficient Panel Data Models.(2004) In: IEPR Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
| 2004 | ‘General Diagnostic Tests for Cross Section Dependence in Panels’ In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 3655 |
| 2004 | General Diagnostic Tests for Cross Section Dependence in Panels.(2004) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3655 | paper | |
| 2004 | General Diagnostic Tests for Cross Section Dependence in Panels.(2004) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3655 | paper | |
| 2021 | General diagnostic tests for cross-sectional dependence in panels.(2021) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3655 | article | |
| 2004 | A Pair-wise Approach to Testing for Output and Growth Convergence In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 197 |
| 2004 | A Pair-Wise Approach to Testing for Output and Growth Convergence.(2004) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 197 | paper | |
| 2007 | A pair-wise approach to testing for output and growth convergence.(2007) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 197 | article | |
| 2004 | A Pair-Wise Approach to Testing for Output and Growth Convergence.(2004) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 197 | paper | |
| 2005 | Testing Slope Homogeneity in Large Panels In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1148 |
| 2005 | Testing Slope Homogeneity in Large Panels.(2005) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1148 | paper | |
| 2008 | Testing slope homogeneity in large panels.(2008) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1148 | article | |
| 2005 | Testing Slope Homogeneity in Large Panels.(2005) In: IEPR Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1148 | paper | |
| 2005 | Exploring the International Linkages of the Euro Area: a Global VAR Analysis In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 699 |
| 2005 | Exploring the International Linkages of the Euro Area: a Global VAR Analysis.(2005) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 699 | paper | |
| 2005 | Exploring the international linkages of the euro area: a global VAR analysis.(2005) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 699 | paper | |
| 2007 | Exploring the international linkages of the euro area: a global VAR analysis.(2007) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 699 | article | |
| 2006 | Exploring the International Linkages of the Euro Area: a Global VAR Analysis.(2006) In: Computing in Economics and Finance 2006. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 699 | paper | |
| 2004 | Exploring the International Linkages of the Euro Area: A Global VAR Analysis.(2004) In: IEPR Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 699 | paper | |
| 2005 | Scope for Credit Risk Diversification In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Scope for Credit Risk Diversification.(2005) In: IEPR Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2005 | Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 25 |
| 2005 | Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns.(2005) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 2005 | Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 2005 | What if the UK has Joined the Euro in 1999? An Empirical Evaluation using a Global VAR In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 15 |
| 2005 | What if the UK had Joined the Euro in 1999? An Empirical Evaluation Using a Global VAR.(2005) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2005 | What if the UK had Joined the Euro in 1999? An Empirical Evaluation using a Global VAR.(2005) In: IEPR Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2005 | The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
| 2005 | The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification.(2005) In: IEPR Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2005 | Unit Roots and Cointegration in Panels In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 155 |
| 2005 | Unit Roots and Cointegration in Panels.(2005) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 155 | paper | |
| 2005 | Unit Roots and Cointegration in Panels.(2005) In: IEPR Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 155 | paper | |
| 2005 | Unit roots and cointegration in panels.(2005) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 155 | paper | |
| 2005 | Survey Expectations In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 125 |
| 2005 | Survey Expectations.(2005) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 125 | paper | |
| 2006 | Survey Expectations.(2006) In: Handbook of Economic Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 125 | chapter | |
| 2005 | Survey Expectations.(2005) In: IEPR Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 125 | paper | |
| 2006 | Learning, Structural Instability and Present Value Calculations In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 43 |
| 2006 | Learning, Structural Instability and Present Value Calculations.(2006) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
| 2006 | Learning, structural instability and present value calculations.(2006) In: Computing in Economics and Finance 2006. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
| 2006 | Learning, Structural Instability and Present Value Calculations.(2006) In: IEPR Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
| 2007 | Learning, Structural Instability, and Present Value Calculations.(2007) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | article | |
| 2006 | Learning, structural instability and present value calculations.(2006) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
| 2006 | Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
| 2006 | Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures.(2006) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2006 | A Bias-Adjusted LM Test of Error Cross Section Independence In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 430 |
| 2008 | A bias-adjusted LM test of error cross-section independence.(2008) In: Econometrics Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 430 | article | |
| 2006 | Panels with Nonstationary Multifactor Error Structures In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 515 |
| 2006 | Panels with Nonstationary Multifactor Error Structures.(2006) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 515 | paper | |
| 2011 | Panels with non-stationary multifactor error structures.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 515 | article | |
| 2010 | Panels with nonstationary multifactor error structures.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 515 | paper | |
| 2006 | Panels with Nonstationary Multifactor Error Structures.(2006) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 515 | paper | |
| 2006 | Panels with Nonstationary Multifactor Error Structures.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 515 | paper | |
| 2006 | A Spatio-Temporal Model of House Prices in the US In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 264 |
| 2006 | A Spatio-Temporal Model of House Prices in the US.(2006) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 264 | paper | |
| 2010 | A spatio-temporal model of house prices in the USA.(2010) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 264 | article | |
| 2006 | A Spatio-Temporal Model of House Prices in the US.(2006) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 264 | paper | |
| 2006 | Econometrics: A Bird’s Eye View In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Econometrics: A Bird’s Eye View.(2006) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2006 | Econometrics: A Birds Eye View.(2006) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2007 | Long Run Macroeconomic Relations in the Global Economy In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 104 |
| 2007 | Long Run Macroeconomic Relations in the Global Economy.(2007) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 104 | paper | |
| 2007 | Long Run Macroeconomic Relations in the Global Economy.(2007) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 104 | paper | |
| 2007 | Long run macroeconomic relations in the global economy.(2007) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 104 | paper | |
| 2007 | Long Run Macroeconomic Relations in the Global Economy.(2007) In: Economics Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 104 | paper | |
| 2007 | Long Run Macroeconomic Relations in the Global Economy.(2007) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 104 | article | |
| 2007 | On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 5 |
| 2007 | On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables.(2007) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2007 | On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables.(2007) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2007 | On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables.(2007) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2007 | Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 14 |
| 2007 | Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models.(2007) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2007 | Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models.(2007) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2007 | Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 26 |
| 2007 | Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution.(2007) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 2007 | Large Panels with Common Factors and Spatial Correlations In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 396 |
| 2007 | Large Panels with Common Factors and Spatial Correlations.(2007) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 396 | paper | |
| 2011 | Large panels with common factors and spatial correlation.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 396 | article | |
| 2011 | Large panels with common factors and spatial correlation.(2011) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 396 | paper | |
| 2007 | Large Panels with Common Factors and Spatial Correlations.(2007) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 396 | paper | |
| 2007 | Assessing forecast uncertainties in a VECX* model for Switzerland: an exercise in forecast combination across models and observation windows In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows.(2007) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2007 | Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows.(2007) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2007 | Infinite Dimensional VARs and Factor Models In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 105 |
| 2007 | Infinite Dimensional VARs and Factor Models.(2007) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 105 | paper | |
| 2009 | Infinite-dimensional VARs and factor models.(2009) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 105 | paper | |
| 2011 | Infinite-dimensional VARs and factor models.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 105 | article | |
| 2007 | Infinite Dimensional VARs and Factor Models.(2007) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 105 | paper | |
| 2007 | Panel Unit Root Tests in the Presence of a Multifactor Error Structure. In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 990 |
| 2008 | Panel Unit Root Tests in the Presence of a Multifactor Error Structure.(2008) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 990 | paper | |
| 2013 | Panel unit root tests in the presence of a multifactor error structure.(2013) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 990 | article | |
| 2007 | Panel Unit Root Tests in the Presence of a Multifactor Error Structure.(2007) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 990 | paper | |
| 2008 | Panel Unit Root Tests in the Presence of a Multifactor Error Structure.(2008) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 990 | paper | |
| 2008 | Identification of New Keynesian Phillips Curves from a Global Perspective. In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 130 |
| 2008 | Identification of New Keynesian Phillips Curves from a Global Perspective.(2008) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 130 | paper | |
| 2008 | Identification of new Keynesian Phillips Curves from a global perspective..(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 130 | paper | |
| 2008 | Identification of New Keynesian Phillips Curves from a Global Perspective.(2008) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 130 | paper | |
| 2009 | Identification of New Keynesian Phillips Curves from a Global Perspective.(2009) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother version. Agregated cites: 130 | article | |
| 2009 | Identification of New Keynesian Phillips Curves from a Global Perspective.(2009) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 130 | article | |
| 2008 | Forecasting Economic and Financial Variables with Global VARs In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 117 |
| 2008 | Forecasting Economic and Financial Variables with Global VARs.(2008) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 117 | paper | |
| 2009 | Forecasting economic and financial variables with global VARs.(2009) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 117 | article | |
| 2008 | Forecasting economic and financial variables with global VARs.(2008) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 117 | paper | |
| 2008 | Model Averaging in Risk Management with an Application to Futures Markets In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 31 |
| 2008 | Model Averaging in Risk Management with an Application to Futures Markets.(2008) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
| 2009 | Model averaging in risk management with an application to futures markets.(2009) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | article | |
| 2008 | A VECX* Model of the Swiss Economy In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 13 |
| 2008 | A VECX Model of the Swiss Economy.(2008) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2009 | A VECX* model of the Swiss economy.(2009) In: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2008 | Optimal Asset Allocation with Factor Models for Large Portfolios In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 8 |
| 2008 | Optimal Asset Allocation with Factor Models for Large Portfolios.(2008) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2008 | Forecasting Random Walks Under Drift Instability In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 5 |
| 2008 | Forecasting Random Walks Under Drift Instability.(2008) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2008 | Iranian Economy in the Twentieth Century: A Global Perspective In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 7 |
| 2008 | Iranian Economy in Twentieth Century: A Global Perspective.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2009 | Variable Selection and Inference for Multi-period Forecasting Problems In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Variable Selection and Inference for Multi-period Forecasting Problems.(2009) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2009 | Variable Selection and Inference for Multi-period Forecasting Problems.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2009 | Weak and Strong Cross Section Dependence and Estimation of Large Panels In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 289 |
| 2009 | Weak and Strong Cross Section Dependence and Estimation of Large Panels.(2009) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 289 | paper | |
| 2009 | Weak and strong cross section dependence and estimation of large panels.(2009) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 289 | paper | |
| 2011 | Weak and strong cross‐section dependence and estimation of large panels.(2011) In: Econometrics Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 289 | article | |
| 2009 | Oil Exports and the Iranian Economy In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 81 |
| 2009 | Oil Exports and the Iranian Economy.(2009) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 81 | paper | |
| 2013 | Oil exports and the Iranian economy.(2013) In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 81 | article | |
| 2010 | Oil Exports and the Iranian Economy.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 81 | paper | |
| 2009 | Oil Exports and the Iranian Economy.(2009) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 81 | paper | |
| 2009 | Spatial and Temporal Diffusion of House Prices in the UK In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 163 |
| 2010 | Spatial and Temporal Diffusion of House Prices in the UK.(2010) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 163 | paper | |
| 2011 | The spatial and temporal diffusion of house prices in the UK.(2011) In: Journal of Urban Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 163 | article | |
| 2010 | Spatial and Temporal Diffusion of House Prices in the UK.(2010) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 163 | paper | |
| Spatial and Temporal Diffusion of House Prices in the UK.() In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 163 | paper | ||
| 2010 | Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 85 |
| 2010 | Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit.(2010) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 85 | paper | |
| 2010 | Econometric analysis of high dimensional VARs featuring a dominant unit.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 85 | paper | |
| 2013 | Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit.(2013) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 85 | article | |
| 2010 | Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 29 |
| 2010 | Predictability of Asset Returns and the Efficient Market Hypothesis In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
| 2010 | Predictability of Asset Returns and the Efficient Market Hypothesis.(2010) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2010 | Predictability of Asset Returns and the Efficient Market Hypothesis.(2010) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2011 | Aggregation in Large Dynamic Panels In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 28 |
| 2011 | Aggregation in Large Dynamic Panels.(2011) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 2014 | Aggregation in large dynamic panels.(2014) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | article | |
| 2011 | Aggregation in large dynamic panels.(2011) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 2011 | Aggregation in Large Dynamic Panels.(2011) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 2011 | On Identification of Bayesian DSGE Models In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 60 |
| 2011 | On Identification of Bayesian DSGE Models.(2011) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 60 | paper | |
| 2011 | On Identification of Bayesian DSGE Models.(2011) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 60 | paper | |
| 2011 | On Identification of Bayesian DSGE Models.(2011) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 60 | paper | |
| 2011 | On Identification of Bayesian DSGE Models*.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 60 | paper | |
| 2013 | On Identification of Bayesian DSGE Models.(2013) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 60 | article | |
| 2011 | Beyond the DSGE straightjacket In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 32 |
| 2011 | Beyond the DSGE Straitjacket.(2011) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| 2011 | Beyond the DSGE Straitjacket.(2011) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| 2011 | Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 7 |
| 2011 | Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults.(2011) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2011 | Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults.(2011) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2011 | Optimal Forecasts in the Presence of Structural Breaks (Updated 14 November 2011) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Exponent of Cross-sectional Dependence: Estimation and Inference In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 45 |
| 2012 | Exponent of Cross-sectional Dependence: Estimation and Inference.(2012) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
| 2012 | Exponent of Cross-sectional Dependence: Estimation and Inference.(2012) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
| 2012 | Testing Weak Cross-Sectional Dependence in Large Panels In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 588 |
| 2012 | Testing Weak Cross-Sectional Dependence in Large Panels.(2012) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 588 | paper | |
| 2012 | Testing Weak Cross-Sectional Dependence in Large Panels.(2012) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 588 | paper | |
| 2015 | Testing Weak Cross-Sectional Dependence in Large Panels.(2015) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 588 | article | |
| 2012 | Testing CAPM with a Large Number of Assets (Updated 28th March 2012) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 11 |
| 2012 | An Empirical Growth Model for Major Oil Exporters In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 82 |
| 2012 | An Empirical Growth Model for Major Oil Exporters.(2012) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | paper | |
| 2012 | An Empirical Growth Model for Major Oil Exporters.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | paper | |
| 2012 | An Empirical Growth Model for Major Oil Exporters.(2012) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | paper | |
| 2014 | AN EMPIRICAL GROWTH MODEL FOR MAJOR OIL EXPORTERS.(2014) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | article | |
| 2012 | Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 6 |
| 2013 | One Hundred Years of Oil Income and the Iranian Economy: A curse or a Blessing In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 28 |
| 2013 | One Hundred Years of Oil Income and the Iranian Economy: A Curse or a Blessing?.(2013) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 2013 | One Hundred Years of Oil Income and the Iranian Economy: A Curse or a Blessing?.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 2013 | Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 799 |
| 2013 | Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors.(2013) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 799 | paper | |
| 2015 | Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 799 | article | |
| 2013 | Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors.(2013) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 799 | paper | |
| 2013 | Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 86 |
| 2013 | Debt, Inflation and Growth - Robust Estimation of Long-Run Effects in Dynamic Panel Data Models.(2013) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 86 | paper | |
| 2013 | Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 86 | paper | |
| 2013 | Debt, inflation and growth robust estimation of long-run effects in dynamic panel data models.(2013) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 86 | paper | |
| 2013 | A Two Stage Approach to Spatiotemporal Analysis with Strong and weak cross Sectional Dependence In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 24 |
| 2014 | A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence.(2014) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
| 2014 | Uncertainty and Economic Activity: A Global Perspective In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 47 |
| 2014 | Uncertainty and Economic Activity: A Global Perspective.(2014) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
| 2014 | Uncertainty and Economic Activity: A Global Perspective.(2014) In: IDB Publications (Working Papers). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
| 2014 | Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 5 |
| 2014 | Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects.(2014) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2014 | A multiple testing approach to the regularisation of large sample correlation matrices In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 13 |
| 2014 | A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices.(2014) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2019 | A multiple testing approach to the regularisation of large sample correlation matrices.(2019) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2015 | A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2015 | Long-Run Effects in Large Heterogenous Panel Data Models with Cross-Sectionally Correlated Errors In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 125 |
| 2016 | Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors.(2016) In: Advances in Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 125 | chapter | |
| 2015 | Long-run effects in large heterogenous panel data models with cross-sectionally correlated errors.(2015) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 125 | paper | |
| 2015 | Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 70 |
| 2015 | Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis.(2015) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
| 2016 | Country-specific oil supply shocks and the global economy: A counterfactual analysis.(2016) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | article | |
| 2015 | Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
| 2015 | Country-Specific Oil Supply Shocks and the Global Economy: a Counterfactual Analysis.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
| 2015 | Country-specific oil supply shocks and the global economy: a counterfactual analysis.(2015) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
| 2015 | Is There a Debt-threshold Effect on Output Growth? In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 192 |
| 2015 | Is there a Debt-Threshold Effect on Output Growth?.(2015) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 192 | paper | |
| 2015 | Is there a debt-threshold effect on output growth?.(2015) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 192 | paper | |
| 2015 | Is There a Debt-threshold Effect on Output Growth?.(2015) In: IMF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 192 | paper | |
| 2017 | Is There a Debt-Threshold Effect on Output Growth?.(2017) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 192 | article | |
| 2016 | Big Data Analytics: A New Perspective In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
| 2016 | Big Data Analytics: A New Perspective.(2016) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2016 | Big data analytics: a new perspective.(2016) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2016 | Oil Prices and the Global Economy: Is It Different This Time Around? In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 97 |
| 2016 | Oil Prices and the Global Economy: Is it Different this Time Around?.(2016) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 97 | paper | |
| 2017 | Oil prices and the global economy: Is it different this time around?.(2017) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 97 | article | |
| 2016 | Oil prices and the global economy: Is it different this time around?.(2016) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 97 | paper | |
| 2016 | Oil Prices and the Global Economy: Is It Different This Time Around?.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 97 | paper | |
| 2016 | Oil prices and the global economy: is it different this time around?.(2016) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 97 | paper | |
| 2016 | Oil Prices and the Global Economy: Is It Different This Time Around?.(2016) In: IMF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 97 | paper | |
| 2016 | A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 25 |
| 2016 | A one-covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models.(2016) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 2018 | A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High‐Dimensional Linear Regression Models.(2018) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
| 2016 | Econometric Analysis of Production Networks with Dominant Units In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 32 |
| 2016 | Econometric Analysis of Production Networks with Dominant Units.(2016) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| 2020 | Econometric analysis of production networks with dominant units.(2020) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | article | |
| 2016 | Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes.(2016) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2020 | Double-Question Survey Measures for the Analysis of Financial Bubbles and Crashes.(2020) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2018 | Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR.(2019) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2019 | Identifying global and national output and fiscal policy shocks using a GVAR.(2019) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2020 | Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR.(2020) In: Advances in Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | chapter | |
| 2019 | Identifying Global and National Output and Fiscal Policy ShocksUsing a GVAR.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2018 | Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR.(2018) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2019 | Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 126 |
| 2019 | Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis.(2019) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 126 | paper | |
| 2021 | Long-term macroeconomic effects of climate change: A cross-country analysis.(2021) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 126 | article | |
| 2019 | Long-term macroeconomic effects of climate change: A cross-country analysis.(2019) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 126 | paper | |
| 2019 | Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 126 | paper | |
| 2019 | Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis.(2019) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 126 | paper | |
| 2019 | Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis.(2019) In: IMF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 126 | paper | |
| 2019 | Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 126 | paper | |
| 2020 | A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 52 |
| 2020 | A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model.(2020) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 2020 | A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 2021 | A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model.(2021) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | article | |
| 2020 | A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model.(2020) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 2020 | A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 2020 | A Counterfactual Economic Analysis of COVID-19 Using a Threshold Augmented Multi-Country Model.(2020) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 2020 | A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 2020 | Regional Heterogeneity and U.S. Presidential Elections In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Regional Heterogeneity and U.S. Presidential Elections.(2020) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2022 | Climate Change and Economic Activity: Evidence from U.S. States In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 6 |
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| 2022 | Climate Change and Economic Activity: Evidence from U.S. States.(2022) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2022 | Climate change and economic activity: Evidence from US states.(2022) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2022 | Climate change and economic activity: evidence from US states.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
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| 2022 | A Spatiotemporal Equilibrium Model of Migration and Housing Interlinkages In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2021 | A Spatiotemporal Equilibrium Model of Migration and Housing Interlinkages.(2021) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2022 | A spatiotemporal equilibrium model of migration and housing interlinkages.(2022) In: Journal of Housing Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2022 | Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2022 | Social Distancing, Vaccination and Evolution of Covid-19 Transmission Rates in Europe.(2022) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2022 | Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe.(2022) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2023 | Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe.(2023) In: IMF Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2023 | Reflections on Testing for Unit Roots in Heterogeneous Panels In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2023 | Reflections on “Testing for Unit Roots in Heterogeneous Panels”.(2023) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2023 | The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-strong, and Latent Factors In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2023 | The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-Strong, and Latent Factors.(2023) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2023 | Trimmed Mean Group Estimation of Average Treatment Effects in Ultra Short T Panels under Correlated Heterogeneity In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Trimmed Mean Group Estimation of Average Treatment Effects in Ultra Short T Panels under Correlated Heterogeneity.(2023) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2024 | Forecasting 2024 US Presidential Election by States Using County Level Data: Too Close to Call In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Forecasting 2024 US Presidential Election by States Using County Level Data: Too Close to Call.(2024) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1990 | ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF US UNEMPLOYMENT. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 2 |
| 1990 | ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT..(1990) In: California Los Angeles - Applied Econometrics. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 1990 | ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT..(1990) In: Tilburg - Center for Economic Research. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 1990 | Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of U.S. unemployment.(1990) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 1990 | Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of U.S. unemployment.(1990) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 1990 | EXPECTATIONS IN ECONOMICS. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 2 |
| 1990 | ESTIMATING LIMITED-DEPENDENCE RATIONAL EXOECTATIONS MODELS. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 0 |
| 1990 | PERSISTENCE, COINTEGRATION AND AGGREGATION: A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE US ECONOMY. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 48 |
| 1993 | Persistence, cointegration, and aggregation : A disaggregated analysis of output fluctuations in the U.S. economy.(1993) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | article | |
| 1990 | PERSISTENCE, COINTEGRATION AND AGGREGATION: A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE U.S. ECONOMY..(1990) In: California Los Angeles - Applied Econometrics. [Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
| 1990 | THE STATISTICAL AND ECONOMIC SIGNIFICANCE OF THE PREDICTABILITY OF EXESS RETURNS ON COMMON STOCKS. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 2 |
| 1990 | THE STATISTICAL AND ECONOMIC SIGNIFICANCE OF THE PREDICTABILITY OF EXCESS RETURNS ON COMMON STOCKS..(1990) In: California Los Angeles - Applied Econometrics. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 1992 | Oil Investment in the North Sea. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 20 |
| 1994 | Oil investment in the North Sea.(1994) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
| 1990 | Oil Investment in the North Sea.(1990) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 1992 | Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 11 |
| 1992 | Uncertainty and Irreversible Investment an Empirical Analysis of Development of Oil Fields in the UKCS.(1992) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 1992 | The Role of Sectoral Interactions in Wage Determination in the UK Economy. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 22 |
| 1993 | The Role of Sectoral Interactions in Wage Determination in the UK Economy..(1993) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
| 1992 | Estimating Long-Run Relationships From Dynamic Heterogeneous Panels In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 2764 |
| 1995 | Estimating long-run relationships from dynamic heterogeneous panels.(1995) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2764 | article | |
| 1992 | Forecasting Stock Returns. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 2 |
| 1992 | A Generalisation of the Non-Parametric Henriksson-Merton Test of Market Timing. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 38 |
| 1994 | A generalization of the non-parametric Henriksson-Merton test of market timing.(1994) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | article | |
| 1992 | A Generalised R2 Criterion for Regression Models Estimated by the Instrumental Variable Method. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 6 |
| 1992 | A Non-Nested Test of Level-Differenced versus Log-Differenced Stationary Models. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 3 |
| 1992 | The Interaction Between Theory and Observation in Economics. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 4 |
| 1992 | Theory and Evidence in Economics. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 2 |
| 1993 | Cointegration and Direct Tests of the Rational Expectations Hypothesis. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 7 |
| 1993 | Cointegration and Speed of Convergence to Equilibrium. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 280 |
| 1996 | Cointegration and speed of convergence to equilibrium.(1996) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 280 | article | |
| 1993 | Exchange Rate Unification, the Role of Markets and Planning in the Iranian Economic Reconstruction. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 1 |
| 1993 | The Natural Rate Hypothesis and its Testable Implications. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 4 |
| 1993 | Limited-Dependent Rational Expectations Models with Stochastic Thresholds. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 12 |
| 1996 | Limited-dependent rational expectations models with stochastic thresholds.(1996) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 1993 | Forecasting Ultimate Resource Recovery. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 22 |
| 1995 | Forecasting ultimate resource recovery.(1995) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
| 1993 | Limited-Dependaent Rational Expectations Models with Future Expectations. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 13 |
| 1995 | Limited-dependent rational expectations models with future expectations.(1995) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 1995 | The Use of Recursive Model Selection Strategies in Forecasting Stock Returns. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 0 |
| 1995 | A Floor and Ceiling Model of U.S. Output. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 131 |
| 1997 | A floor and ceiling model of US output.(1997) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 131 | article | |
| 1995 | Multivariate Rational Expectations Models and Macroeconomic Modelling: A Review and Some New Results. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 123 |
| 1995 | Iranian Economy During the Pahlavi Era In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 0 |
| 1995 | Long-Run Structural Modelling. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 150 |
| 1999 | Long-Run Structural Modelling.(1999) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 150 | paper | |
| 2002 | LONG-RUN STRUCTURAL MODELLING.(2002) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 150 | article | |
| 1995 | Dynamic Linear Models for Heterogeneous Panels. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 42 |
| 1995 | Planning and Macroeconomic Stabilization in Iran. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 7 |
| 1995 | Planning and Macroeconomic Stabilization in Iran.(1995) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 1995 | A Discrete-Time Version of Target Zone Models with Jumps. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 6 |
| 1995 | A Discrete-Time Version of Target Zone Models with Jumps..(1995) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 1995 | A Discrete-Time Version of Target Zone Models with Jumps..(1995) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 1995 | An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 349 |
| 1995 | New Directions in Applied Macroeconomic Modelling. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 3 |
| 1995 | Testing for Unit Roots in Heterogeneous Panels. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 6840 |
| 2003 | Testing for unit roots in heterogeneous panels.(2003) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6840 | article | |
| 1995 | Growth and Convergence: A Multi-Country Empirical Analysis of the Solow Growth Model. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 8 |
| 1995 | Decision-Making in the Presence of Heterogeneous Information and Social Interactions. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 12 |
| 1998 | Decision Making in the Presence of Heterogeneous Information and Social Interactions..(1998) In: International Economic Review. [Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 1996 | The Role of Economic Theory in Modelling the Long Run. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 322 |
| 1997 | The Role of Economic Theory in Modelling the Long Run..(1997) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 322 | article | |
| 1996 | Stochastic Growth. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 35 |
| 1996 | A Decision_Theoretic Approach to Forecast Evaluation. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 22 |
| 1996 | Multivariate Linear Rational Expectations Models: Characterisation of the Nature of the Solutions and Their Fully Recursive Computation. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 25 |
| 1996 | Testing for the Existence of a Long-run Relationship In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 264 |
| 1996 | A Recursive Modelling Approach to Predicting UK Stock Returns In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 115 |
| 2000 | A Recursive Modelling Approach to Predicting UK Stock Returns..(2000) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 115 | article | |
| 1997 | Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 407 |
| 1999 | Structural analysis of vector error correction models with exogenous I(1) variables.(1999) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 407 | paper | |
| 1997 | Structural analysis of vector error correction models with exogenous I(1) variables (first version).(1997) In: Edinburgh School of Economics Discussion Paper Series. [Citation analysis] This paper has nother version. Agregated cites: 407 | paper | |
| 2000 | Structural analysis of vector error correction models with exogenous I(1) variables.(2000) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 407 | article | |
| 1997 | Solution of Multivariate Linear Rational Expectations Models and Large Sparse Linear Systems In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 7 |
| 1997 | Generalised Impulse Response Analysis in Linear Multivariate Models In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 3012 |
| 1998 | Generalized impulse response analysis in linear multivariate models.(1998) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3012 | article | |
| 1997 | Pooled Estimation of Long-run Relationships in Dynamic Heterogeneous Panels In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 98 |
| 1998 | Bias Reduction in Estimating Long-run Relationships from Dynamic Heterogenous Panels In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 4 |
| 1998 | Cross-sectional Aggregation of Non-linear Models In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 36 |
| 2000 | Cross-sectional aggregation of non-linear models.(2000) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | article | |
| 1998 | Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 26 |
| 1998 | Optimal Consumption Decisions under Social Interactions In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 4 |
| 1998 | Analytical and Numerical Solution of Finite-horizon Nonlinear Rational Expectations Models In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 9 |
| 1998 | A Long-run Structural Macro-econometric Model of the UK In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 121 |
| 2003 | A Long run structural macroeconometric model of the UK.(2003) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 121 | article | |
| 2001 | A long run structural macroeconometric model of the UK.(2001) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 121 | paper | |
| 1998 | Economic Trends and Macroeconomic Policies in Post-revolutionary Iran In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 5 |
| 1998 | A Structural Cointegrating VAR Approach to Macroeconometric Modelling In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 20 |
| 1998 | A structural cointegrating VAR approach to macroeconometric modelling.(1998) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 1998 | Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 269 |
| 2002 | Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods.(2002) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 269 | article | |
| 1999 | Neglected Heterogeneity and Dynamics in Cross-country Savings Regressions In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 84 |
| 1999 | Bounds Testing Approaches to the Analysis of Long-run Relationships In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 104 |
| 1999 | Bounds Testing Approaches to the Analysis of Long Run Relationships.(1999) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 104 | paper | |
| 1999 | Economic and Statistical Measures of Forecast Accuracy In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 20 |
| 1999 | Non-nested Hypothesis Testing: An Overview In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 15 |
| 1999 | On Aggregation of Linear Dynamic Models In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
| 1999 | Model Instability and Choice of Observation Window In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 2004 | Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2591 |
| 2006 | Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure.(2006) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2591 | article | |
| 2004 | Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 15 |
| 2005 | Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management.(2005) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2004 | Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2004. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2004 | Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management.(2004) In: IEPR Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2005 | Firm Heterogeneity and Credit Risk Diversification In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 38 |
| 2008 | Firm heterogeneity and credit risk diversification.(2008) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | article | |
| 2005 | Global Business Cycles and Credit Risk In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 23 |
| 2007 | Global Business Cycles and Credit Risk.(2007) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | chapter | |
| 2005 | Global Business Cycles and Credit Risk.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2007 | Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 23 |
| 2009 | Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2010 | Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 30 |
| 2010 | Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash.(2010) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
| 2010 | Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 44 |
| 2010 | Supply, demand and monetary policy shocks in a multi-country New Keynesian Model.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
| 2012 | Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 2012 | Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models.(2012) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2012 | Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2012 | An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
| 2012 | An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects.(2012) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2017 | Exponential class of dynamic binary choice panel data models with fixed effects.(2017) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2013 | Large Panel Data Models with Cross-Sectional Dependence: A Survey In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 107 |
| 2013 | Large panel data models with cross-sectional dependence: a survey.(2013) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 107 | paper | |
| 2013 | Signs of Impact Effects in Time Series Regression Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 21 |
| 2014 | Signs of impact effects in time series regression models.(2014) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
| 2014 | Estimation of Time-invariant Effects in Static Panel Data Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 37 |
| 2018 | Estimation of time-invariant effects in static panel data models.(2018) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | article | |
| 2014 | A Multi-Country Approach to Forecasting Output Growth Using PMIs In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 18 |
| 2016 | A multi-country approach to forecasting output growth using PMIs.(2016) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
| 2014 | A multi-country approach to forecasting output growth using PMIs.(2014) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2015 | Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 25 |
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| 2017 | Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
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| 2019 | Exponent of Cross-sectional Dependence for Residuals.(2019) In: Sankhya B: The Indian Journal of Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
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| 2019 | The Role of Factor Strength and Pricing Errors for Estimation and Inference in Asset Pricing Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
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| 2020 | Voluntary and Mandatory Social Distancing: Evidence on Covid-19 Exposure Rates from Chinese Provinces and Selected Countries In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 58 |
| 2020 | Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
| 2020 | Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries.(2020) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
| 2020 | Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
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| 2023 | Arbitrage pricing theory, the stochastic discount factor and estimation of risk premia from portfolios.(2023) In: Econometrics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2021 | A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
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| 1987 | A Rejoinder: On the Policy Ineffectiveness Proposition and a Keynesian Alternative In: UCLA Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
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| 1990 | An Econometric Analysis of Exploration and Extraction of Oil in the U.K. Continental Shelf..(1990) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | article | |
| 1988 | Econometric Analysis of Aggregation in the Context of Linear Prediction Models In: UCLA Economics Working Papers. [Full Text][Citation analysis] | paper | 76 |
| 1989 | Econometric Analysis of Aggregation in the Context of Linear Prediction Models..(1989) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 76 | article | |
| 1988 | Aggregation Bias and Labor Demand Equations for the U.K. Economy In: UCLA Economics Working Papers. [Full Text][Citation analysis] | paper | 3 |
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| 1992 | Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone.(1992) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
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| 2008 | Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Models and Observation Windows.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
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| 1988 | On the Policy Ineffectiveness Proposition and a Keynesian Alternative: A Rejoinder. In: Economic Journal. [Full Text][Citation analysis] | article | 8 |
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| 1982 | Comparison of Local Power of Alternative Tests of Non-Nested Regression Models. In: Econometrica. [Full Text][Citation analysis] | article | 25 |
| 1994 | A Generalized R[superscript]2 Criterion for Regression Models Estimated by the Instrumental Variables Method. In: Econometrica. [Full Text][Citation analysis] | article | 82 |
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| 1981 | Expenditure of oil revenue: An optimal control approach with application to the Iranian economy : H. Motamen, (Frances Pinter, London, 1979) pp. 189, [UK pound]12.50 In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
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| 2018 | Mean Group Estimation in Presence of Weakly Cross-Correlated Estimators.(2018) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
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| 1981 | Pitfalls of testing non-nested hypotheses by the lagrange multiplier method.(1981) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
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| 2021 | Detection of units with pervasive effects in large panel data models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2023 | Reprint of: Testing for unit roots in heterogeneous panels In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
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| 1989 | A SIMULATION APPROACH TO THE PROBLEM OF COMPUTING COXS STATISTIC FOR TESTING NON-NESTED MODELS..(1989) In: California Los Angeles - Applied Econometrics. [Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
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| 2002 | Market timing and return prediction under model instability.(2002) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 160 | paper | |
| 2009 | Rejoinder to comments on forecasting economic and financial variables with global VARs In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 93 |
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| 1996 | Growth and Convergence in a Multi-County empirical Stochastic Solow Model.(1996) In: Discussion Papers in Economics. [Citation analysis] This paper has nother version. Agregated cites: 325 | paper | |
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| 2020 | An Augmented Anderson-Hsiao Estimator for Dynamic Short-T Panels In: Globalization Institute Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | COVID-19 Time-Varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing In: Globalization Institute Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2021 | COVID-19 Time-varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing.(2021) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 1996 | Limited-dependent rational expectations models with jumps In: Discussion Paper / Institute for Empirical Macroeconomics. [Full Text][Citation analysis] | paper | 3 |
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| 1991 | THE IRANIAN FOREIGN EXCHANGE POLICY AND THE BLACK MARKET FOR DOLLARS. In: California Los Angeles - Applied Econometrics. [Citation analysis] | paper | 0 |
| 1989 | ESTIMATION OF SIMPLE CLASS OF MULTIVARIATE RATIONAL EXPECTATIONS MODELS: A TEST OF THE NEW CLASSICAL MODEL AT A SECTORAL LEVEL. In: California Los Angeles - Applied Econometrics. [Citation analysis] | paper | 2 |
| 1991 | Estimation of Simple Class of Multivariate Rational Expectations Models: A Test of the New Classical Model at a Sectoral Level..(1991) In: Empirical Economics. [Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 1973 | The Small Sample Problem of Truncation Remainders in the Estimation of Distributed Lag Models with Autocorrelated Errors. In: International Economic Review. [Full Text][Citation analysis] | article | 1 |
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| 2012 | Testing CAPM with a Large Number of Assets.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 1997 | On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Comments. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1997 | The Demand for Food in the United States and the Netherlands: A Systems Approach with the CBS Model: Comments. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1997 | Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach: Comments. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2001 | A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 8 |
| 2001 | Bounds testing approaches to the analysis of level relationships In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 7048 |
| 2001 | Journal of Applied Econometrics Conference Sponsorship Grants In: Journal of Applied Econometrics. [Citation analysis] | article | 0 |
| 2001 | Journal of Applied Econometrics distinguished authors In: Journal of Applied Econometrics. [Citation analysis] | article | 0 |
| 2010 | Journal of applied econometrics distinguished authors.(2010) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2010 | Journal of applied econometrics distinguished authors.(2010) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2011 | Journal of Applied Econometrics distinguished authors.(2011) In: Journal of Applied Econometrics. [Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2003 | Introducing a replication section In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 3 |
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| 2007 | Heterogeneity and cross section dependence in panel data models: theory and applications introduction In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 107 |
| 2007 | Journal of Applied Econometrics Dissertation Prize In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2009 | Journal of Applied Econometrics Dissertation Prize.(2009) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2008 | March 2008 Announcement : Journal of Applied Econometrics Distinguished Authors In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2009 | The Richard Stone Prize in Applied Econometrics In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2010 | The Richard Stone Prize in Applied Econometrics.(2010) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2012 | The Richard Stone Prize in Applied Econometrics.(2012) In: Journal of Applied Econometrics. [Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2009 | Announcement In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2009 | In memory of Clive Granger: an advisory board member of the journal In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1992 | Nonlinear Dynamics and Econometrics: An Introduction. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 25 |
| 1994 | A Duration Model of Irreversible Oil Investment: Theory and Empirical Evidence. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 48 |
| 2000 | Solution of Nonlinear Rational Expectations Models with Applications to Finite-Horizon Life-Cycle Models of Consumption. In: Computational Economics. [Full Text][Citation analysis] | article | 6 |
| 1999 | Stochastic Growth Models and Their Econometric Implications. In: Journal of Economic Growth. [Full Text][Citation analysis] | article | 74 |
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| 2015 | Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients In: Working Papers. [Full Text][Citation analysis] | paper | 24 |
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| 2020 | Correction to: Exponent of Cross-sectional Dependence for Residuals In: Sankhya B: The Indian Journal of Statistics. [Full Text][Citation analysis] | article | 0 |
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