Mohammad Hashem Pesaran : Citation Profile

University of Cambridge (50% share)
University of Southern California (50% share)

79

H index

192

i10 index

59586

Citations

RESEARCH PRODUCTION:

210

Articles

529

Papers

3

Books

8

Chapters

EDITOR:

3

Books edited

2

Series edited

RESEARCH ACTIVITY:

   52 years (1973 - 2025). See details.
   Cites by year: 1145
   Journals where Mohammad Hashem Pesaran has often published
   Relations with other researchers
   Recent citing documents: 4388.    Total self citations: 420 (0.7 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe34
   Updated: 2025-11-22    RAS profile: 2025-11-11    
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Relations with other researchers

Works with:

Chudik, Alexander (36)

Smith, Ronald (21)

Rebucci, Alessandro (19)

Mohaddes, Kamiar (15)

Yang, Cynthia Fan (9)

Yang, Jui-Chung (7)

Bailey, Natalia (5)

Kapetanios, George (5)

Gao, Zhan (4)

Laudati, Dario (4)

Sharifvaghefi, Mahrad (3)

shin, yongcheol (3)

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

Is cited by:

Shahbaz, Muhammad (625)

Mohaddes, Kamiar (459)

Asongu, Simplice (434)

GUPTA, RANGAN (415)

Bahmani-Oskooee, Mohsen (274)

Raissi, Mehdi (259)

Rault, Christophe (256)

Apergis, Nicholas (251)

Eberhardt, Markus (231)

Afonso, Antonio (226)

Odhiambo, Nicholas (225)

Cites to:

Chudik, Alexander (116)

Smith, Ronald (106)

Timmermann, Allan (80)

shin, yongcheol (77)

Phillips, Peter (77)

Kapetanios, George (72)

Mohaddes, Kamiar (69)

Smith, L. Vanessa (68)

Tosetti, Elisa (67)

Bai, Jushan (66)

Dees, Stephane (59)

Main data

Where Mohammad Hashem Pesaran has published?

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

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo124
IZA Discussion Papers / Institute of Labor Economics (IZA)33
Globalization Institute Working Papers / Federal Reserve Bank of Dallas24
Papers / arXiv.org13
IEPR Working Papers / Institute of Economic Policy Research (IEPR)12
Working Papers / Economic Research Forum11
Edinburgh School of Economics Discussion Paper Series / Edinburgh School of Economics, University of Edinburgh9
CEPR Discussion Papers / C.E.P.R. Discussion Papers8
Working Paper Series / European Central Bank7
NBER Working Papers / National Bureau of Economic Research, Inc6
Working Papers / Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge3
IMF Working Papers / International Monetary Fund3
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank2
Computing in Economics and Finance 2006 / Society for Computational Economics2
Post-Print / HAL2
Money Macro and Finance (MMF) Research Group Conference 2004 / Money Macro and Finance Research Group2
Working Paper series / Rimini Centre for Economic Analysis2
ISER Discussion Paper / Institute of Social and Economic Research, The University of Osaka2
Economic Studies / Swiss National Bank2
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics2
Money Macro and Finance (MMF) Research Group Conference 2005 / Money Macro and Finance Research Group2
Staff Working Papers / Bank of Canada2
IDB Publications (Working Papers) / Inter-American Development Bank2

Recent works citing Mohammad Hashem Pesaran (2025 and 2024)

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

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

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

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

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2024The Relationship Between Inflation, Human Development Index and CO2 in Selected Country Groups. (2024). Engl, Aykut ; Akan, Canan Daidir ; Alkan, Ufuk ; Ate, Mehmet Hanifi. In: Journal of Finance Letters (Maliye ve Finans Yazıları). RePEc:acc:malfin:v:39:y:2024:i:122:p:79-109.

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

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

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2024Equal Educational Opportunities: A Catalyst for Sustainable Economic Development. (2024). Maqbool, Urooj ; Gulzar, Saba ; Batool, Hafsa. In: Journal of Economic Impact. RePEc:adx:journl:v:6:y:2024:i:1:p:53-61.

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2024Midiendo la relación entre crecimiento e inversión en un modelo AK. (2024). Luis, Descalzi Ricardo ; Sergio, Barone. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4726.

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2024Intergovernmental transfers and dynamic adjustment of subnational budgets. (2024). Puig, Jorge ; Bautista, Vidal Juan ; Alberto, Porto. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4754.

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

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

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2024DO NATURAL RESOURCE RENTS AID RENEWABLE ENERGY TRANSITION IN RESOURCE-RICH AFRICAN COUNTRIES? THE ROLES OF INSTITUTIONAL QUALITY AND ITS THRESHOLD. (2024). Odhiambo, N M ; Olaniyi, C O. In: Working Papers. RePEc:afa:wpaper:wp032024.

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2024BANKING REGULATION AND BANK CREDIT DELIVERY IN SELECTED SUBSAHARAN AFRICAN COUNTRIES: SYMMETRIC AND ASYMMETRIC CAUSAL LINKAGES. (2024). Thamae, Retselisitsoe ; Odhiambo, N M. In: Working Papers. RePEc:afa:wpaper:wp052024.

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2024Assessment of the influence of Institutions and Globalization on environmental pollution for Open and Closed economies. (2024). Asongu, Simplice ; Bekun, Festus V ; Ali, Ernest B ; Agozie, Divine Q ; Gyamfi, Bright A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:24/005.

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2024Environmental 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 ; Ahakwa, Isaac ; Ali, Ernest B ; Ofori, Elvis K ; Gyamfi, Bright A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:24/014.

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2024The role of green finance and governance effectiveness in the impact of renewable energy investment on CO2 emissions in BRICS economies. (2024). Asongu, Simplice ; Behera, Deepak Kumar ; Gyamfi, Bright Akwasi ; Yadav, Ashutosh. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:24/015.

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2024The role of governance and infrastructure in moderating the effect of resource rents on economic growth. (2024). Diop, Samba ; Asongu, Simplice ; Emeka, Ekene Thankgod ; Ogbonna, Amarachi O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:24/027.

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2024The impact of public spending on water, sanitation and hygiene (WASH) adoption: Governance thresholds for complementary policies. (2024). Asongu, Simplice ; Achuo, Elvis. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:24/030.

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2024Nexus between global financial integration and economic growth: An ARDL approach. (2024). Faruk, Mohammad Omar. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:2(639):p:161-182.

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2024What drives Tunisian economic growth: urbanization or rural development?. (2024). Bakari, Sayef ; el Weriemmi, Malek. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:2(639):p:215-242.

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2024Impact of inflation and exchange rate on stock market returns in India: An ARDL approach. (2024). Tejesh, H R. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:2(639):p:25-36.

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2024ICT and economic growth: Evidence from lower-middle income countries of South Asia. (2024). Ismail, Saba ; Sanwal, Kirti. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:2(639):p:289-302.

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2024Institutional quality and sustainability: empirical study in 11 MENA countries. (2024). Sari Hassoun, Salaheddine ; Chekouri, Sidi Mohamed ; Chibi, Abderrahim ; Sari-Hassoun, Salaheddine. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:129-152.

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2024The effect of population ageing on savings: a time series analysis for Türkiye. (2024). Karagz, Kadir. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:153-164.

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2024The essential role of U.S.-China tensions: a fresh insight into the gold market. (2024). Qin, Meng. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:227-246.

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

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

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

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

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

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2024Disruption in Ground Transportation: The Effect of Landslides on Food Market Integration. (2024). Nino, Gustavo. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343594.

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2024State-level heterogeneities in US food insecurity – an assessment of long-term predictors. (2024). Yu, Xiaohua ; Hoeschle, Lisa ; Wang, Hong Holly. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343686.

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2024Price Volatility Spillover from Energy to Animal Protein Markets in EU. (2024). Sawadgo, Wendiam ; Li, Wenying ; Deb, Prokash. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343809.

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2024Silver Bullets: Cloud Seeding and Water Resources in California. (2024). Lachhab, Rania ; Sears, Molly. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343893.

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2024Rockets and Feathers in the Oil and Gasoline Markets: In-Depth Analysis of Three Asymmetries. (2024). Qiu, Feng ; Zhang, Wenbei. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:344062.

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2024The role of agriculture, industry and the service sector in economic growth: The case of Mozambique. (2024). Muyambiri, Brian. In: African Journal of Agricultural and Resource Economics. RePEc:ags:afjare:339728.

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2024Oil 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.

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2024Deficit Financing and Economic Return to Public Expenditure in the CEMAC Member Countries. (2024). Senke, Ngeh Laura ; Atemnkeng, Johannes Tabi ; Tingum, Ernest Ngeh. In: African Journal of Economic Review. RePEc:ags:afjecr:340553.

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2024Effect 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.

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2024Agriculture and Climate Change: Assessing Carbon Emissions from Diverse Agricultural Activities in Nigeria. (2024). Oyeleke, Olusola Joel ; Rasaki, Mutiu Gbade. In: African Journal of Economic Review. RePEc:ags:afjecr:362934.

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2024Testing Gender and Race Non-linear Unemployment Invariance Hypothesis in South Africa: Evidence from Threshold Regression. (2024). , Unknown. In: African Journal of Economic Review. RePEc:ags:afjecr:362936.

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

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

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

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2024Modeling Asymmetric Effects of Exchange Rate Fluctuations on Agricultural Trade Balance: Evidence from Iran and Iraq. (2024). Falsafian, Azadeh ; Hamad, Mudhafar Ahmed. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:348977.

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2024Impact of Covid-19 pandemic on Indonesia’s agricultural subsectors: an ARDL approach. (2024). Tampubolon, Jongkers ; Sembiring, Surya Abadi. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:355980.

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2024Spatial Price Transmission in the Retail Rice Markets of the Philippines. (2024). Bathan, B M. In: ASEAN University for Sustainable Food System, Faculty of Economics, Kasetsart University, Bangkok, Thailand, April 18-19, 2024. RePEc:ags:asea24:344438.

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2024Measuring and benchmarking time-varying market efficiency. (2024). Mu, Yali. In: IAAE 2024 Conference, August 2-7, 2024, New Delhi, India. RePEc:ags:cfcp15:344294.

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2024Food Price Inflation in India: Determinants and their Asymmetric Impact. (2024). Sharma, Purushottam ; Anwer, Md Ejaz ; Meena, Dinesh Chand. In: IAAE 2024 Conference, August 2-7, 2024, New Delhi, India. RePEc:ags:cfcp15:344332.

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

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2024Energy Dependency and Long-Run Growth. (2022). Novelli, Giacomo. In: FEEM Working Papers. RePEc:ags:feemwp:329650.

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2024Unequal contributions to CO2 emissions along the income distribution within and between countries. (2024). Cappelli, Federica. In: FEEM Working Papers. RePEc:ags:feemwp:341641.

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2024Macroeconomic Spillovers of Weather Shocks across U.S. States. (2024). Moramarco, Graziano ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: FEEM Working Papers. RePEc:ags:feemwp:343506.

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

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2024Higher Derivative Block Method Forecast Analysis of Agricultural Components and Their Impact on Economic Growth. (2024). Oyetade, Oluwatoyese Oluwapemi ; Adeyeye, Oluwaseun. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:341521.

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2024Higher 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:346747.

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

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

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2024Wzrost gospodarczy napędzany przez płace czy zyski? Przypadek Polski. (2024). Kaczmarski, Dominik. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:360586.

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2024Czy zrównoważony rozwój gospodarczy może ograniczyć emisję dwutlenku węgla? Spostrzeżenia dotyczące przemysłu Algierii. (2024). Boumediene, Sidi Mohamed ; Zemri, Bouazza Elamine. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:361240.

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2024Ocena wpływów makroekonomicznych na rentowność indyjskich obligacji skarbowych – spostrzeżenia z podejścia opartego na teście granic ARDL. (2024). Patra, Suresh Kumar ; Naik, Pramod Kumar. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:361246.

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2024Determinants of the Share of the Economy Contributed by the Forestry Industry in Ghana from 1975 to 2023. (2024). Kwabena, Samuel Ampomah. In: Research on World Agricultural Economy. RePEc:ags:reowae:347932.

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2024The Painful Double-Knock on Food Prices: 2008 Financial Crises and COVID-19 Pandemic. (2024). Oduniyi, Oluwaseun Samuel. In: Research on World Agricultural Economy. RePEc:ags:reowae:347936.

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2024Analysis of Ghana—Nigeria Export Trade: Linkages, Impacts and Policy Implications. (2024). Shaibu, Ufedo Monday. In: Research on World Agricultural Economy. RePEc:ags:reowae:348768.

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2024The Painful Double-Knock on Food Prices: 2008 Financial Crises and COVID-19 Pandemic. (2024). Oduniyi, Oluwaseun Samuel. In: Research on World Agricultural Economy. RePEc:ags:reowae:348824.

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2024Analysis of Ghana—Nigeria Export Trade: Linkages, Impacts and Policy Implications. (2024). Shaibu, Ufedo Monday. In: Research on World Agricultural Economy. RePEc:ags:reowae:348846.

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2024An Empirical Investigation of the Relationship Between Foreign Direct Investment and Unemployment Rate in Azerbaijan: An ARDL approach. (2024). Karimov, Mehman. In: Asian Journal of Applied Economics. RePEc:ags:thkase:356813.

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

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2024Revolutionising Trade: Exploring how Innovation in Selected African Countries Shapes Economic Relations with Key Regions. (2024). Ijirshar, Victor ; Gbaka, Solomon ; Abachi, Philip Terhemen ; Andohol, Jerome Terhemba ; Okpe, Isa Jibrin. In: CECCAR Business Review. RePEc:ahd:journl:v:5:y:2024:i:5:p:51-70.

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

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

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

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2024Do Geopolitical Risks and Political Stability Drive Foreign Direct Investments? New Evidence from Dynamic Panel CS-ARDL Model. (2024). Yilmaz, Alper. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:9:y:2024:i:1:p:61-87.

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2024Forecasting Entrepreneurial and Employability Opportunities in the UAE: A Government Finance Analysis. (2024). Hacine, Elhachemi Abdelkader ; Ahmed, Gamal Sayed ; Kwilinski, Aleksy. In: Virtual Economics. RePEc:aid:journl:v:7:y:2024:i:4:p:92-121.

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2024Impacts of Remittance and FDI on Economic Growth in South Asian Countries: A Panel Data Analysis. (2024). Mostafa, Md Golam ; Wadud, Md Abdul. In: International Journal of Science and Business. RePEc:aif:journl:v:40:y:2024:i:1:p:92-106.

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

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

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2024Analysis of Long-Term and Short-Term Relationships between Electricity Consumption and Economic Growth in Industrialized Regions of Russia. (2024). Petrov, Mikhail B ; Serkov, Leonid A. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:23:y:2024:i:1:p:136-158.

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2024A Cross-Country Examination of Mineral Import Demand and Wind Energy Generation: Empirical Insights from Leading Mineral Importers. (2024). Islam, Md. Monirul. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:23:y:2024:i:1:p:6-32.

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

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

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2024A panel analysis of microfinance efficiency measures: Evidence on the effects of unobserved managerial ability. (2024). Simar, Leopold ; Vanhems, Anne ; Tchuigoua, Hubert Tchakoute ; Fall, Franois Seck. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024020.

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

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2024Uncertainty and Money Demand Function in Developing Countries. (2024). Asik, Bekir. In: World Journal of Applied Economics. RePEc:ana:journl:v:10:y:2024:i:2:p:111-136.

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2024Does Globalization Enhance Food Security: Empirical Evidence for Latin America and the Caribbean. (2024). Demir, Omer ; Cengiz, Orhan. In: World Journal of Applied Economics. RePEc:ana:journl:v:10:y:2024:i:2:p:73-86.

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2024A Comparative Analysis on Ecological Footprint of Consumption and Import in Premature Deindustrialized Countries. (2024). Kozal, Ozge. In: World Journal of Applied Economics. RePEc:ana:journl:v:10:y:2024:i:2:p:87-109.

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

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

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2024Is the relationship between foreign direct investment and energy consumption asymmetric? Empirical evidence from Türkiye. (2024). Aydou, Zgr ; Gkce, Cem. In: Ekonomista. RePEc:aoq:ekonom:y:2024:i:4:p:420-433.

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

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2024Univariate inflation forecasts in Costa Rica: model evaluation and selection. (2024). Brenes-Soto, Carlos ; Jimnez-Montero, Susan ; Sand-Esquivel, Adriana ; Vindas-Quesada, Alberto. In: Notas Técnicas. RePEc:apk:nottec:2405.

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2024The Impact of Renewable and Non-Renewable Energy Consumption on CO2 Emissions in Türkiye: Evidence from Augmented ARDL Approach. (2024). Gezdim, Seyhat Bayrak ; Huseynov, Adil. In: Journal of Sustainable Development Issues (JOSDI). RePEc:arv:journl:v:2:y:2024:i:2:p:89-103.

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

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

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

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2024High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks. (2024). Pfarrhofer, Michael ; Stelzer, Anna. In: Papers. RePEc:arx:papers:1912.03158.

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

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2024Regime-Switching Density Forecasts Using Economists Scenarios. (2024). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761.

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

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2024Finitely Heterogeneous Treatment Effect in Event-study. (2024). Shin, Myungkou. In: Papers. RePEc:arx:papers:2204.02346.

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

Mohammad Hashem Pesaran is editor of

Journal
Journal of Applied Econometrics
Journal of Applied Econometrics

Mohammad Hashem Pesaran has edited the books:

YearTitleTypeCited

Works by Mohammad Hashem Pesaran:

YearTitleTypeCited
2022Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model In: Papers.
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2020Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model.(2020) In: Cambridge Working Papers in Economics.
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2020Matching Theory and Evidence on Covid-19 Using a Stochastic Network SIR Model.(2020) In: CESifo Working Paper Series.
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2022Matching theory and evidence on Covid‐19 using a stochastic network SIR model.(2022) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 13		article
2025How to Detect Network Dependence in Latent Factor Models? A Bias-Corrected CD Test In: Papers.
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2021How to Detect Network Dependence in Latent Factor Models? A Bias-Corrected CD Testy.(2021) In: Cambridge Working Papers in Economics.
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2021Identifying the Effects of Sanctions on the Iranian Economy using Newspaper Coverage In: Papers.
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2021Identifying the Effects of Sanctions on the Iranian Economy using Newspaper Coverage.(2021) In: Cambridge Working Papers in Economics.
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2021Identifying the Effects of Sanctions on the Iranian Economy Using Newspaper Coverage.(2021) In: CESifo Working Paper Series.
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2023Identifying the effects of sanctions on the Iranian economy using newspaper coverage.(2023) In: Journal of Applied Econometrics.
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2023Identification and Estimation of Categorical Random Coefficient Models In: Papers.
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2022Identification and Estimation of Categorical Random Coeficient Models.(2022) In: Cambridge Working Papers in Economics.
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2022Identification and Estimation of Categorical Random Coefficient Models.(2022) In: CESifo Working Paper Series.
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2024Identification and estimation of categorical random coefficient models.(2024) In: Advanced Studies in Theoretical and Applied Econometrics.
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2023Identification and estimation of categorical random coefficient models.(2023) In: Empirical Economics.
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2024Heterogeneous Autoregressions in Short T Panel Data Models In: Papers.
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2023Heterogeneous Autoregressions in Short T Panel Data Models.(2023) In: Cambridge Working Papers in Economics.
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2023Heterogeneous Autoregressions in Short T Panel Data Models.(2023) In: CESifo Working Paper Series.
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2023Structural Econometric Estimation of the Basic Reproduction Number for Covid-19 Across U.S. States and Selected Countries In: Papers.
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2023Structural Econometric Estimation of the Basic Reproduction Number for Covid-19 Across U.S. States and Selected Countries.(2023) In: Cambridge Working Papers in Economics.
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2023Structural Econometric Estimation of the Basic Reproduction Number for Covid-19 across U.S. States and Selected Countries.(2023) In: CESifo Working Paper Series.
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2024Trimmed Mean Group Estimation of Average Effects in Ultra Short T Panels under Correlated Heterogeneity In: Papers.
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2023Causal effects of the Feds large-scale asset purchases on firms capital structure In: Papers.
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2022Causal effects of the Feds large-scale asset purchases on firms capital structure.(2022) In: Cambridge Working Papers in Economics.
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2022Causal Effects of the Feds Large-Scale Asset Purchases on Firms Capital Structure.(2022) In: CESifo Working Paper Series.
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2023Pooled Bewley Estimator of Long Run Relationships in Dynamic Heterogenous Panels In: Papers.
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2023Pooled Bewley Estimator of Long-Run Relationships in Dynamic Heterogenous Panels.(2023) In: Globalization Institute Working Papers.
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2024Variable Selection in High Dimensional Linear Regressions with Parameter Instability In: Papers.
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2023Variable Selection in High Dimensional Linear Regressions with Parameter Instability.(2023) In: CESifo Working Paper Series.
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2024Variable selection in high dimensional linear regressions with parameter instability.(2024) In: Journal of Econometrics.
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2021Variable Selection in High Dimensional Linear Regressions with Parameter Instability.(2021) In: Globalization Institute Working Papers.
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2024High-dimensional forecasting with known knowns and known unknowns In: Papers.
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2024High-Dimensional Forecasting with Known Knowns and Known Unknowns.(2024) In: Cambridge Working Papers in Economics.
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2024High-Dimensional Forecasting with Known Knowns and Known Unknowns.(2024) In: CESifo Working Paper Series.
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2024HIGH-DIMENSIONAL FORECASTING WITH KNOWN KNOWNS AND KNOWN UNKNOWNS.(2024) In: National Institute Economic Review.
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2025Forecasting with panel data: Estimation uncertainty versus parameter heterogeneity In: Papers.
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2022Forecasting with panel data: estimation uncertainty versus parameter heterogeneity.(2022) In: Cambridge Working Papers in Economics.
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2022Forecasting With Panel Data: Estimation Uncertainty Versus Parameter Heterogeneity.(2022) In: CESifo Working Paper Series.
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2025Analysis of Multiple Long-Run Relations in Panel Data Models In: Papers.
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2025Analysis of Multiple Long-Run Relations in Panel Data Models.(2025) In: Working Papers.
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2017Tests of Policy Interventions in DSGE Models In: BCAM Working Papers.
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2018Tests of Policy Interventions in DSGE Models.(2018) In: Oxford Bulletin of Economics and Statistics.
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2017Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors In: BCAM Working Papers.
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2017Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors.(2017) In: CESifo Working Paper Series.
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2021Arbitrage pricing theory, the stochastic discount factor and estimation of risk premia in portfolios In: BCAM Working Papers.
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2022Revisiting the Great Ratios Hypothesis In: BCAM Working Papers.
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2023Revisiting the Great Ratios Hypothesis.(2023) In: Oxford Bulletin of Economics and Statistics.
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2022Revisiting the Great Ratios Hypothesis.(2022) In: Cambridge Working Papers in Economics.
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2022Revisiting the Great Ratios Hypothesis.(2022) In: CESifo Working Paper Series.
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2023Revisiting the Great Ratios Hypothesis.(2023) In: Globalization Institute Working Papers.
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2014Tests of Policy Ineffectiveness in Macroeconometrics In: Birkbeck Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper2
2014Tests of Policy Ineffectiveness in Macroeconometrics.(2014) In: Cambridge Working Papers in Economics.
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2014Tests of Policy Ineffectiveness in Macroeconometrics.(2014) In: CESifo Working Paper Series.
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2014Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing In: Birkbeck Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper92
2012Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing.(2012) In: CESifo Working Paper Series.
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2016Counterfactual analysis in macroeconometrics: An empirical investigation into the effects of quantitative easing.(2016) In: Research in Economics.
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2012Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing.(2012) In: IZA Discussion Papers.
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2012Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing.(2012) In: Working Paper series.
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2012China’s Emergence in the World Economy and Business Cycles in Latin America In: Staff Working Papers.
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2011China’s Emergence in the World Economy and Business Cycles in Latin America.(2011) In: Cambridge Working Papers in Economics.
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2012Chinas Emergence in the World Economy and Business Cycles in Latin America.(2012) In: Economía Journal.
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2012Chinas emergence in the world economy and business cycles in Latin America.(2012) In: LSE Research Online Documents on Economics.
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2011Chinas Emergence in the World Economy and Business Cycles in Latin America.(2011) In: IDB Publications (Working Papers).
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2011China’s Emergence in the World Economy and Business Cycles in Latin America.(2011) In: Research Department Publications.
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2011Chinas Emergence in the World Economy and Business Cycles in Latin America.(2011) In: IZA Discussion Papers.
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2013Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults In: Staff Working Papers.
[Full Text][Citation analysis]		paper11
2000Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration In: Working Papers.
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2000Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration.(2000) In: Cambridge Working Papers in Economics.
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2000Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration.(2000) In: CESifo Working Paper Series.
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2005ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION.(2005) In: Econometric Theory.
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2001Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration.(2001) In: Computing in Economics and Finance 2001.
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2009Testing Dependence Among Serially Correlated Multicategory Variables In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article189
2006Testing Dependence Among Serially Correlated Multi-category Variables.(2006) In: Cambridge Working Papers in Economics.
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2006Testing Dependence among Serially Correlated Multi-category Variables.(2006) In: CESifo Working Paper Series.
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2006Testing Dependence among Serially Correlated Multi-Category Variables.(2006) In: IZA Discussion Papers.
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2003Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy In: Journal of the American Statistical Association.
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2001Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy.(2001) In: Edinburgh School of Economics Discussion Paper Series.
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1992A Simple Nonparametric Test of Predictive Performance. In: Journal of Business & Economic Statistics.
[Citation analysis]		article472
1990A SIMPLE, NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE..(1990) In: Cambridge Working Papers in Economics.
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1990A SIMPLE NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE..(1990) In: California Los Angeles - Applied Econometrics.
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1994Choice between Disaggregate and Aggregate Specifications Estimated by Instrumental Variables Methods. In: Journal of Business & Economic Statistics.
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1992Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods..(1992) In: Cambridge Working Papers in Economics.
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1999Analysis of Exchange-Rate Target Zones Using a Limited-Dependent Rational-Expectations Model with Jumps. In: Journal of Business & Economic Statistics.
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2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model In: Journal of Business & Economic Statistics.
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2001Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model.(2001) In: Cambridge Working Papers in Economics.
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2001Modelling regional interdependencies using a global error-correcting macroeconometric model.(2001) In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
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2010Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model.(2010) In: EcoMod2003.
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2002Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model.(2002) In: Center for Financial Institutions Working Papers.
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2004Rejoinder In: Journal of Business & Economic Statistics.
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2011Forecast Combination Across Estimation Windows In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article79
2011Forecast Combination Across Estimation Windows.(2011) In: Journal of Business & Economic Statistics.
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2011Lumpy Price Adjustments: A Microeconometric Analysis In: Journal of Business & Economic Statistics.
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2007Lumpy Price Adjustments: A Microeconometric Analysis..(2007) In: Working papers.
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2007Lumpy Price Adjustments, A Microeconometric Analysis.(2007) In: Cambridge Working Papers in Economics.
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2007Lumpy Price Adjustments: A Microeconometric Analysis.(2007) In: CESifo Working Paper Series.
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2007Lumpy Price Adjustments: A Microeconometric Analysis.(2007) In: IZA Discussion Papers.
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2006Lumpy price adjustments : a microeconometric analysis.(2006) In: Working Paper Research.
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2011Lumpy Price Adjustments: A Microeconometric Analysis.(2011) In: Journal of Business & Economic Statistics.
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19884 The Role of Theory in Applied Econometrics In: The Economic Record.
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1998Structural Analysis of Cointegrating VARs In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article198
1998Structural Analysis of Cointegrating VARs.(1998) In: Cambridge Working Papers in Economics.
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2016THEORY AND PRACTICE OF GVAR MODELLING In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article133
2014Theory and Practice of GVAR Modeling.(2014) In: Cambridge Working Papers in Economics.
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2014Theory and Practice of GVAR Modeling.(2014) In: CESifo Working Paper Series.
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2014Theory and practice of GVAR modeling.(2014) In: Globalization Institute Working Papers.
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1995 Predictability of Stock Returns: Robustness and Economic Significance. In: Journal of Finance.
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1985Testing for Structural Stability and Predictive Failure: A Review. In: The Manchester School of Economic & Social Studies.
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2006MACROECONOMETRIC MODELLING WITH A GLOBAL PERSPECTIVE* In: Manchester School.
[Full Text][Citation analysis]		article97
2006Macroeconometric Modelling with a Global Perspective.(2006) In: Cambridge Working Papers in Economics.
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2006Macroeconometric Modelling with a Global Perspective.(2006) In: CESifo Working Paper Series.
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2006Macroeconometric Modelling with a Global Perspective.(2006) In: IEPR Working Papers.
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2011BEYOND THE DSGE STRAITJACKET-super-1 In: Manchester School.
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1999Diagnostics for IV Regressions In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article45
1997Diagnostics for IV Regressions.(1997) In: Cambridge Working Papers in Economics.
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2005The Cost Effectiveness of the UKs Sovereign Debt Portfolio In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article2
2012Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article24
2014Constructing Multi-Country Rational Expectations Models In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article17
2018To Pool or Not to Pool: Revisited In: Oxford Bulletin of Economics and Statistics.
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2015To Pool or not to Pool: Revisited.(2015) In: CESifo Working Paper Series.
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2000Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy In: Cambridge Working Papers in Economics.
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2000Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy.(2000) In: CESifo Working Paper Series.
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2002Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy.(2002) In: Royal Economic Society Annual Conference 2002.
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2000The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach In: Cambridge Working Papers in Economics.
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2004Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks.(2004) In: CEPR Discussion Papers.
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2005Small sample properties of forecasts from autoregressive models under structural breaks.(2005) In: Journal of Econometrics.
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2003Scope for Cost Minimization in Public Debt Management: the Case of the UK In: Cambridge Working Papers in Economics.
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