Browsing by Author Pesaran, M Hashem

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PreviewIssue DateTitleAuthor(s)
1025.pdfApr-2010Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock MarketPesaran, M Hashem
0716.pdfApr-2007Diagnostic Tests of Cross Section Interdependence for Nonlinear Panel Data ModelsHsiao, Cheng; Pesaran, M Hashem; Pick, Andreas
1024.pdfApr-2010Econometric Analysis of High Dimensional VARs Featuring a Dominant UnitPesaran, M Hashem; Chudik, Alexander
cwpe0402.pdf16-Jun-2004Econometric Issues in the Analysis of ContagionPesaran, M Hashem
0655.pdfNov-2006Econometrics: A Bird's Eye ViewGeweke, John; Horowitz, Joel; Pesaran, M Hashem
gp1999.pdf16-Jun-2004Economic and Statistical Measures of Forecast AccuracyGranger, Clive W J; Pesaran, M Hashem
wp0305.pdf16-Jun-2004Estimation and Inference in Large Heterogeneous Panels with Cross Section DependencePesaran, M Hashem
cwpe0518.pdf14-Mar-2006Exploring the International Linkages of the Euro Area: a Global VAR AnalysisDees, S; Mauro, Filippo di; Pesaran, M Hashem; Smith, L Vanessa
0807.pdfFeb-2008Forecasting Economic and Financial Variables with Global VARsPesaran, M Hashem; Schuermann, Til; Smith, L Vanessa
0814.pdfMar-2008Forecasting Random Walks Under Drift InstabilityPesaran, M Hashem; Pick, Andreas
cwpe0433.pdfJun-2004Forecasting Time Series Subject to Multiple Structural BreaksPesaran, M Hashem; Pettenuzzo, Davide; Timmermann, Allan
cwpe0435.pdfJun-2004General Diagnostic Tests for Cross Section Dependence in PanelsPesaran, M Hashem
wp0306.pdf16-Jun-2004How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?Pesaran, M Hashem; Timmermann, Allan
0803.pdfJan-2008Identification of New Keynesian Phillips Curves from a Global PerspectiveDees, S; Pesaran, M Hashem; Smith, L Vanessa; Smith, Ron P
0757.pdfNov-2007Infinite Dimensional VARs and Factor ModelsChudik, Alexander; Pesaran, M Hashem
0815.pdfMar-2008Iranian Economy in the Twentieth Century: A Global PerspectiveEsfahani, H S; Pesaran, M Hashem
cwpe0602.pdf14-Mar-2006Learning, Structural Instability and Present Value CalculationsPesaran, M Hashem; Pettenuzzo, Davide; Timmermann, Allan
0661.pdfJan-2007Long Run Macroeconomic Relations in the Global EconomyDees, S; Holly, Sean; Pesaran, M Hashem; Smith, L Vanessa
0719.pdfApr-2007Lumpy Price Adjustments: A Microeconometric AnalysisDhyne, Emmanuel; Fuss, Catherine; Pesaran, M Hashem; Sevestre, Patrick
cwpe0604.pdf14-Mar-2006Macroeconometric Modelling with a Global PerspectivePesaran, M Hashem; Smith, Ron P

Showing results 4 to 23 of 55

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