Browsing All of EconStor by Author Pesaran, Mohammad Hashem


Showing results 41 to 60 of 77
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Year of PublicationTitleAuthor(s)
2007Lumpy price adjustments: a microeconometric analysisDhyne, Emmanuel; Fuss, Catherine; Pesaran, Mohammad Hashem; Sevestre, Patrick
2007On econometric analysis of structural systems with permanent and transitory shocks and exogenous variablesPagan, Adrian; Pesaran, Mohammad Hashem
2007Assessing forecast uncertainties in a VECX model for Switzerland: an exercise in forecast combination across models and observation windowsAssenmacher-Wesche, Katrin; Pesaran, Mohammad Hashem
2007Lumpy price adjustments: a microeconometric analysisDhyne, Emmanuel; Fuss, Catherine; Pesaran, Mohammad Hashem; Sevestre, Patrick
2007Infinite dimensional VARs and factor modelsChudik, Alexander; Pesaran, Mohammad Hashem
2007Monetary Policy Transmission and the Phillips Curve in a Global ContextSmith, Ron P.; Pesaran, Mohammad Hashem
2007Large panels with common factors and spatial correlationsPesaran, Mohammad Hashem; Tosetti, Elisa
2007Modelling volatilities and conditional correlations in futures markets with a multivariate t distributionPesaran, Bahram; Pesaran, Mohammad Hashem
2007Diagnostic tests of cross section independence for nonlinear panel data modelsHsiao, Cheng; Pesaran, Mohammad Hashem; Pick, Andreas
2007Large panels with common factors and spatial correlationsPesaran, Mohammad Hashem; Tosetti, Elisa
2007Assessing forecast uncertainties in a VECX model for Switzerland: an exercise in forecast combination across models and observation windowsAssenmacher-Wesche, Katrin; Pesaran, Mohammad Hashem
2007Infinite dimensional VARs and factor modelsChudik, Alexander; Pesaran, Mohammad Hashem
2008A VECX model of the Swiss economyAssenmacher-Wesche, Katrin; Pesaran, Mohammad Hashem
2008Panel unit root tests in the presence of a multifactor error structurePesaran, Mohammad Hashem; Smith, L. Vanessa; Yamagata, Takashi
2008Forecasting economic and financial variables with global VARsPesaran, Mohammad Hashem; Schuermann, Til; Smith, L. Vanessa
2008Optimal asset allocation with factor models for large portfoliosPesaran, Mohammad Hashem; Zaffaroni, Paolo
2008Model Averaging in Risk Management with an Application to Futures MarketsPesaran, Mohammad Hashem; Schleicher, Christoph; Zaffaroni, Paolo
2008Forecasting random walks under drift instabilityPesaran, Mohammad Hashem; Pick, Andreas
2008Identification of New Keynesian Phillips Curves from a global perspectiveDees, Stephane; Pesaran, Mohammad Hashem; Smith, L. Vanessa; Smith, Ron P.
2008Identification of new Keynesian Phillips Curves from a global perspectiveDees, Stephane; Pesaran, Mohammad Hashem; Smith, L. Vanessa; Smith, Ron P.