Browsing All of EconStor by Author Pesaran, Hashem

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Showing results 1 to 14 of 14
Year of PublicationTitleAuthor(s)
2005 Exploring the international linkages of the euro area: a global VAR analysisDées, Stéphane; di Mauro, Filippo; Pesaran, Hashem; Smith, Vanessa
2006 Lumpy price adjustments: a microeconometric analysisDhyne, Emmanuel; Fuss, Catherine; Pesaran, Hashem; Sevestre, Patrick
2007 Long run macroeconomic relations in the global economyDées, Stéphane; Holly, Sean; Pesaran, Hashem; Smith, Vanessa
2008 Identification of new Keynesian Phillips Curves from a global perspective.Dées, Stéphane; Pesaran, Hashem; Smith, Vanessa; Smith, Ron P.
2009 Infinite-dimensional VARs and factor modelsChudik, Alexander; Pesaran, Hashem
2009 Weak and strong cross section dependence and estimation of large panelsChudik, Alexander; Pesaran, Hashem; Tosetti, Elisa
2010 Econometric analysis of high dimensional VARs featuring a dominant unitPesaran, Hashem; Chudik, Alexander
2010 Supply, demand and monetary policy shocks in a multi-country New Keynesian ModelDées, Stéphane; Pesaran, Hashem; Smith, Vanessa; Smith, Ron P.
2011 Beyond the DSGE straitjacketPesaran, Hashem; Smith, Ron P.
2011 On identification of Bayesian DSGE modelsKoop, Gary; Pesaran, Hashem; Smith, Ron P.
2011 Business cycle effects of credit and technology shocks in a DSGE model with firm defaultsPesaran, Hashem; Xu, TengTeng
2012 Testing weak cross-sectional dependence in large panelsPesaran, Hashem
2012 Testing CAPM with a large number of assetsPesaran, Hashem; Yamagata, Takashi
2012 Exponent of cross-sectional dependence: Estimation and inferenceBailey, Natalia; Kapetanios, George; Pesaran, Hashem