Browsing All of EconStor by Author Pesaran, Hashem
Showing results 1 to 14 of 14
| Year of Publication | Title | Author(s) |
| 2005 | Exploring the international linkages of the euro area: a global VAR analysis | Dées, Stéphane; di Mauro, Filippo; Pesaran, Hashem; Smith, Vanessa |
| 2006 | Lumpy price adjustments: a microeconometric analysis | Dhyne, Emmanuel; Fuss, Catherine; Pesaran, Hashem; Sevestre, Patrick |
| 2007 | Long run macroeconomic relations in the global economy | Dées, 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 | Weak and strong cross section dependence and estimation of large panels | Chudik, Alexander; Pesaran, Hashem; Tosetti, Elisa |
| 2009 | Infinite-dimensional VARs and factor models | Chudik, Alexander; Pesaran, Hashem |
| 2010 | Econometric analysis of high dimensional VARs featuring a dominant unit | Pesaran, Hashem; Chudik, Alexander |
| 2010 | Supply, demand and monetary policy shocks in a multi-country New Keynesian Model | Dées, Stéphane; Pesaran, Hashem; Smith, Vanessa; Smith, Ron P. |
| 2011 | On identification of Bayesian DSGE models | Koop, Gary; Pesaran, Hashem; Smith, Ron P. |
| 2011 | Beyond the DSGE straitjacket | Pesaran, Hashem; Smith, Ron P. |
| 2011 | Business cycle effects of credit and technology shocks in a DSGE model with firm defaults | Pesaran, Hashem; Xu, TengTeng |
| 2012 | Exponent of cross-sectional dependence: Estimation and inference | Bailey, Natalia; Kapetanios, George; Pesaran, Hashem |
| 2012 | Testing weak cross-sectional dependence in large panels | Pesaran, Hashem |
| 2012 | Testing CAPM with a large number of assets | Pesaran, Hashem; Yamagata, Takashi |
