M. Hashem Pesaran - Central Bank Research Hub

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005

Title Other author(s)

China's Emergence in the World Economy and Business Cycles in Latin America

Bank of Canada Working papers [View] (Paper: 2012-32, 08.10.2012)

Aggregation in Large Dynamic Panels

Dallas Fed Institute Working Papers [View] (Paper: 0101, 10.12.2011)

Supply, demand and monetary policy shocks in a multi-country New Keynesian Model,

European Central Bank Working papers [View] (Paper: 1239, 15.09.2010)

JEL: C32, E17, F37, F42

Variable Selection, Estimation and Inference for Multi-period Forecasting Problems

Netherlands Bank DNB Working Papers [View] (Paper: 250, 25.06.2010)

Econometric analysis of high dimensional VARs featuring a dominant unit,

European Central Bank Working papers [View] (Paper: 1194, 25.06.2010)

JEL: C10, C33, C51

Weak and strong cross section dependence and estimation of large panels

European Central Bank Working papers [View] (Paper: 1100, 16.10.2009)

JEL: C10, C31, C33

Forecasting Random Walks under Drift Instability

Netherlands Bank DNB Working Papers [View] (Paper: 207, 01.04.2009)

JEL: C22, C53

Infinite-dimensional VARs and factor models

European Central Bank Working papers [View] (Paper: 0998, 29.01.2009)

JEL: C10, C33, C51

Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combi

Swiss National Bank Working Papers [View] (Paper: 2008-03, 01.05.2008)

Identification of new Keynesian Phillips Curves from a global perspective.

European Central Bank Working papers [View] (Paper: 0892, 30.04.2008)

JEL: C32, E17, F37, F42

Forecasting Economic and Financial Variableswith Global VARs

New York Fed Staff reports [View] (Paper: 317, 28.02.2008)

JEL: C32, C51, C53

Lumpy Price Adjustments: A Microeconometric Analysis.

Bank of France Working Papers [View] (Paper: Nr 185, 26.10.2007)

JEL: C51, C81, D21

Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Model

Netherlands Bank DNB Working Papers [View] (Paper: 140, 26.06.2007)

Lumpy price adjustments: a microeconomic analysis

National Bank of Belgium Working Papers [View] (Paper: 100, 12.10.2006)

JEL: C51, C81, D21

Learning, structural instability and present value calculations

Deutsche Bundesbank Discussion Papers [View] (Paper: 200627, 29.08.2006)

JEL: C11, G12, G22

Unit roots and cointegration in panels

Deutsche Bundesbank Discussion Papers [View] (Paper: 200542, 30.11.2005)

JEL: C12, C15, C22, C23

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005