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M Hashem Pesaran

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Personal Details

First Name: M
Middle Name: Hashem
Last Name: Pesaran
Suffix:

RePEc Short-ID: ppe34

Email:
Homepage: http://www.econ.cam.ac.uk/faculty/pesaran
Postal Address: Faculty of Economics, University of Cambridge Sidgwick Avenue Cambridge CB3 9DD UK
Phone: +44 1223 335216

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Works

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Working papers

  1. Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti, 2009. "Weak and Strong Cross Section Dependence and Estimation of Large Panels," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  2. Esfahani, H.S. & Mohaddes, K. & Pesaran, M.H., 2009. "Oil Exports and the Iranian Economy," Cambridge Working Papers in Economics 0944, Faculty of Economics, University of Cambridge. [Downloadable!]

  3. Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, Hashem, 2009. "Oil Exports and the Iranian Economy," IZA Discussion Papers 4537, Institute for the Study of Labor (IZA). [Downloadable!]

  4. Pesaran, M.H. & Pick, A. & Timmermann, A., 2009. "Variable Selection and Inference for Multi-period Forecasting Problems," Cambridge Working Papers in Economics 0901, Faculty of Economics, University of Cambridge. [Downloadable!]
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  5. M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith, 2008. "Forecasting economic and financial variables with global VARs," Staff Reports 317, Federal Reserve Bank of New York. [Downloadable!]
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  6. Katrin Assenmacher-Wesche & M. Hashem Pesaran, 2008. "A VECX Model of the Swiss Economy," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  7. Pesaran, M.H. & Pick, A., 2008. "Forecasting Random Walks Under Drift Instability," Cambridge Working Papers in Economics 0814, Faculty of Economics, University of Cambridge. [Downloadable!]
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  8. M. Hashem Pesaran & Christoph Schleicher & Paolo Zaffaroni, 2008. "Model Averaging in Risk Management with an Application to Futures Markets," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  9. Esfahani, H.S. & Pesaran, M.H., 2008. "Iranian Economy in the Twentieth Century: A Global Perspective," Cambridge Working Papers in Economics 0815, Faculty of Economics, University of Cambridge. [Downloadable!]

  10. Pesaran, M.H. & Zaffaroni, P., 2008. "Optimal Asset Allocation with Factor Models for Large Portfolios," Cambridge Working Papers in Economics 0813, Faculty of Economics, University of Cambridge. [Downloadable!]
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  11. Adrian R. Pagan & M. Hashem Pesaran, 2008. "Econometric Analysis of Structural Systems with Permanent and Transitory Shocks," Discussion Papers 2008-04, School of Economics, The University of New South Wales. [Downloadable!]
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  12. Assenmacher-Wesche, Katrin & Pesaran, M. Hashem, 2008. "Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Modelsand Observation Windows," Working Papers 2008-3, Swiss National Bank. [Downloadable!]

  13. Dees, Stephane & Pesaran, Hashem & Smith, L. Vanessa & Smith, Ron P., 2008. "Identification of New Keynesian Phillips Curves from a Global Perspective," IZA Discussion Papers 3298, Institute for the Study of Labor (IZA). [Downloadable!]
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  14. Adrian Pagan & Hashem Pesaran, 2007. "Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7," NCER Working Paper Series 7, National Centre for Econometric Research. [Downloadable!]

  15. Dees, S. & Holly, S. & Pesaran, M.H. & Smith, L.V., 2007. "Long Run Macroeconomic Relations in the Global Economy," Cambridge Working Papers in Economics 0703, Faculty of Economics, University of Cambridge. [Downloadable!]
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  16. Bahram Pesaran & M. Hashem Pesaran, 2007. "Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution," IZA Discussion Papers 2906, Institute for the Study of Labor (IZA). [Downloadable!]
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  17. Ron Smith & M. Hashem Pesaran, 2007. "Monetary Policy Transmission and the Phillips Curve in a Global Context," Kiel Working Papers 1366, Kiel Institute for the World Economy. [Downloadable!]

  18. Katrin Assenmacher-Wesche & M. Hashem Pesaran, 2007. "Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows," IZA Discussion Papers 3071, Institute for the Study of Labor (IZA). [Downloadable!]
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  19. Hsiao, C. & Pesaran, M.H. & Pick, A., 2007. "Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models," Cambridge Working Papers in Economics 0716, Faculty of Economics, University of Cambridge. [Downloadable!]
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  20. Pagan, A. & Pesaran, M.H., 2007. "On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables," Cambridge Working Papers in Economics 0704, Faculty of Economics, University of Cambridge. [Downloadable!]
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  21. M. Hashem Pesaran & Elisa Tosetti, 2007. "Large Panels with Common Factors and Spatial Correlations," IZA Discussion Papers 3032, Institute for the Study of Labor (IZA). [Downloadable!]
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  22. Bahram Pesaran & M. Hashem Pesaran, 2007. "Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]

  23. M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata, 2007. "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," IZA Discussion Papers 3254, Institute for the Study of Labor (IZA). [Downloadable!]
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  24. Alexander Chudik & M. Hashem Pesaran, 2007. "Infinite Dimensional VARs and Factor Models," IZA Discussion Papers 3206, Institute for the Study of Labor (IZA). [Downloadable!]
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  25. John Geweke & Joel Horowitz & M. Hashem Pesaran, 2006. "Econometrics: A Bird’s Eye View," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  26. Pesaran, M.H. & Timmermann, A., 2006. "Testing Dependence Among Serially Correlated Multi-category Variables," Cambridge Working Papers in Economics 0648, Faculty of Economics, University of Cambridge. [Downloadable!]
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  27. Holly, S. & Pesaran, M.H. & Yamagata. T., 2006. "A Spatio-Temporal Model of House Prices in the US," Cambridge Working Papers in Economics 0654, Faculty of Economics, University of Cambridge. [Downloadable!]
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  28. Kapetanios, G. & Pesaran, M.H. & Yamagata, T., 2006. "Panels with Nonstationary Multifactor Error Structures," Cambridge Working Papers in Economics 0651, Faculty of Economics, University of Cambridge. [Downloadable!]
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  29. Emmanuel Dhyne & Catherine Fuss & Hashem Pesaran & Patrick Sevestre, 2006. "Lumpy price adjustments : a microeconometric analysis," Research series 200610-12, National Bank of Belgium. [Downloadable!]
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  30. Pesaran, M.H. & Ullah, A. & Yamagata. T., 2006. "A Bias-Adjusted LM Test of Error Cross Section Independence," Cambridge Working Papers in Economics 0641, Faculty of Economics, University of Cambridge. [Downloadable!]
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  31. Pesaran, M.H. & Smith, R., 2006. "Macroeconometric Modelling with a Global Perspective," Cambridge Working Papers in Economics 0604, Faculty of Economics, University of Cambridge. [Downloadable!]
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  32. Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A., 2006. "Learning, Structural Instability and Present Value Calculations," Cambridge Working Papers in Economics 0602, Faculty of Economics, University of Cambridge. [Downloadable!]
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  33. Pesaran, M.H. & Smith, R.P & Yamagata. T. & Hvozdyk, L., 2006. "Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures," Cambridge Working Papers in Economics 0634, Faculty of Economics, University of Cambridge. [Downloadable!]
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  34. M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler, 2005. "The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification," IEPR Working Papers 05.25, Institute of Economic Policy Research (IEPR). [Downloadable!]
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  35. Breitung, J. & Pesaran, M.H., 2005. "Unit Roots and Cointegration in Panels," Cambridge Working Papers in Economics 0535, Faculty of Economics, University of Cambridge. [Downloadable!]
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  36. M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2005. "What if the UK had Joined the Euro in 1999? An Empirical Evaluation using a Global VAR," IEPR Working Papers 05.24, Institute of Economic Policy Research (IEPR). [Downloadable!]
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  37. Profoessor Hashem Pesaran & Allan Timmermann & Davide Pettenuzzo, 2005. "The Forecasing time series subject to multiple structure breaks," Money Macro and Finance (MMF) Research Group Conference 2005 33, Money Macro and Finance Research Group.

  38. Samuel Hanson & M. Hashem Pesaran & Til Schuermann, 2005. "Firm Heterogeneity and Credit Risk Diversification," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  39. Pesaran, M.H. & Weale, M., 2005. "Survey Expectations," Cambridge Working Papers in Economics 0536, Faculty of Economics, University of Cambridge. [Downloadable!]
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  40. M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler, 2005. "Global Business Cycles and Credit Risk," NBER Working Papers 11493, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  41. Kapetanios, G. & Pesaran, M.H., 2005. "Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns," Cambridge Working Papers in Economics 0520, Faculty of Economics, University of Cambridge. [Downloadable!]
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  42. Professor Hashem Pesaran, 2005. "National and Global Macroeconometric Modelling Using GVAR," Money Macro and Finance (MMF) Research Group Conference 2005 1, Money Macro and Finance Research Group.

  43. Samuel Hanson & M. Hashem Pesaran & Til Schuermann, 2005. "Scope for Credit Risk Diversification," IEPR Working Papers 05.18, Institute of Economic Policy Research (IEPR). [Downloadable!]
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  44. Pesaran, M.H. & Yamagata. T., 2005. "Testing Slope Homogeneity in Large Panels," Cambridge Working Papers in Economics 0513, Faculty of Economics, University of Cambridge. [Downloadable!]
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  45. M. Hashem Pesaran, 2005. "Market Efficiency Today," IEPR Working Papers 05.41, Institute of Economic Policy Research (IEPR). [Downloadable!]

  46. M. Hashem Pesaran, 2004. "A Pair-Wise Approach to Testing for Output and Growth Convergence," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  47. M Pesaran & Yongcheol Shin & Ron P Smith, 2004. "Pooled mean group estimation of dynamic heterogeneous panels," ESE Discussion Papers 16, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]

  48. Hsiao, C. & Pesaran, M.H., 2004. "‘Random Coefficient Panel Data Models’," Cambridge Working Papers in Economics 0434, Faculty of Economics, University of Cambridge. [Downloadable!]
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  49. Hashem Pesaran & Paolo Zaffaroni & Banca d'Italia), 2004. "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," Money Macro and Finance (MMF) Research Group Conference 2004 101, Money Macro and Finance Research Group. [Downloadable!]
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  50. M Pesaran & R Smith & Yongcheol Shin, 2004. "Structural analysis of vector error correction models exogenous i(1) variables," ESE Discussion Papers 38, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]

  51. Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A., 2004. "‘Forecasting Time Series Subject to Multiple Structural Breaks’," Cambridge Working Papers in Economics 0433, Faculty of Economics, University of Cambridge. [Downloadable!]
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  52. Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2004. "Exploring the International Linkages of the Euro Area: A Global VAR Analysis," IEPR Working Papers 04.6, Institute of Economic Policy Research (IEPR). [Downloadable!]
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  53. M. Hashem Pesaran, 2004. "Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  54. Pesaran, M.H., 2004. "‘General Diagnostic Tests for Cross Section Dependence in Panels’," Cambridge Working Papers in Economics 0435, Faculty of Economics, University of Cambridge. [Downloadable!]
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  55. A Garratt & K Lee & M Pesaran & Yongcheol Shin, 2004. "A long run structural macroeconometric model of the UK (first version)," ESE Discussion Papers 17, Edinburgh School of Economics, University of Edinburgh.

  56. Pesaran, M.H. & Timmermann, A., 2004. "‘Real Time Econometrics’," Cambridge Working Papers in Economics 0432, Faculty of Economics, University of Cambridge. [Downloadable!]
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  57. M. Hashem Pesaran & Andreas Pick, 2004. "Econometric Issues in the Analysis of Contagion," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  58. A Garratt & K Lee & M H Pesaran & Yongcheol Shin, 2004. "Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy," ESE Discussion Papers 64, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]

  59. Im, K.S. & Pesaran, M.H., 2003. "On The Panel Unit Root Tests Using Nonlinear Instrumental Variables," Cambridge Working Papers in Economics 0347, Faculty of Economics, University of Cambridge. [Downloadable!]

  60. Pesaran, H.M., 2003. "Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence," Cambridge Working Papers in Economics 0305, Faculty of Economics, University of Cambridge. [Downloadable!]
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  61. Pesaran, M.H., 2003. "A Simple Panel Unit Root Test in the Presence of Cross Section Dependence," Cambridge Working Papers in Economics 0346, Faculty of Economics, University of Cambridge. [Downloadable!]
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  62. Pesaran, H.M. & Timmermann, A., 2003. "How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?," Cambridge Working Papers in Economics 0306, Faculty of Economics, University of Cambridge. [Downloadable!]
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  63. Pesaran, M.H. & Schuermann, T. & Treutler, B-J. & Weiner, S.M., 2003. "Macroeconomic Dynamics and Credit Risk: A Global Perspective," Cambridge Working Papers in Economics 0330, Faculty of Economics, University of Cambridge. [Downloadable!]
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  64. Coe, P.J. & Pesaran, M.H. & Vahey, S.P., 2003. "Scope for Cost Minimization in Public Debt Management: the Case of the UK," Cambridge Working Papers in Economics 0338, Faculty of Economics, University of Cambridge. [Downloadable!]

  65. Pesaran, M.H. & Timmermann, A., 2003. "Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks," Cambridge Working Papers in Economics 0331, Faculty of Economics, University of Cambridge. [Downloadable!]
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  66. Michael Binder & M. Hashem Pesaran & Sunil Sharma, 2002. "Dynamics of convergence to purchasing power parity in the World economy," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 D4-3, International Conferences on Panel Data.

  67. Michael Binder & Cheng Hsiao & Jan Mutl & M. Hashem Pesaran, 2002. "Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions," Computing in Economics and Finance 2002 345, Society for Computational Economics.

  68. Allan Timmermann & M. Hashem Pesaran, 2002. "Market Timing and Return Prediction under Model Instability," FMG Discussion Papers dp412, Financial Markets Group. [Downloadable!] (restricted)
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  69. Pesaran, M.H. & Weiner, S.M., 2001. "Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model," Cambridge Working Papers in Economics 0119, Faculty of Economics, University of Cambridge. [Downloadable!]
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  70. Anthony Garratt & Kevin Lee & M Hashem Peseran & Yongcheol Shin, 2000. "Forecast Uncertainties in Macroeconometric Models: An Application to the UK Economy," Discussion Papers in Economics 00/4, Department of Economics, University of Leicester. [Downloadable!]

  71. Coe, P. & Pesaran, M.H. & Vahey, S.P., 2000. "The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach," Cambridge Working Papers in Economics 0005, Faculty of Economics, University of Cambridge. [Downloadable!]
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  72. Garrat, A. & Lee, K. & Pesaran, M.H. & Shin, Y., 2000. "Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy," Cambridge Working Papers in Economics 0004, Faculty of Economics, University of Cambridge. [Downloadable!]
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  73. Michael Binder, M.Hashem Pesaran, 2000. "Asset Price Dynamics And Aggregation," Computing in Economics and Finance 2000 296, Society for Computational Economics.

  74. Binder, M. & Hsaio, C. & Pesaran, M.H., 2000. "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Cambridge Working Papers in Economics 0003, Faculty of Economics, University of Cambridge. [Downloadable!]
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  75. Michael Binder & M. Hashem Pesaran, 2000. "Life-Cycle Models and Cross-Country Analysis of Saving," Econometric Society World Congress 2000 Contributed Papers 1643, Econometric Society. [Downloadable!]

  76. Pesaran, M. H. & Weeks, M., 1999. "Non-nested Hypothesis Testing: An Overview," Cambridge Working Papers in Economics 9918, Faculty of Economics, University of Cambridge. [Downloadable!]

  77. Pesaran, M. Hashem & Shin, Y. & Smith, R.J., 1999. "Bounds Testing Approaches to the Analysis of Long-run Relationships," Cambridge Working Papers in Economics 9907, Faculty of Economics, University of Cambridge. [Downloadable!]
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  78. Pesaran, M. H. & Harcourt, G. C., 1999. "Life and Work of John Richard Nicholas Stone, 1913-1991," Electronic-Only (EO) Working Papers 9901, Faculty of Economics, University of Cambridge. [Downloadable!]
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  79. Pesaran, M. H., 1999. "On Aggregation of Linear Dynamic Models," Cambridge Working Papers in Economics 9919, Faculty of Economics, University of Cambridge. [Downloadable!]

  80. M. Hashem Pesaran & Allan Timmermann, 1999. "Model Instability and Choice of Observation Window," University of California at San Diego, Economics Working Paper Series 99-19, Department of Economics, UC San Diego. [Downloadable!]
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  81. Granger, C.W.J. & Pesaran, M. H., 1999. "Economic and Statistical Measures of Forecast Accuracy," Cambridge Working Papers in Economics 9910, Faculty of Economics, University of Cambridge. [Downloadable!]

  82. Haque, N. U. & Pesaran, M. H. & Sharma, Sunil, 1999. "Neglected Heterogeneity and Dynamics in Cross-country Savings Regressions," Cambridge Working Papers in Economics 9904, Faculty of Economics, University of Cambridge. [Downloadable!]
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  83. Hsaio, Cheng & Pesaran, M. Hashem & Tahmiscioglu, A. Kamil, 1998. "Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods," Cambridge Working Papers in Economics 9826, Faculty of Economics, University of Cambridge.
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  84. Pesaran, M. H. & Zhao, Z., 1998. "Bias Reduction in Estimating Long-run Relationships from Dynamic Heterogenous Panels," Cambridge Working Papers in Economics 9802, Faculty of Economics, University of Cambridge.

  85. Pesaran, M. H. & Smith, Ron P., 1998. "Structural Analysis of Cointegrating VARs," Cambridge Working Papers in Economics 9811, Faculty of Economics, University of Cambridge.
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  86. Hsiao, C. & Pesaran, M. H. & Tahmiscioglu, A. K., 1998. "Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models," Cambridge Working Papers in Economics 9804, Faculty of Economics, University of Cambridge.

  87. Garratt, Anthony & Lee, Kevin C & Pesaran, M. Hashem & Shin, Yongcheol, 1998. "A Structural Cointegrating VAR Approach to Macroeconometric Modelling," Cambridge Working Papers in Economics 9823, Faculty of Economics, University of Cambridge.
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  88. Binder, M. & Pesaran, M. H. & Samiei, S. H., 1998. "Analytical and Numerical Solution of Finite-horizon Nonlinear Rational Expectations Models," Cambridge Working Papers in Economics 9808, Faculty of Economics, University of Cambridge.

  89. Binder, M. & Pesaran, M. H., 1998. "Optimal Consumption Decisions under Social Interactions," Cambridge Working Papers in Economics 9805, Faculty of Economics, University of Cambridge.

  90. Pesaran, M. H., 1998. "Economic Trends and Macroeconomic Policies in Post-revolutionary Iran," Cambridge Working Papers in Economics 9818, Faculty of Economics, University of Cambridge.
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  91. Garratt, A. & Lee, K. & Pesaran, M. H. & Shin, Y., 1998. "A Long-run Structural Macro-econometric Model of the UK," Cambridge Working Papers in Economics 9812, Faculty of Economics, University of Cambridge.
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  92. Van Garderen, K. J. & Lee, K. & Pesaran M., 1998. "Cross-sectional Aggregation of Non-linear Models," Cambridge Working Papers in Economics 9803, Faculty of Economics, University of Cambridge.
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  93. Pesaran, M. H. & Shin, Y. & Smith, R. J., 1997. "Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables," Cambridge Working Papers in Economics 9706, Faculty of Economics, University of Cambridge.
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  94. Pesaran, M. H. & Shin, Y., 1997. "Generalised Impulse Response Analysis in Linear Multivariate Models," Cambridge Working Papers in Economics 9710, Faculty of Economics, University of Cambridge.
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  95. Pesaran, M. H. & Binder, M., 1997. "Solution of Multivariate Linear Rational Expectations Models and Large Sparse Linear Systems," Cambridge Working Papers in Economics 9708, Faculty of Economics, University of Cambridge.
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  96. Pesaran, M. H. & Shin, Y. & Smith, R. P., 1997. "Pooled Estimation of Long-run Relationships in Dynamic Heterogeneous Panels," Cambridge Working Papers in Economics 9721, Faculty of Economics, University of Cambridge.

  97. Pesaran, M. H. & Taylor, L.W., 1997. "Diagnostics for IV Regressions," Cambridge Working Papers in Economics 9709, Faculty of Economics, University of Cambridge.
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  98. Pesaran, M.H., 1996. "The Role of Economic Theory in Modelling the Long Run," Cambridge Working Papers in Economics 9612, Faculty of Economics, University of Cambridge.
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  99. Binder, M. & Pesaran, H., 1996. "Multivariate Linear Rational Expectations Models: Characterisation of the Nature of the Solutions and Their Fully Recursive Computation," Cambridge Working Papers in Economics 9619, Faculty of Economics, University of Cambridge.
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  100. Binder, M. & Pesaran, M.H., 1996. "Stochastic Growth," Cambridge Working Papers in Economics 9615, Faculty of Economics, University of Cambridge.

  101. Granger, C.W.J. & Pesaran, H., 1996. "A Decision_Theoretic Approach to Forecast Evaluation," Cambridge Working Papers in Economics 9618, Faculty of Economics, University of Cambridge.
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  102. Pesaran, M. H. & Timmermann, A., 1996. "A Recursive Modelling Approach to Predicting UK Stock Returns'," Cambridge Working Papers in Economics 9625, Faculty of Economics, University of Cambridge.
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  103. Pesaran, M. H. & Shin, Y. & Smith, R. J., 1996. "Testing for the 'Existence of a Long-run Relationship'," Cambridge Working Papers in Economics 9622, Faculty of Economics, University of Cambridge.

  104. M. Hashem Pesaran & Francisco J. Ruge-Murcia, 1996. "Limited-dependent rational expectations models with jumps," Discussion Paper / Institute for Empirical Macroeconomics 111, Federal Reserve Bank of Minneapolis. [Downloadable!]

  105. Pesaran,H.M. & Shin,Y., 1995. "Long-Run Structural Modelling," Cambridge Working Papers in Economics 9419, Faculty of Economics, University of Cambridge.
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  106. Pesaran, H. & Timmermann, A., 1995. "The Use of Recursive Model Selection Strategies in Forecasting Stock Returns," Cambridge Working Papers in Economics 9406, Faculty of Economics, University of Cambridge.

  107. Lee, K. & Psaran, M.H. & Smith, R., 1995. "Growth and Convergence: A Multi-Country Empirical Analysis of the Solow Growth Model," Cambridge Working Papers in Economics 9531, Faculty of Economics, University of Cambridge.

  108. Pasaran, M.H. & Im, K.S. & Shin, Y., 1995. "Testing for Unit Roots in Heterogeneous Panels," Cambridge Working Papers in Economics 9526, Faculty of Economics, University of Cambridge.
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  109. Binder,M. & Pesaran,H.M., 1995. "Multivariate Rational Expectations Models and Macroeconomic Modelling: A Review and Some New Results," Cambridge Working Papers in Economics 9415, Faculty of Economics, University of Cambridge.
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  110. Pesaran, H.M. & Ruge-Murcia, F.J., 1995. "A Discrete-Time Version of Target Zone Models with Jumps," Cambridge Working Papers in Economics 9513, Faculty of Economics, University of Cambridge.
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  111. Pesaran, H.M. & Potter, S.M., 1995. "A Floor and Ceiling Model of U.S. Output," Cambridge Working Papers in Economics 9407, Faculty of Economics, University of Cambridge.
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  112. Pasaran, M.H. & Smith, R., 1995. "New Directions in Applied Macroeconomic Modelling," Cambridge Working Papers in Economics 9525, Faculty of Economics, University of Cambridge.

  113. Pesaran, H., 1995. "Planning and Macroeconomic Stabilization in Iran," Cambridge Working Papers in Economics 9508, Faculty of Economics, University of Cambridge.

  114. Pesaran, M.H. & Shin, Y., 1995. "An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis," Cambridge Working Papers in Economics 9514, Faculty of Economics, University of Cambridge.

  115. Pesaran, H. & Smith, R. & Im, K.S., 1995. "Dynamic Linear Models for Heterogeneous Panels," Cambridge Working Papers in Economics 9503, Faculty of Economics, University of Cambridge.

  116. M. Hashem Pesaran & Allan Timmermann, 1995. "Predictability of Stock Returns: Robustness and Economic Significance," University of California at San Diego, Economics Working Paper Series 95-19, Department of Economics, UC San Diego.
    Published as:

  117. Pesaran, H.M., 1995. "Iranian Economy During the Pahlavi Era," Cambridge Working Papers in Economics 9418, Faculty of Economics, University of Cambridge.

  118. Binder,M. & Pesaran,M.H., 1995. "Decision-Making in the Presence of Heterogeneous Information and Social Interactions," Cambridge Working Papers in Economics 9537, Faculty of Economics, University of Cambridge.
    Published as:

  119. Pesaran, M.H. & Karshenas, M., 1993. "Exchange Rate Unification, the Role of Markets and Planning in the Iranian Economic Reconstruction," Cambridge Working Papers in Economics 9313, Faculty of Economics, University of Cambridge.

  120. Pesaran, M.H. & Samiei, H., 1993. "Forecasting Ultimate Resource Recovery," Cambridge Working Papers in Economics 9320, Faculty of Economics, University of Cambridge.
    Published as:

  121. M. Hashem Pesaran & Simon M. Potter, 1993. "Equilibrium Asset Pricing Models and Predictability of Excess Returns," UCLA Economics Working Papers 694, UCLA Department of Economics. [Downloadable!]

  122. Pesaran, M.H. & Murcia, F.J., 1993. "Limited-Dependent Rational Expectations Models with Stochastic Thresholds," Cambridge Working Papers in Economics 9318, Faculty of Economics, University of Cambridge.
    Published as:

  123. McAleer, M. & McKenzie, C.R. & Pesaren, M.H., 1993. "Cointegration and Direct Tests of the Rational Expectations Hypothesis," Cambridge Working Papers in Economics 9306, Faculty of Economics, University of Cambridge.
    Published as:

  124. Pesaran, M.H. & Samiei, H., 1993. "Limited-Dependaent Rational Expectations Models with Future Expectations," Cambridge Working Papers in Economics 9321, Faculty of Economics, University of Cambridge.
    Published as:

  125. Pesaran, M.H. & Smith, R., 1993. "The Natural Rate Hypothesis and its Testable Implications," Cambridge Working Papers in Economics 9314, Faculty of Economics, University of Cambridge.

  126. Pesaran, M.H. & Shin, Y., 1993. "Cointegration and Speed of Convergence to Equilibrium," Cambridge Working Papers in Economics 9311, Faculty of Economics, University of Cambridge.
    Published as:

  127. Pesaran, B. & Pesaran, M.H., 1992. "A Non-Nested Test of Level-Differenced versus Log-Differenced Stationary Models," Cambridge Working Papers in Economics 9222, Faculty of Economics, University of Cambridge.
    Published as:

  128. Pesaran, M.H. & Smith, R., 1992. "Theory and Evidence in Economics," Cambridge Working Papers in Economics 9224, Faculty of Economics, University of Cambridge.

  129. Pesaran, M.H. & Smith, R., 1992. "Estimating Long-Run Relationships From Dynamic Heterogeneous Panels," Cambridge Working Papers in Economics 9215, Faculty of Economics, University of Cambridge.
    Published as:

  130. Favero, C.A. & Pesaran, M.H. & Sharma, S., 1992. "Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS," Cambridge Working Papers in Economics 9210, Faculty of Economics, University of Cambridge.

  131. Lee, K.C. & Pesaran, M.H., 1992. "The Role of Sectoral Interactions in Wage Determination in the UK Economy," Cambridge Working Papers in Economics 9214, Faculty of Economics, University of Cambridge.
    Published as:

  132. Pesaran, M.H. & Timmermann, A.G., 1992. "A Generalisation of the Non-Parametric Henriksson-Merton Test of Market Timing," Cambridge Working Papers in Economics 9218, Faculty of Economics, University of Cambridge.
    Published as:

  133. Pesaran, M.H. & Timmermann, A., 1992. "Forecasting Stock Returns," Cambridge Working Papers in Economics 9216, Faculty of Economics, University of Cambridge.

  134. Pesaran, M. & Pierse, R.G. & Lee, K.C., 1992. "Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods," Cambridge Working Papers in Economics 9219, Faculty of Economics, University of Cambridge.
    Published as:

  135. Favero, C.A. & Pesaran, M.H., 1992. "Oil Investment in the North Sea," Cambridge Working Papers in Economics 9204, Faculty of Economics, University of Cambridge.
    Published as:

  136. Pesaran, M.H., 1992. "A Generalised R2 Criterion for Regression Models Estimated by the Instrumental Variable Method," Cambridge Working Papers in Economics 9220, Faculty of Economics, University of Cambridge.

  137. Pesaran, M.H. & Smith, R., 1992. "The Interaction Between Theory and Observation in Economics," Cambridge Working Papers in Economics 9223, Faculty of Economics, University of Cambridge.

  138. Pesaran, M.H. & Samiei, H., 1991. "An Analysis of the determination of Dutsche Mark/French Franc Exchange rate in a Discrete-Time Target-Zone Model," Papers 38, California Los Angeles - Applied Econometrics.
    Published as:

  139. Pesaran, M.H., 1991. "The Iranian Foreign Exchange Policy And The Black Market For Dollars," Papers 33, California Los Angeles - Applied Econometrics.

  140. M. Hashem Pesaran & Hossein Samiei, 1991. "Estimating Limited-Dependent Rational Expectations Models: With an Application to Exchange Rate Determination in a Target Zone," UCLA Economics Working Papers 612, UCLA Department of Economics. [Downloadable!]
    Published as:

  141. Mcaleer, M. & Pesaran, M.H. & Bera, A.K., 1990. "Alternative Approaches To Testing Non-Nested Models With Autocorrelated Disturbances: An Application To Models Of Us Unemployment," Cambridge Working Papers in Economics 9013, Faculty of Economics, University of Cambridge.
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  142. Pesaran, M.H. & Samiei, H., 1990. "Estimating Limited-Dependence Rational Exoectations Models," Cambridge Working Papers in Economics 9017, Faculty of Economics, University of Cambridge.

  143. Pesaran, M.H. & Samiei, H., 1990. "Estimating Limited-Dependent Rational Expectations Models," Papers 18, California Los Angeles - Applied Econometrics.

  144. Pesaran, M.H. & Pierse, R.G. & Lee, K.C., 1990. "Persistence, Cointegration And Aggregation: A Disaggregated Analysis Of Output Fluctuations In The Us Economy," Cambridge Working Papers in Economics 9020, Faculty of Economics, University of Cambridge.
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    Published as:

  145. Pesaran, M.H., 1990. "Rational Expectations In Disaggregated Models: An Empirical Analysis Of Opec'S Behavior," Papers 13, California Los Angeles - Applied Econometrics.

  146. Pesaran, M.H. & Timmermann, G., 1990. "The Statistical And Economic Significance Of The Predictability Of Exess Returns On Common Stocks," Cambridge Working Papers in Economics 9022, Faculty of Economics, University of Cambridge.
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  147. Pesaran, M.H., 1990. "Expectations In Economics," Cambridge Working Papers in Economics 9016, Faculty of Economics, University of Cambridge.

  148. Pesaran, M.H. & Timmermann, A., 1990. "A Simple, Non-Parametric Test Of Predictive Performance," Cambridge Working Papers in Economics 9021, Faculty of Economics, University of Cambridge.
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    Published as:

  149. Bera, A.K. & Mcaleer, M. & Pesaran, M.H., 1989. "Joint Test Of Non-Nested Models And General Erro Specifications," Papers 3, California Los Angeles - Applied Econometrics.
    Published as:

  150. Beraq, A.K. & Mcaleer, M. & Pesaran, M.H., 1989. "Joint Tests Of Non-Nested Modls And General Error Specifications," Papers 197, Osaka - Institute of Social and Economic Research.
    Published as:

  151. Pesaran, M.H., 1989. "Estimation Of Simple Class Of Multivariate Rational Expectations Models: A Test Of The New Classical Model At A Sectoral Level," Papers 4, California Los Angeles - Applied Econometrics.
    Published as:

  152. Pasaran, M.H. & Pasaran, B., 1989. "A Simulation Approach To The Problem Of Computing Cox'S Statistic For Testing Non-Nested Models," Papers 7, California Los Angeles - Applied Econometrics.
    Published as:

  153. M. Hashem Pesaran, 1988. "An Econometric Analysis of Exploration and Extraction of Oil in the U.K. Continental Shelf," UCLA Economics Working Papers 471, UCLA Department of Economics. [Downloadable!]
    Published as:

  154. K. Lee & M. H. Pesaran & R. G. Pierse, 1988. "Aggregation Bias and Labor Demand Equations for the U.K. Economy," UCLA Economics Working Papers 492, UCLA Department of Economics. [Downloadable!]

  155. M. H. Pesaran & R. G. Pierse & M. S. Kumar, 1988. "Econometric Analysis of Aggregation in the Context of Linear Prediction Models," UCLA Economics Working Papers 485, UCLA Department of Economics. [Downloadable!]
    Published as:

  156. M. Hashem Pesaran, 1988. "Two-Step, Instrumental Variable and Maximum Likelihood Estimation of Multivariate Rational Expectations Models," UCLA Economics Working Papers 493, UCLA Department of Economics. [Downloadable!]

  157. M. Hashem Pesaran, 1987. "A Rejoinder: On the Policy Ineffectiveness Proposition and a Keynesian Alternative," UCLA Economics Working Papers 470, UCLA Department of Economics. [Downloadable!]

  158. Kevin Lee & M. Hashem Pesaran & Ron Smith, . "Growth and Convergence in a Multi-County empirical Stochastic Solow Model," Discussion Papers in Economics 96/14, Department of Economics, University of Leicester.

  159. Michael Binder, M. Hashem Pesaran & S. Hossein Samiei, . "Analytical and Numerical Solution of Multivariate Nonlinear Rational Expectations Models," Computing in Economics and Finance 1997 34, Society for Computational Economics. [Downloadable!]

  160. M H Pesaran & R L Smith & Yongcheol Shin, . "Structural analysis of vector error correction models with exogenous I(1) variables (first version)," ESE Discussion Papers 7, Edinburgh School of Economics, University of Edinburgh.

Articles

  1. M. Hashem Pesaran, 2009. "Announcement," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(5), pages 865-865. [Downloadable!]

  2. David F. Hendry & M. Hashem Pesaran, 2009. "In memory of Clive Granger: an advisory board member of the journal," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(6), pages 871-873. [Downloadable!]

  3. Pesaran, M. Hashem & Timmermann, Allan, 2009. "Testing Dependence Among Serially Correlated Multicategory Variables," Journal of the American Statistical Association, American Statistical Association, vol. 104(485), pages 325-337. [Downloadable!] (restricted)
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  4. Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2009. "Identification of New Keynesian Phillips Curves from a Global Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(7), pages 1481-1502, October. [Downloadable!] (restricted)
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  5. Pesaran, M. Hashem & Schleicher, Christoph & Zaffaroni, Paolo, 2009. "Model averaging in risk management with an application to futures markets," Journal of Empirical Finance, Elsevier, vol. 16(2), pages 280-305, March. [Downloadable!] (restricted)
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  6. M. Hashem Pesaran & Ron Smith & Takashi Yamagata & Lyudmyla Hvozdyk, 2009. "Pairwise Tests of Purchasing Power Parity," Econometric Reviews, Taylor and Francis Journals, vol. 28(6), pages 495-521. [Downloadable!] (restricted)

  7. M. Hashem Pesaran, 2009. "The Richard Stone Prize in Applied Econometrics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(5), pages 863-863. [Downloadable!]

  8. M. Hashem Pesaran & Aman Ullah & Takashi Yamagata, 2008. "A bias-adjusted LM test of error cross-section independence," Econometrics Journal, Royal Economic Society, vol. 11(1), pages 105-127, 03. [Downloadable!] (restricted)
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  9. Hashem Pesaran, M. & Yamagata, Takashi, 2008. "Testing slope homogeneity in large panels," Journal of Econometrics, Elsevier, vol. 142(1), pages 50-93, January. [Downloadable!] (restricted)
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  10. Pagan, A.R. & Pesaran, M. Hashem, 2008. "Econometric analysis of structural systems with permanent and transitory shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3376-3395, October. [Downloadable!] (restricted)
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  11. Hanson, Samuel G. & Pesaran, M. Hashem & Schuermann, Til, 2008. "Firm heterogeneity and credit risk diversification," Journal of Empirical Finance, Elsevier, vol. 15(4), pages 583-612, September. [Downloadable!] (restricted)
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  12. M. Hashem Pesaran, 2008. "March 2008 Announcement : Journal of Applied Econometrics Distinguished Authors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(3), pages 391-393. [Downloadable!]

  13. M. Hashem Pesaran, 2007. "Journal of Applied Econometrics Dissertation Prize," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(7), pages 1395-1395. [Downloadable!]
    Published as:

  14. Pesaran, M. Hashem & Pick, Andreas, 2007. "Econometric issues in the analysis of contagion," Journal of Economic Dynamics and Control, Elsevier, vol. 31(4), pages 1245-1277, April. [Downloadable!] (restricted)
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  15. Pesaran, M. Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa, 2007. "Long Run Macroeconomic Relations in the Global Economy," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 1(3), pages 1-20. [Downloadable!]
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  16. Filippo di Mauro & L. Vanessa Smith & Stephane Dees & M. Hashem Pesaran, 2007. "Exploring the international linkages of the euro area: a global VAR analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 1-38. [Downloadable!]
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  17. M. Hashem Pesaran & Badi H. Baltagi, 2007. "Heterogeneity and cross section dependence in panel data models: theory and applications introduction," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 229-232. [Downloadable!]

  18. Hashem Pesaran, M., 2007. "A pair-wise approach to testing for output and growth convergence," Journal of Econometrics, Elsevier, vol. 138(1), pages 312-355, May. [Downloadable!] (restricted)
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  19. M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2007. "What if the UK or Sweden had joined the euro in 1999? An empirical evaluation using a Global VAR," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(1), pages 55-87. [Downloadable!]

  20. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2007. "Learning, Structural Instability, and Present Value Calculations," Econometric Reviews, Taylor and Francis Journals, vol. 26(2-4), pages 253-288. [Downloadable!] (restricted)
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  21. M. Hashem Pesaran, 2007. "A simple panel unit root test in the presence of cross-section dependence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 265-312. [Downloadable!]
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  22. Pesaran, M. Hashem & Timmermann, Allan, 2007. "Selection of estimation window in the presence of breaks," Journal of Econometrics, Elsevier, vol. 137(1), pages 134-161, March. [Downloadable!] (restricted)

  23. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006. "Forecasting Time Series Subject to Multiple Structural Breaks," Review of Economic Studies, Blackwell Publishing, vol. 73(4), pages 1057-1084, October. [Downloadable!] (restricted)
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  24. M. Hashem Pesaran, 2006. "Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure," Econometrica, Econometric Society, vol. 74(4), pages 967-1012, 07. [Downloadable!] (restricted)
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  25. Pesaran, M. Hashem & Schuermann, Til & Treutler, Bjorn-Jakob & Weiner, Scott M., 2006. "Macroeconomic Dynamics and Credit Risk: A Global Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(5), pages 1211-1261, August. [Downloadable!] (restricted)
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  26. M. Hashem Pesaran & Ron Smith, 2006. "Macroeconometric Modelling With A Global Perspective," Manchester School, University of Manchester, vol. 74(s1), pages 24-49, 09. [Downloadable!] (restricted)
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  27. Binder, Michael & Hsiao, Cheng & Pesaran, M. Hashem, 2005. "Estimation And Inference In Short Panel Vector Autoregressions With Unit Roots And Cointegration," Econometric Theory, Cambridge University Press, vol. 21(04), pages 795-837, August. [Downloadable!]
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  28. Patrick J. Coe & M. Hashem Pesaran & Shaun P. Vahey, 2005. "The Cost Effectiveness of the UK's Sovereign Debt Portfolio," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(4), pages 467-495, 08. [Downloadable!] (restricted)

  29. Pesaran, M. Hashem & Timmermann, Allan, 2005. "Small sample properties of forecasts from autoregressive models under structural breaks," Journal of Econometrics, Elsevier, vol. 129(1-2), pages 183-217. [Downloadable!] (restricted)
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  30. Pesaran, Hashem & Timmermann, Allan, 2005. "Real-Time Econometrics," Econometric Theory, Cambridge University Press, vol. 21(01), pages 212-231, February. [Downloadable!]
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  31. Pesaran M.H. & Schuermann T. & Weiner S.M., 2004. "Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 129-162, April. [Downloadable!] (restricted)
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  32. Pesaran M.H. & Schuermann T. & Weiner S.M., 2004. "Rejoinder," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 175-181, April. [Downloadable!] (restricted)

  33. Pesaran, M. Hashem & Timmermann, Allan, 2004. "How costly is it to ignore breaks when forecasting the direction of a time series?," International Journal of Forecasting, Elsevier, vol. 20(3), pages 411-425. [Downloadable!] (restricted)
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  34. Anthony Garratt & Kevin Lee & M. Hashem Pesaran & Yongcheol Shin, 2003. "A Long run structural macroeconometric model of the UK," Economic Journal, Royal Economic Society, vol. 113(487), pages 412-455, 04. [Downloadable!] (restricted)
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  35. Im, Kyung So & Pesaran, M. Hashem & Shin, Yongcheol, 2003. "Testing for unit roots in heterogeneous panels," Journal of Econometrics, Elsevier, vol. 115(1), pages 53-74, July. [Downloadable!] (restricted)
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  36. Hashem Pesaran, 2003. "Introducing a replication section," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(1), pages 111-111. [Downloadable!]

  37. M. Hashem Pesaran, 2003. "Journal of applied econometrics scholars programme," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(5), pages 619-619. [Downloadable!]

  38. Garratt A. & Lee K. & Pesaran M.H. & Shin Y., 2003. "Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 829-838, January. [Downloadable!] (restricted)

  39. Hashem Pesaran, M., 2003. "Aggregation of linear dynamic models: an application to life-cycle consumption models under habit formation," Economic Modelling, Elsevier, vol. 20(2), pages 383-415, March. [Downloadable!] (restricted)

  40. M. Hashem Pesaran & Yongcheol Shin, 2002. "Long-Run Structural Modelling," Econometric Reviews, Taylor and Francis Journals, vol. 21(1), pages 49-87. [Downloadable!] (restricted)
    Other versions:

  41. Pesaran, M. Hashem & Timmermann, Allan, 2002. "Market timing and return prediction under model instability," Journal of Empirical Finance, Elsevier, vol. 9(5), pages 495-510, December. [Downloadable!] (restricted)
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  42. Hsiao, Cheng & Hashem Pesaran, M. & Kamil Tahmiscioglu, A., 2002. "Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods," Journal of Econometrics, Elsevier, vol. 109(1), pages 107-150, July. [Downloadable!] (restricted)
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  43. M Hashem Pesaran, 2001. "Journal of Applied Econometrics Conference Sponsorship Grants," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(4), pages 561-561.

  44. David F. Hendry & M. Hashem Pesaran, 2001. "A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 197-202. [Downloadable!]

  45. M. Hashem Pesaran, 2001. "Journal of Applied Econometrics distinguished authors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(5), pages 653-654.

  46. Binder, Michael & Pesaran, M. Hashem, 2001. "Life-cycle consumption under social interactions," Journal of Economic Dynamics and Control, Elsevier, vol. 25(1-2), pages 35-83, January. [Downloadable!] (restricted)

  47. M. Hashem Pesaran & Yongcheol Shin & Richard J. Smith, 2001. "Bounds testing approaches to the analysis of level relationships," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 289-326. [Downloadable!]

  48. Pesaran, M Hashem & Harcourt, G C, 2000. "Life and Work of John Richard Nicholas Stone 1913-1991," Economic Journal, Royal Economic Society, vol. 110(461), pages F146-65, February. [Downloadable!] (restricted)
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  49. Pesaran, M. Hashem & Shin, Yongcheol & Smith, Richard J., 2000. "Structural analysis of vector error correction models with exogenous I(1) variables," Journal of Econometrics, Elsevier, vol. 97(2), pages 293-343, August. [Downloadable!] (restricted)
    Other versions:

  50. Binder, Michael & Pesaran, Hashem, 2000. "Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems," Journal of Economic Dynamics and Control, Elsevier, vol. 24(3), pages 325-346, March. [Downloadable!] (restricted)

  51. van Garderen, Kees Jan & Lee, Kevin & Pesaran, M. Hashem, 2000. "Cross-sectional aggregation of non-linear models," Journal of Econometrics, Elsevier, vol. 95(2), pages 285-331, April. [Downloadable!] (restricted)
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  52. Pesaran, M Hashem & Timmermann, Allan, 2000. "A Recursive Modelling Approach to Predicting UK Stock Returns," Economic Journal, Royal Economic Society, vol. 110(460), pages 159-91, January. [Downloadable!] (restricted)
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  53. Binder, Michael & Pesaran, M Hashem & Samiei, S Hossein, 2000. "Solution of Nonlinear Rational Expectations Models with Applications to Finite-Horizon Life-Cycle Models of Consumption," Computational Economics, Springer, vol. 15(1-2), pages 25-57, April. [Downloadable!]

  54. Binder, Michael & Pesaran, M Hashem, 1999. " Stochastic Growth Models and Their Econometric Implications," Journal of Economic Growth, Springer, vol. 4(2), pages 139-83, June. [Downloadable!] (restricted)

  55. Pesaran, M Hashem & Taylor, Larry W, 1999. " Diagnostics for IV Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(2), pages 255-81, May. [Downloadable!] (restricted)
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  56. Pesaran, M Hashem & Ruge-Murcia, Francisco J, 1999. "Analysis of Exchange-Rate Target Zones Using a Limited-Dependent Rational-Expectations Model with Jumps," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(1), pages 50-66, January.

  57. Pesaran, H. Hashem & Shin, Yongcheol, 1998. "Generalized impulse response analysis in linear multivariate models," Economics Letters, Elsevier, vol. 58(1), pages 17-29, January. [Downloadable!] (restricted)
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  58. Kevin Lee & M. Hashem Pesaran & Ron Smith, 1998. "Growth Empirics: A Panel Data Approach- A Comment," The Quarterly Journal of Economics, MIT Press, vol. 113(1), pages 319-323, February. [Downloadable!] (restricted)

  59. Binder, Michael & Pesaran, M Hashem, 1998. "Decision Making in the Presence of Heterogeneous Information and Social Interactions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 1027-52, November.
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  60. Pesaran, M Hashem & Smith, Ron P, 1998. " Structural Analysis of Cointegrating VARs," Journal of Economic Surveys, Blackwell Publishing, vol. 12(5), pages 471-505, December. [Downloadable!] (restricted)
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  61. Binder, Michael & Pesaran, M. Hashem, 1997. "Multivariate Linear Rational Expectations Models," Econometric Theory, Cambridge University Press, vol. 13(06), pages 877-888, December. [Downloadable!]

  62. Pesaran, M Hashem, 1997. "The Demand for Food in the United States and the Netherlands: A Systems Approach with the CBS Model: Comments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 527-29, Sept.-Oct. [Downloadable!]

  63. Lee, Kevin & Pesaran, M Hashem & Smith, Ron, 1997. "Growth and Convergence in Multi-country Empirical Stochastic Solow Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(4), pages 357-92, July-Aug.. [Downloadable!]

  64. Pesaran, M Hashem, 1997. "The Role of Economic Theory in Modelling the Long Run," Economic Journal, Royal Economic Society, vol. 107(440), pages 178-91, January. [Downloadable!] (restricted)
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  65. Pesaran, M. Hashem & Potter, Simon M., 1997. "A floor and ceiling model of US output," Journal of Economic Dynamics and Control, Elsevier, vol. 21(4-5), pages 661-695, May. [Downloadable!] (restricted)
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  66. Pesaran, M Hashem, 1997. "On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Comments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 500-503, Sept.-Oct. [Downloadable!]

  67. Pesaran, M Hashem, 1997. "Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach: Comments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 586-87, Sept.-Oct. [Downloadable!]

  68. Hashem Pesaran, M. & Ruge-Murcia, Francisco J., 1996. "Limited-dependent rational expectations models with stochastic thresholds," Economics Letters, Elsevier, vol. 51(3), pages 267-276, June. [Downloadable!] (restricted)
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  69. Pesaran, M. Hashem & Shin, Yongcheol, 1996. "Cointegration and speed of convergence to equilibrium," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 117-143. [Downloadable!] (restricted)
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  70. Koop, Gary & Pesaran, M. Hashem & Potter, Simon M., 1996. "Impulse response analysis in nonlinear multivariate models," Journal of Econometrics, Elsevier, vol. 74(1), pages 119-147, September. [Downloadable!] (restricted)

  71. Pesaran, M. Hashem & Samiei, Hossein, 1995. "Limited-dependent rational expectations models with future expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 19(8), pages 1325-1353, November. [Downloadable!] (restricted)
    Other versions:

  72. Pesaran, M. Hashem & Smith, Ron, 1995. "The role of theory in econometrics," Journal of Econometrics, Elsevier, vol. 67(1), pages 61-79, May. [Downloadable!] (restricted)

  73. Pesaran, M. Hashem & Samiei, Hossein, 1995. "Forecasting ultimate resource recovery," International Journal of Forecasting, Elsevier, vol. 11(4), pages 543-555, December. [Downloadable!] (restricted)
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  74. Pesaran, M. Hashem & Smith, Ron, 1995. "Estimating long-run relationships from dynamic heterogeneous panels," Journal of Econometrics, Elsevier, vol. 68(1), pages 79-113, July. [Downloadable!] (restricted)
    Other versions:

  75. Pesaran, M Hashem & Timmermann, Allan, 1995. " Predictability of Stock Returns: Robustness and Economic Significance," Journal of Finance, American Finance Association, vol. 50(4), pages 1201-28, September. [Downloadable!] (restricted)
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  76. Bahram Pesaran & M. Hashem Pesaran, 1995. "A non-nested test of level-differenced versus log-differenced stationary models," Econometric Reviews, Taylor and Francis Journals, vol. 14(2), pages 213-227. [Downloadable!] (restricted)
    Other versions:

  77. Favero, Carlo A. & Pesaran, M. Hashem, 1994. "Oil investment in the North Sea," Economic Modelling, Elsevier, vol. 11(3), pages 308-329, July. [Downloadable!] (restricted)
    Other versions:

  78. Pesaran, M Hashem & Smith, Richard J, 1994. "A Generalized R[superscript]2 Criterion for Regression Models Estimated by the Instrumental Variables Method," Econometrica, Econometric Society, vol. 62(3), pages 705-10, May. [Downloadable!] (restricted)

  79. Pesaran, M. Hashem & Timmermann, Allan G., 1994. "A generalization of the non-parametric Henriksson-Merton test of market timing," Economics Letters, Elsevier, vol. 44(1-2), pages 1-7. [Downloadable!] (restricted)
    Other versions:

  80. Favero, Carlo A & Pesaran, M Hashem & Sharma, Sunil, 1994. "A Duration Model of Irreversible Oil Investment: Theory and Empirical Evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(S), pages S95-112, Suppl. De. [Downloadable!] (restricted)

  81. Michael McAleer & C. R. McKenzie & M. Hashem Pesaran, 1994. "Cointegration and direct tests of the rational expectations hypothesis," Econometric Reviews, Taylor and Francis Journals, vol. 13(2), pages 231-258. [Downloadable!] (restricted)
    Other versions:

  82. Pesaran, M Hashem & Pierse, Richard G & Lee, Kevin C, 1994. "Choice between Disaggregate and Aggregate Specifications Estimated by Instrumental Variables Methods," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(1), pages 11-21, January.
    Other versions:

  83. Pesaran, M. H. & Pierse, R. G. & Lee, K. C., 1993. "Persistence, cointegration, and aggregation : A disaggregated analysis of output fluctuations in the U.S. economy," Journal of Econometrics, Elsevier, vol. 56(1-2), pages 57-88, March. [Downloadable!] (restricted)
    Other versions:

  84. Lee, Kevin C. & Pesaran, M. Hashem, 1993. "Persistence profiles and business cycle fluctuations in a disaggregated model of U.K. output growth," Ricerche Economiche, Elsevier, vol. 47(3), pages 293-322, September. [Downloadable!] (restricted)

  85. Hashem Pesaran, M. & Pesaran, Bahram, 1993. "A simulation approach to the problem of computing Cox's statistic for testing nonnested models," Journal of Econometrics, Elsevier, vol. 57(1-3), pages 377-392. [Downloadable!] (restricted)
    Other versions:

  86. Lee, Kevin C & Pesaran, M Hashem, 1993. "The Role of Sectoral Interactions in Wage Determination in the UK Economy," Economic Journal, Royal Economic Society, vol. 103(416), pages 21-55, January. [Downloadable!] (restricted)
    Other versions:

  87. Anil Bera & Michael McAleer & M. Hashem Pesaran & Mann Yoon, 1992. "Joint tests of non-nested models and general error specifications," Econometric Reviews, Taylor and Francis Journals, vol. 11(1), pages 97-117. [Downloadable!] (restricted)
    Other versions:

  88. Pesaran, M Hashem & Potter, Simon M, 1992. "Nonlinear Dynamics and Econometrics: An Introduction," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(S), pages S1-7, Suppl. De. [Downloadable!] (restricted)

  89. Pesaran, M. Hashem & Samiei, Hossein, 1992. "Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 141-163. [Downloadable!] (restricted)
    Other versions:

  90. Lee, Kevin C & Pesaran, M Hashem & Pierse, Richard G, 1992. "Persistence of Shocks and Their," Economic Journal, Royal Economic Society, vol. 102(411), pages 342-56, March. [Downloadable!] (restricted)

  91. Pesaran, M Hashem & Samiei, Hossein, 1992. "An Analysis of the Determination of Deutsche Mark/French Franc Exchange Rate in a Discrete-Time Target-Zone Model," Economic Journal, Royal Economic Society, vol. 102(411), pages 388-401, March. [Downloadable!] (restricted)
    Other versions:

  92. Pesaran, M Hashem & Timmermann, Allan, 1992. "A Simple Nonparametric Test of Predictive Performance," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(4), pages 561-65, October.
    Other versions:

  93. Pesaran, M Hashem & Samiei, Hossein, 1991. "Persistence, Seasonality and Trend in the UK Egg Production," Applied Economics, Taylor and Francis Journals, vol. 23(3), pages 479-84, March.

  94. Pesaran, M. Hashem, 1991. "The Et Interview: Professor Sir Richard Stone," Econometric Theory, Cambridge University Press, vol. 7(01), pages 85-123, March. [Downloadable!]

  95. Pesaran, M Hashem, 1991. "Costly Adjustment under Rational Expectations: A Generalization," The Review of Economics and Statistics, MIT Press, vol. 73(2), pages 353-58, May. [Downloadable!] (restricted)

  96. Pesaran, M Hashem, 1991. "Estimation of Simple Class of Multivariate Rational Expectations Models: A Test of the New Classical Model at a Sectoral Level," Empirical Economics, Springer, vol. 16(2), pages 211-32.
    Other versions:

  97. Lee, Kevin C & Pesaran, M Hashem & Pierse, Richard G, 1990. "Testing for Aggregation Bias in Linear Models," Economic Journal, Royal Economic Society, vol. 100(400), pages 137-50, Supplemen. [Downloadable!] (restricted)

  98. Pesaran, M Hashem, 1990. "An Econometric Analysis of Exploration and Extraction of Oil in the U.K. Continental Shelf," Economic Journal, Royal Economic Society, vol. 100(401), pages 367-90, June. [Downloadable!] (restricted)
    Other versions:

  99. Pesaran, M. Hashem & Smith, Richard J., 1990. "A unified approach to estimation and orthogonality tests in linear single-equation econometric models," Journal of Econometrics, Elsevier, vol. 44(1-2), pages 41-66. [Downloadable!] (restricted)

  100. Pesaran, M. H. & Pierse, R. G., 1989. "A proof of the asymptotic validity of a test for perfect aggregation," Economics Letters, Elsevier, vol. 30(1), pages 41-47. [Downloadable!] (restricted)

  101. Pesaran, M. Hashem, 1989. "Consistency of short-term and long-term expectations," Journal of International Money and Finance, Elsevier, vol. 8(4), pages 511-516, December. [Downloadable!] (restricted)

  102. Pesaran, M Hashem & Pierse, Richard G & Kumar, Mohan S, 1989. "Econometric Analysis of Aggregation in the Context of Linear Prediction Models," Econometrica, Econometric Society, vol. 57(4), pages 861-88, July. [Downloadable!] (restricted)
    Other versions:

  103. Pesaran, M Hashem, 1988. "The Role of Theory in Applied Econometrics," The Economic Record, The Economic Society of Australia, vol. 64(187), pages 336-39, December.

  104. Pesaran, M Hashem, 1988. "On the Policy Ineffectiveness Proposition and a Keynesian Alternative: A Rejoinder," Economic Journal, Royal Economic Society, vol. 98(391), pages 504-08, June. [Downloadable!] (restricted)

  105. Pesaran, M. H. & Hall, A. D., 1988. "Tests of non-nested linear regression models subject to linear restrictions," Economics Letters, Elsevier, vol. 27(4), pages 341-348. [Downloadable!] (restricted)

  106. Pesaran, M. Hashem, 1987. "Global and Partial Non-Nested Hypotheses and Asymptotic Local Power," Econometric Theory, Cambridge University Press, vol. 3(01), pages 69-97, February. [Downloadable!]

  107. Pesaran, M. H. & Smith, R. P., 1985. "Evaluation of macroeconometric models," Economic Modelling, Elsevier, vol. 2(2), pages 125-134, April. [Downloadable!] (restricted)

  108. Pesaran, M Hashem, 1985. "Formation of Inflation Expectations in British Manufacturing Industries," Economic Journal, Royal Economic Society, vol. 95(380), pages 948-75, December. [Downloadable!] (restricted)

  109. Pesaran, M H & Smith, R P & Yeo, J S, 1985. "Testing for Structural Stability and Predictive Failure: A Review," The Manchester School of Economic & Social Studies, Blackwell Publishing, vol. 53(3), pages 280-95, September.

  110. Pesaran, M H, 1984. "Macroeconomic Policy in an Oil-exporting Economy with Foreign Exchange Controls," Economica, London School of Economics and Political Science, vol. 51(23), pages 253-70, August. [Downloadable!] (restricted)

  111. Pesaran, M H & Evans, R A, 1984. "Inflation, Capital Gains and U.K. Personal Savings: 1953-1981," Economic Journal, Royal Economic Society, vol. 94(374), pages 237-57, June. [Downloadable!] (restricted)

  112. M. H. Pesaran, 1983. "Comment," Econometric Reviews, Taylor and Francis Journals, vol. 2(1), pages 145-149. [Downloadable!] (restricted)

  113. Godfrey, L. G. & Pesaran, M. H., 1983. "Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence," Journal of Econometrics, Elsevier, vol. 21(1), pages 133-154, January. [Downloadable!] (restricted)

  114. Hausman, Jerry & Pesaran, Hashem, 1983. "The J-test as a Hausman specification test," Economics Letters, Elsevier, vol. 12(3-4), pages 277-281. [Downloadable!] (restricted)

  115. Pesaran, M H, 1982. "A Critique of the Proposed Tests of the Natural Rate-Rational Expectations Hypothesis," Economic Journal, Royal Economic Society, vol. 92(367), pages 529-54, September. [Downloadable!] (restricted)

  116. Pesaran, M. H., 1982. "On the comprehensive method of testing non-nested regression models," Journal of Econometrics, Elsevier, vol. 18(2), pages 263-274, February. [Downloadable!] (restricted)

  117. Pesaran, M H, 1982. "Comparison of Local Power of Alternative Tests of Non-Nested Regression Models," Econometrica, Econometric Society, vol. 50(5), pages 1287-1305, September. [Downloadable!] (restricted)

  118. Pesaran, M. H., 1981. "Expenditure of oil revenue: An optimal control approach with application to the Iranian economy : H. Motamen, (Frances Pinter, London, 1979) pp. 189, [UK pound]12.50," Journal of Economic Dynamics and Control, Elsevier, vol. 3(1), pages 387-391, November. [Downloadable!] (restricted)

  119. Pesaran, M. H., 1981. "Pitfalls of testing non-nested hypotheses by the lagrange multiplier method," Journal of Econometrics, Elsevier, vol. 17(3), pages 323-331, December. [Downloadable!] (restricted)
    Published as:

  120. Pesaran, M. H., 1981. "Identification of rational expectations models," Journal of Econometrics, Elsevier, vol. 16(3), pages 375-398, August. [Downloadable!] (restricted)

  121. Pesaran, M H & Deaton, Angus S, 1978. "Testing Non-Nested Nonlinear Regression Models," Econometrica, Econometric Society, vol. 46(3), pages 677-94, May. [Downloadable!] (restricted)

  122. Llewellyn, G E J & Pesaran, M H, 1976. "The Determinants of United Kingdom Import Prices-A Note," Economic Journal, Royal Economic Society, vol. 86(342), pages 315-20, June. [Downloadable!] (restricted)

  123. Pesaran, M H, 1974. "On the General Problem of Model Selection," Review of Economic Studies, Blackwell Publishing, vol. 41(2), pages 153-71, April. [Downloadable!] (restricted)

  124. Pesaran, M Hashem, 1973. "Exact Maximum Likelihood Estimation of a Regression Equation with a First-Order Moving-Average Error," Review of Economic Studies, Blackwell Publishing, vol. 40(4), pages 529-35, October. [Downloadable!] (restricted)

  125. Pesaran, M Hashem, 1973. "The Small Sample Problem of Truncation Remainders in the Estimation of Distributed Lag Models with Autocorrelated Errors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 14(1), pages 120-31, February. [Downloadable!] (restricted)

  126. Pesaran, M Hashem, 1973. "An Alternative Econometric Approach to the Permanent Income Hypothesis: An International Comparison: A Comment," The Review of Economics and Statistics, MIT Press, vol. 55(2), pages 259-61, May. [Downloadable!] (restricted)

Software components

  1. Michael Binder & M. Hashem Pesaran, 1997. "GAUSS and Matlab codes for Multivariate Linear Rational Expectations Models: Characterization of the Nature of the Solutions and Their Fully Recursive Computation," QM&RBC Codes 73, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]
    Other versions:

  2. Michael Binder & M. Hashem Pesaran, 1997. "GAUSS and Matlab codes for Solution of Finite-Horizon Multivariate Linear Rational Expectations Models and Sparse Linear Systems," QM&RBC Codes 72, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]
    Other versions:

  3. Michael Binder & M. Hashem Pesaran, 1994. "GAUSS and Matlab codes for Multivariate Rational Expectations Models and Macroeconometric Modelling: A Review and Some New Results," QM&RBC Codes 74, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]
    Other versions:

Chapters

  1. M. Hashem Pesaran & Til Schuermann & Bjorn-Jakob Treutler, 2007. "Global Business Cycles and Credit Risk," NBER Chapters, in: The Risks of Financial Institutions, pages 419-474 National Bureau of Economic Research, Inc. [Downloadable!]
    Other versions:

  2. Pesaran, M. Hashem & Weale, Martin, 2006. "Survey Expectations," Handbook of Economic Forecasting, Elsevier. [Downloadable!] (restricted)
    Other versions:

  3. Hashem Pesaran & Philip Lowe, 1993. "Discussion of 'The Role of the Exchange Rate in Monetary Policy - the Experience of Other Countries'," RBA Annual Conference Volume, in: Adrian Blundell-Wignall (ed.), The Exchange Rate, International Trade and the Balance of Payments Reserve Bank of Australia. [Downloadable!]

Editor

  1. Journal of Applied Econometrics, John Wiley & Sons, Ltd..

NEP Fields

152 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (2) 2004-06-02 2005-04-03
  2. NEP-BEC: Business Economics (13) 2005-04-03 2005-04-03 2005-04-30 2005-06-05 2005-09-02 2005-09-11 2005-10-04 2005-12-09 2006-01-24 2006-02-19 2006-06-03 2006-07-15 2007-07-27 Author is listed
  3. NEP-CBA: Central Banking (22) 2006-04-29 2006-06-03 2006-07-15 2006-07-15 2006-12-09 2007-01-02 2007-01-28 2007-03-10 2007-03-10 2007-03-10 2007-05-19 2007-05-26 2007-06-02 2007-07-07 2008-02-09 2008-03-15 2008-04-12 2008-05-05 2008-05-31 2008-06-13 2008-06-13 2009-02-07 Author is listed
  4. NEP-CFN: Corporate Finance (3) 2003-04-27 2003-08-24 2005-10-04
  5. NEP-CMP: Computational Economics (1) 2004-09-30
  6. NEP-CWA: Central & Western Asia (1) 2008-06-21
  7. NEP-DEV: Development (2) 2004-09-30 2004-10-21
  8. NEP-ECM: Econometrics (73) 1999-03-22 2000-01-24 2000-01-24 2000-01-24 2000-01-24 2000-01-31 2000-08-15 2000-10-05 2001-05-02 2002-07-10 2003-02-10 2003-02-10 2003-06-19 2003-11-23 2004-02-01 2004-04-18 2004-04-18 2004-04-25 2004-04-25 2004-06-09 2004-06-27 2004-06-27 2004-06-27 2004-07-17 2004-08-09 2004-09-12 2004-09-30 2004-09-30 2005-01-02 2005-03-13 2005-03-13 2005-04-30 2005-09-02 2005-09-11 2005-10-29 2005-12-09 2005-12-09 2005-12-09 2006-03-18 2006-04-08 2006-04-29 2006-06-03 2006-06-03 2006-07-21 2006-08-05 2006-08-05 2006-09-23 2006-10-07 2006-12-09 2007-01-28 2007-03-10 2007-03-24 2007-05-12 2007-05-19 2007-06-02 2007-07-27 2007-08-08 2007-09-24 2007-09-30 2007-12-15 2008-01-12 2008-03-15 2008-04-12 2008-05-05 2008-06-13 2008-06-13 2008-06-21 2008-06-21 2009-02-07 2009-02-14 2009-03-28 2009-07-28 2009-10-31 Author is listed
  9. NEP-EEC: European Economics (9) 2003-08-24 2004-06-02 2005-04-03 2005-04-30 2005-06-05 2005-08-13 2006-01-24 2006-07-15 2008-06-13 Author is listed
  10. NEP-ENE: Energy Economics (2) 2008-06-21 2009-10-24
  11. NEP-ETS: Econometric Time Series (64) 2000-01-24 2000-01-31 2000-08-15 2000-08-15 2000-10-05 2001-05-02 2002-07-04 2002-07-08 2003-01-27 2003-10-20 2003-11-23 2004-04-18 2004-04-25 2004-04-25 2004-05-02 2004-05-02 2004-06-02 2004-06-02 2004-06-27 2004-07-04 2004-08-02 2004-08-09 2004-09-12 2004-09-30 2004-09-30 2004-11-07 2004-12-12 2005-02-13 2005-03-13 2005-03-13 2005-04-30 2005-04-30 2005-09-02 2005-12-09 2006-06-03 2006-07-15 2006-07-21 2006-07-28 2006-08-05 2006-08-05 2006-08-12 2006-08-19 2006-09-23 2006-10-07 2006-12-09 2007-03-10 2007-05-19 2007-07-27 2007-08-08 2007-09-30 2007-10-06 2007-12-15 2008-01-05 2008-01-12 2008-03-15 2008-03-25 2008-04-12 2008-06-13 2008-06-13 2008-06-13 2008-06-21 2009-02-07 2009-03-28 2009-07-28 Author is listed
  12. NEP-EXP: Experimental Economics (1) 2005-09-02
  13. NEP-FDG: Financial Development & Growth (1) 2009-10-24
  14. NEP-FIN: Finance (19) 2003-04-27 2003-06-16 2004-05-02 2004-08-02 2004-09-30 2005-01-02 2005-04-03 2005-04-03 2005-06-05 2005-06-14 2005-07-18 2005-10-04 2005-10-04 2005-12-09 2006-01-24 2006-03-18 2006-04-08 2006-07-15 2006-09-23 Author is listed
  15. NEP-FMK: Financial Markets (17) 2005-04-03 2005-04-03 2005-04-03 2005-06-14 2005-07-18 2005-08-13 2005-10-04 2005-10-04 2005-12-09 2006-01-24 2006-04-08 2006-04-29 2006-06-03 2006-07-15 2006-07-15 2006-10-07 2008-06-13 Author is listed
  16. NEP-FOR: Forecasting (13) 2005-09-02 2005-09-11 2005-12-09 2007-01-02 2007-09-30 2007-10-06 2008-04-12 2008-05-05 2008-06-13 2008-06-21 2009-02-14 2009-02-28 2009-03-28 Author is listed
  17. NEP-GEO: Economic Geography (6) 2005-06-05 2005-06-14 2006-10-07 2006-10-28 2006-11-18 2007-09-24 Author is listed
  18. NEP-HIS: Business, Economic & Financial History (4) 2000-08-15 2007-01-02 2007-03-10 2008-06-21
  19. NEP-HPE: History & Philosophy of Economics (5) 2004-04-18 2004-05-02 2006-12-09 2007-01-02 2007-03-10 Author is listed
  20. NEP-IFN: International Finance (8) 2004-02-01 2004-06-02 2004-06-02 2006-04-29 2006-06-03 2007-03-10 2007-05-19 2007-06-02 Author is listed
  21. NEP-IND: Industrial Organization (1) 2000-08-15
  22. NEP-INT: International Trade (1) 2006-02-19
  23. NEP-MAC: Macroeconomics (36) 2001-12-04 2003-04-27 2004-04-25 2005-03-13 2005-04-03 2005-04-30 2005-05-07 2005-06-05 2005-06-05 2005-06-14 2005-06-14 2005-07-18 2005-08-13 2005-10-04 2006-01-24 2006-02-19 2006-03-18 2006-04-08 2006-07-15 2006-10-07 2006-10-28 2007-01-28 2007-03-10 2007-03-10 2007-03-24 2007-05-19 2007-05-19 2007-05-26 2007-06-02 2007-07-07 2008-02-09 2008-03-15 2008-04-12 2008-05-31 2008-06-13 2009-02-28 Author is listed
  24. NEP-MIC: Microeconomics (1) 2004-04-25
  25. NEP-MON: Monetary Economics (3) 2005-06-05 2005-08-13 2007-07-07
  26. NEP-OPM: Open MacroEconomics (3) 2008-02-09 2008-05-31 2008-06-13
  27. NEP-PBE: Public Economics (1) 2003-08-24
  28. NEP-PKE: Post Keynesian Economics (1) 1999-03-08
  29. NEP-REG: Regulation (1) 2002-04-15
  30. NEP-RMG: Risk Management (9) 2003-01-27 2003-04-27 2005-04-03 2005-06-05 2005-06-14 2005-10-04 2005-10-04 2005-12-09 2008-06-13 Author is listed
  31. NEP-SOG: Sociology of Economics (3) 2006-12-09 2007-01-02 2007-03-10
  32. NEP-URE: Urban & Real Estate Economics (5) 2005-06-05 2005-06-14 2006-10-07 2006-10-28 2006-11-18 Author is listed
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