# M Hashem Pesaran

### Contents:

## Personal Details

First Name: | M |

Middle Name: | Hashem |

Last Name: | Pesaran |

Suffix: | |

RePEc Short-ID: | ppe34 |

http://pesaran.com/ | |

Department of Economics University of Southern California 3620 South Vermont Avenue Kaprielian Hall 300 Los Angeles, CA 90089-0253 USA | |

001 213 740 3510 |

http://www.usc.edu/dept/LAS/economics/

: (213) 740-8335

(213) 740-8543

KAP 300, University Park Campus, Los Angeles, CA-90089

RePEc:edi:deuscus (more details at EDIRC)

http://www.econ.cam.ac.uk/

:

Austin Robinson Building, Sidgwick Avenue, Cambridge CB3 9DD

RePEc:edi:fecamuk (more details at EDIRC)

This author is featured on the following reading lists, publication compilations or Wikipedia entries:

- Mohammad Hashem Pesaran in Wikipedia (German)
- محمدهاشم پسران in Wikipedia (Persian)
- Islamic Ecomonics

- Chudik, Alexander & Kapetanios, George & Pesaran, M. Hashem, 2016.
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**Big data analytics: a new perspective**," Globalization and Monetary Policy Institute Working Paper 268, Federal Reserve Bank of Dallas. - Chudik, Alexander & Mohaddes, Kamiar & Pesaran, M. Hashem & Raissi, Mehdi, 2015.
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**Is there a debt-threshold effect on output growth?**," Globalization and Monetary Policy Institute Working Paper 245, Federal Reserve Bank of Dallas.- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi, 2015.
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**Is there a Debt-Threshold Effect on Output Growth?**," CESifo Working Paper Series 5434, CESifo Group Munich. - Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi, 2015.
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**Is There a Debt-threshold Effect on Output Growth?**," IMF Working Papers 15/197, International Monetary Fund. - Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi, 2015.
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**Is There a Debt-threshold Effect on Output Growth?**," Cambridge Working Papers in Economics 1520, Faculty of Economics, University of Cambridge.

- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi, 2015.
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- Michele Aquaro & Natalia Bailey & M. Hashem Pesaran, 2015.
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**Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients**," CESifo Working Paper Series 5428, CESifo Group Munich.- Michele Aquaro & Natalia Bailey & M. Hashem Pesaran, 2015.
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**Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients**," Working Papers 749, Queen Mary University of London, School of Economics and Finance.

- Michele Aquaro & Natalia Bailey & M. Hashem Pesaran, 2015.
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- Mohaddes, Kamiar & Pesaran, M. Hashem, 2015.
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**Country-specific oil supply shocks and the global economy: a counterfactual analysis**," Globalization and Monetary Policy Institute Working Paper 242, Federal Reserve Bank of Dallas.- Kamiar Mohaddes & M. Hashem Pesaran, 2015.
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**Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis**," Cambridge Working Papers in Economics 1516, Faculty of Economics, University of Cambridge. - Kamiar Mohaddes & M. Hashem Pesaran, 2015.
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**Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis**," CESifo Working Paper Series 5367, CESifo Group Munich.

- Kamiar Mohaddes & M. Hashem Pesaran, 2015.
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- Chudik, Alexander & Mohaddes, Kamiar & Pesaran, M. Hashem & Raissi, Mehdi, 2015.
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**Long-run effects in large heterogenous panel data models with cross-sectionally correlated errors**," Globalization and Monetary Policy Institute Working Paper 223, Federal Reserve Bank of Dallas.- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi, 2015.
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**Long-Run Effects in Large Heterogenous Panel Data Models with Cross-Sectionally Correlated Errors**," Cambridge Working Papers in Economics 1501, Faculty of Economics, University of Cambridge.

- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi, 2015.
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- M. Hashem Pesaran & Qiankun Zhou, 2015.
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**To Pool or not to Pool: Revisited**," CESifo Working Paper Series 5410, CESifo Group Munich. - Natalia Bailey & M. Hashem Pesaran & L. Vanessa Smith, 2014.
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**A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices**," CESifo Working Paper Series 4834, CESifo Group Munich.- Natalia Bailey & Vanessa Smith & M. Hashem Pesaran, 2014.
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**A multiple testing approach to the regularisation of large sample correlation matrices**," Cambridge Working Papers in Economics 1413, Faculty of Economics, University of Cambridge.

- Natalia Bailey & Vanessa Smith & M. Hashem Pesaran, 2014.
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- M. Hashem Pesaran & Ron P. Smith, 2014.
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**Tests of Policy Ineffectiveness in Macroeconometrics**," CESifo Working Paper Series 4871, CESifo Group Munich.- M. Hashem Pesaran & Ron P Smith, 2014.
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**Tests of Policy Ineffectiveness in Macroeconometrics**," Birkbeck Working Papers in Economics and Finance 1405, Birkbeck, Department of Economics, Mathematics & Statistics. - Hashem Pesaran & Ron Smith, 2014.
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**Tests of Policy Ineffectiveness in Macroeconometrics**," Cambridge Working Papers in Economics 1415, Faculty of Economics, University of Cambridge.

- M. Hashem Pesaran & Ron P Smith, 2014.
"
- Chudik, Alexander & Grossman, Valerie & Pesaran, M. Hashem, 2014.
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**A multi-country approach to forecasting output growth using PMIs**," Globalization and Monetary Policy Institute Working Paper 213, Federal Reserve Bank of Dallas.- Alexander Chudik & Valerie Grossman & M. Hashem Pesaran, 2014.
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**A Multi-Country Approach to Forecasting Output Growth Using PMIs**," CESifo Working Paper Series 5100, CESifo Group Munich.

- Alexander Chudik & Valerie Grossman & M. Hashem Pesaran, 2014.
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- Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci, 2014.
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**Uncertainty and Economic Activity: A Global Perspective**," CESifo Working Paper Series 4736, CESifo Group Munich.- Hashem Pesaran & Ambrogio Cesa-Bianchi & Alessandro Rebucci, 2014.
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**Uncertainty and Economic Activity: A Global Perspective**," Cambridge Working Papers in Economics 1407, Faculty of Economics, University of Cambridge.

- Hashem Pesaran & Ambrogio Cesa-Bianchi & Alessandro Rebucci, 2014.
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- M. Hashem Pesaran & Qiankun Zhou, 2014.
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**Estimation of Time-invariant Effects in Static Panel Data Models**," CESifo Working Paper Series 4983, CESifo Group Munich. - Chudik, Alexander & Pesaran, M. Hashem, 2014.
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**Theory and practice of GVAR modeling**," Globalization and Monetary Policy Institute Working Paper 180, Federal Reserve Bank of Dallas.- Alexander Chudik & M. Hashem Pesaran, 2014.
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**Theory and Practice of GVAR Modeling**," CESifo Working Paper Series 4807, CESifo Group Munich. - Alexander Chudik & M. Hashem Pesaran, 2014.
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**Theory and Practice of GVAR Modeling**," Cambridge Working Papers in Economics 1408, Faculty of Economics, University of Cambridge.

- Alexander Chudik & M. Hashem Pesaran, 2014.
"
- Kazuhiko Hayakawa & Vanessa Smith & M. Hashem Pesaran, 2014.
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**Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects**," Cambridge Working Papers in Economics 1412, Faculty of Economics, University of Cambridge.- Kazuhiko Hayakawa & M. Hashem Pesaran & L. Vanessa Smith, 2014.
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**Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects**," CESifo Working Paper Series 4822, CESifo Group Munich.

- Kazuhiko Hayakawa & M. Hashem Pesaran & L. Vanessa Smith, 2014.
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- Mohaddes, K. & Pesaran, M.H., 2013.
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**One Hundred Years of Oil Income and the Iranian Economy: A curse or a Blessing**," Cambridge Working Papers in Economics 1302, Faculty of Economics, University of Cambridge.- Kamiar Mohaddes & M. Hashem Pesaran, 2013.
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**One Hundred Years of Oil Income and the Iranian Economy: A Curse or a Blessing?**," CESifo Working Paper Series 4118, CESifo Group Munich.

- Kamiar Mohaddes & M. Hashem Pesaran, 2013.
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- Pesaran, Hashem & Chudik, Alexander, 2013.
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**Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors**," Cambridge Working Papers in Economics 1317, Faculty of Economics, University of Cambridge.- Chudik, Alexander & Pesaran, M. Hashem, 2015.
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**Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors**," Journal of Econometrics, Elsevier, vol. 188(2), pages 393-420.

- Alexander Chudik & M. Hashem Pesaran, 2013.
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**Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors**," Globalization and Monetary Policy Institute Working Paper 146, Federal Reserve Bank of Dallas. - Alexander Chudik & M. Hashem Pesaran, 2013.
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**Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors**," CESifo Working Paper Series 4232, CESifo Group Munich.

- Chudik, Alexander & Pesaran, M. Hashem, 2015.
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- Natalia Bailey & Sean Holly & N. Hashem Pesaran, 2013.
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**A Two Stage Approach to Spatiotemporal Analysis with Strong and weak cross Sectional Dependence**," Cambridge Working Papers in Economics 1362, Faculty of Economics, University of Cambridge.- Natalia Bailey & Sean Holly & M. Hashem Pesaran, 2014.
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**A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence**," CESifo Working Paper Series 4592, CESifo Group Munich.

- Natalia Bailey & Sean Holly & M. Hashem Pesaran, 2014.
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- Alexander Chudik & M. Hashem Pesaran, 2013.
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**Large Panel Data Models with Cross-Sectional Dependence: A Survey**," CESifo Working Paper Series 4371, CESifo Group Munich.- Alexander Chudik & M. Hashem Pesaran, 2013.
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**Large panel data models with cross-sectional dependence: a survey**," Globalization and Monetary Policy Institute Working Paper 153, Federal Reserve Bank of Dallas.

- Alexander Chudik & M. Hashem Pesaran, 2013.
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- M. Hashem Pesaran & Ron P. Smith, 2013.
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**Signs of Impact Effects in Time Series Regression Models**," CESifo Working Paper Series 4433, CESifo Group Munich.- Pesaran, M. Hashem & Smith, Ron P., 2014.
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**Signs of impact effects in time series regression models**," Economics Letters, Elsevier, vol. 122(2), pages 150-153.

- Pesaran, M. Hashem & Smith, Ron P., 2014.
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- M. Hashem Pesaran & TengTeng Xu, 2013.
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**Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults**," Staff Working Papers 13-19, Bank of Canada. - Chudik, Alexander & Mohaddes, Kamiar & Pesaran, M. Hashem & Raissi, Mehdi, 2013.
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**Debt, inflation and growth robust estimation of long-run effects in dynamic panel data models**," Globalization and Monetary Policy Institute Working Paper 162, Federal Reserve Bank of Dallas.- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi, 2013.
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**Debt, Inflation and Growth - Robust Estimation of Long-Run Effects in Dynamic Panel Data Models**," CESifo Working Paper Series 4508, CESifo Group Munich. - Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi, 2013.
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**Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models**," Cambridge Working Papers in Economics 1350, Faculty of Economics, University of Cambridge.

- Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi, 2013.
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- Bailey, Natalia & Kapetanios, George & Pesaran, M. Hashem, 2012.
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**Exponent of Cross-sectional Dependence: Estimation and Inference**," IZA Discussion Papers 6318, Institute for the Study of Labor (IZA).- Bailey, N. & Kapetanios, G. & Pesaran, M. H., 2012.
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**Exponent of Cross-sectional Dependence: Estimation and Inference**," Cambridge Working Papers in Economics 1206, Faculty of Economics, University of Cambridge. - Natalia Bailey & George Kapetanios & M. Hashem Pesaran, 2012.
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**Exponent of Cross-sectional Dependence: Estimation and Inference**," CESifo Working Paper Series 3722, CESifo Group Munich.

- Bailey, N. & Kapetanios, G. & Pesaran, M. H., 2012.
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- Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2012.
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**An Empirical Growth Model for Major Oil Exporters**," CESifo Working Paper Series 3780, CESifo Group Munich.- Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2014.
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**An Empirical Growth Model For Major Oil Exporters**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 1-21, 01.

- Esfahani, H. S. & Mohaddes, K. & Pesaran, M. H., 2012.
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**An Empirical Growth Model for Major Oil Exporters**," Cambridge Working Papers in Economics 1215, Faculty of Economics, University of Cambridge. - Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem, 2012.
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**An Empirical Growth Model for Major Oil Exporters**," IZA Discussion Papers 6468, Institute for the Study of Labor (IZA).

- Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2014.
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- Hayakawa, Kazuhiko & Pesaran, M. Hashem, 2012.
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**Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models**," IZA Discussion Papers 6583, Institute for the Study of Labor (IZA).- Kazuhiko Hayakawa & M. Hashem Pesaran, 2012.
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**Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models**," CESifo Working Paper Series 3850, CESifo Group Munich. - Kazuhiko Hayakawa & M. Hashem Pesaran, 2012.
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**Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models**," Working Paper Series 38_12, The Rimini Centre for Economic Analysis.

- Kazuhiko Hayakawa & M. Hashem Pesaran, 2012.
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- Pesaran, M. H., 2012.
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**Testing Weak Cross-Sectional Dependence in Large Panels**," Cambridge Working Papers in Economics 1208, Faculty of Economics, University of Cambridge.- M. Hashem Pesaran, 2015.
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**Testing Weak Cross-Sectional Dependence in Large Panels**," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 1089-1117, December.

- Pesaran, M. Hashem, 2012.
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**Testing Weak Cross-Sectional Dependence in Large Panels**," IZA Discussion Papers 6432, Institute for the Study of Labor (IZA). - M. Hashem Pesaran, 2012.
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**Testing Weak Cross-Sectional Dependence in Large Panels**," CESifo Working Paper Series 3800, CESifo Group Munich.

- M. Hashem Pesaran, 2015.
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- M Hashem Pesaran & Takashi Yamagata, 2012.
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**Testing CAPM with a Large Number of Assets**," Discussion Papers 12/05, Department of Economics, University of York.- Pesaran, M. Hashem & Yamagata, Takashi, 2012.
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**Testing CAPM with a Large Number of Assets**," IZA Discussion Papers 6469, Institute for the Study of Labor (IZA).

- Pesaran, M. Hashem & Yamagata, Takashi, 2012.
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- Al-Sadoon, Majid M. & Li, Tong & Pesaran, M. Hashem, 2012.
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**An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects**," IZA Discussion Papers 7054, Institute for the Study of Labor (IZA).- Majid M. Al-Sadoon & Tong Li & M. Hashem Pesaran, 2012.
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**An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects**," CESifo Working Paper Series 4033, CESifo Group Munich.

- Majid M. Al-Sadoon & Tong Li & M. Hashem Pesaran, 2012.
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- Pesaran, M. Hashem & Smith, Ron P., 2012.
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**Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing**," IZA Discussion Papers 6618, Institute for the Study of Labor (IZA).- M. Hashem Pesaran & Ron P. Smith, 2012.
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**Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing**," CESifo Working Paper Series 3879, CESifo Group Munich. - M. Hashem Pesaran & Ron P. Smith, 2012.
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**Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing**," Working Paper Series 37_12, The Rimini Centre for Economic Analysis. - M. Hashem Pesaran & Ron P Smith, 2014.
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- M. Hashem Pesaran & Ron P. Smith, 2012.
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- Hayakawa, K. & Pesaran, M.H., 2012.
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**Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models**," Cambridge Working Papers in Economics 1224, Faculty of Economics, University of Cambridge. - Pesaran, M. H. & Yamagata, T., 2012.
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**Testing CAPM with a Large Number of Assets (Updated 28th March 2012)**," Cambridge Working Papers in Economics 1210, Faculty of Economics, University of Cambridge. - Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci & TengTeng Xu, 2011.
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**China’s Emergence in the World Economy and Business Cycles in Latin America**," Research Department Publications 4732, . - M Hashem Pesaran & Andreas Pick & Mikhail Pranovich, 2011.
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**Optimal Forecasts in the Presence of Structural Breaks**," DNB Working Papers 327, Netherlands Central Bank, Research Department.- Pesaran, M. Hashem & Pick, Andreas & Pranovich, Mikhail, 2013.
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**Optimal forecasts in the presence of structural breaks**," Journal of Econometrics, Elsevier, vol. 177(2), pages 134-152.

- Pesaran, M. Hashem & Pick, Andreas & Pranovich, Mikhail, 2013.
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- Cesa-Bianchi, A. & Pesaran, M. H. & Rebucci, A. & Xu, T., 2011.
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**China’s Emergence in the World Economy and Business Cycles in Latin America**," Cambridge Working Papers in Economics 1150, Faculty of Economics, University of Cambridge.- Alessandro Rebucci & Ambrogio Cesa-Bianchi & M. Hashem Pesaran & TengTeng Xu, 2012.
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**China's Emergence in the World Economy and Business Cycles in Latin America**," ECONOMIA JOURNAL OF THE LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION, ECONOMIA JOURNAL OF THE LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION, vol. 0(Spring 20), pages 1-75, January.

- Cesa-Bianchi, Ambrogio & Pesaran, M. Hashem & Rebucci, Alessandro & Xu, TengTeng, 2011.
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**China's Emergence in the World Economy and Business Cycles in Latin America**," IZA Discussion Papers 5889, Institute for the Study of Labor (IZA). - Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci & TengTeng Xu, 2012.
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**China’s Emergence in the World Economy and Business Cycles in Latin America**," Staff Working Papers 12-32, Bank of Canada.

- Alessandro Rebucci & Ambrogio Cesa-Bianchi & M. Hashem Pesaran & TengTeng Xu, 2012.
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- Hashem M. Pesaran & Ron P. Smith, 2011.
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**Beyond the DSGE Straitjacket**," CESifo Working Paper Series 3447, CESifo Group Munich.- Pesaran, M. H. & Smith, R. P., 2011.
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**Beyond the DSGE straightjacket**," Cambridge Working Papers in Economics 1138, Faculty of Economics, University of Cambridge. - Pesaran, M. Hashem & Smith, Ron P., 2011.
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**Beyond the DSGE Straitjacket**," IZA Discussion Papers 5661, Institute for the Study of Labor (IZA).

- Pesaran, M. H. & Smith, R. P., 2011.
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- Koop, Gary & Pesaran, M. Hashem & Smith, Ron P., 2011.
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**On Identification of Bayesian DSGE Models**," IZA Discussion Papers 5638, Institute for the Study of Labor (IZA).- Gary Koop & M. Hashem Pesaran & Ron P. Smith, 2013.
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**On Identification of Bayesian DSGE Models**," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(3), pages 300-314, July.

- Koop, Gary & Pesaran, M. Hashem & Smith, Ron P., 2011.
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**On Identification of Bayesian DSGE Models**," SIRE Discussion Papers 2011-18, Scottish Institute for Research in Economics (SIRE). - Gary Koop & M. Hashem Pesaran & Ron P. Smith, 2011.
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**On Identification of Bayesian DSGE Models**," CESifo Working Paper Series 3423, CESifo Group Munich. - Gary Koop & M. Hashem Pesaran & Ron Smith, 2011.
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**On Identification of Bayesian DSGE Models**," Working Papers 1108, University of Strathclyde Business School, Department of Economics. - Koop, G. & Pesaran, M.H. & Smith, R., 2011.
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**On Identification of Bayesian DSGE Models**," Cambridge Working Papers in Economics 1131, Faculty of Economics, University of Cambridge.

- Gary Koop & M. Hashem Pesaran & Ron P. Smith, 2013.
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- Hashem M. Pesaran & Alexander Chudik, 2011.
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**Aggregation in Large Dynamic Panels**," CESifo Working Paper Series 3346, CESifo Group Munich.- Pesaran, M. Hashem & Chudik, Alexander, 2014.
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**Aggregation in large dynamic panels**," Journal of Econometrics, Elsevier, vol. 178(P2), pages 273-285.

- Pesaran, M. Hashem & Chudik, Alexander, 2011.
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**Aggregation in Large Dynamic Panels**," IZA Discussion Papers 5478, Institute for the Study of Labor (IZA). - Pesaran, M.H. & Chudik, A., 2011.
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**Aggregation in Large Dynamic Panels**," Cambridge Working Papers in Economics 1118, Faculty of Economics, University of Cambridge. - M. Hashem Pesaran & Alexander Chudik, 2011.
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**Aggregation in large dynamic panels**," Globalization and Monetary Policy Institute Working Paper 101, Federal Reserve Bank of Dallas.

- Pesaran, M. Hashem & Chudik, Alexander, 2014.
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- Pesaran, M. H. & Xu, T., 2011.
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**Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults**," Cambridge Working Papers in Economics 1159, Faculty of Economics, University of Cambridge.- M. Hashem Pesaran & TengTeng Xu, 2011.
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**Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults**," CESifo Working Paper Series 3609, CESifo Group Munich. - Pesaran, M. Hashem & Xu, TengTeng, 2011.
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**Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults**," IZA Discussion Papers 6027, Institute for the Study of Labor (IZA).

- M. Hashem Pesaran & TengTeng Xu, 2011.
"
- Pesaran, M.H. & Pick, A. & Pranovich, M., 2011.
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**Optimal Forecasts in the Presence of Structural Breaks (Updated 14 November 2011)**," Cambridge Working Papers in Economics 1163, Faculty of Economics, University of Cambridge. - Pesaran, M.H., 2010.
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**Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market**," Cambridge Working Papers in Economics 1025, Faculty of Economics, University of Cambridge. - Pesaran, M.H., 2010.
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**Predictability of Asset Returns and the Efficient Market Hypothesis**," Cambridge Working Papers in Economics 1033, Faculty of Economics, University of Cambridge.- Pesaran, M. Hashem, 2010.
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**Predictability of Asset Returns and the Efficient Market Hypothesis**," IZA Discussion Papers 5037, Institute for the Study of Labor (IZA). - M. Hashem Pesaran, 2010.
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**Predictability of Asset Returns and the Efficient Market Hypothesis**," CESifo Working Paper Series 3116, CESifo Group Munich.

- Pesaran, M. Hashem, 2010.
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- Sean Holly & M. Hashem Pesaran & Takashi Yamagata, 2010.
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**Spatial and Temporal Diffusion of House Prices in the UK**," CESifo Working Paper Series 2913, CESifo Group Munich.- Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2010.
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**Spatial and Temporal Diffusion of House Prices in the UK**," IZA Discussion Papers 4694, Institute for the Study of Labor (IZA). - Holly, S. & Pesaran, M.H. & Yamagata, T., 2009.
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**Spatial and Temporal Diffusion of House Prices in the UK**," Cambridge Working Papers in Economics 0952, Faculty of Economics, University of Cambridge. - S Holly & M Hashem Pesaran & T Yamagata, .
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**Spatial and Temporal Diffusion of House Prices in the UK**," Discussion Papers 09/32, Department of Economics, University of York.

- Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2010.
"
- M. Hashem Pesaran & Andreas Pick & Allan Timmermann, 2010.
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**Variable Selection, Estimation and Inference for Multi-period Forecasting Problems**," DNB Working Papers 250, Netherlands Central Bank, Research Department.- Pesaran, M. Hashem & Pick, Andreas & Timmermann, Allan, 2011.
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**Variable selection, estimation and inference for multi-period forecasting problems**," Journal of Econometrics, Elsevier, vol. 164(1), pages 173-187, September.

- Pesaran, M. Hashem & Pick, Andreas & Timmermann, Allan, 2011.
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- Pesaran, Hashem & Chudik, Alexander, 2010.
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**Econometric analysis of high dimensional VARs featuring a dominant unit**," Working Paper Series 1194, European Central Bank.- Alexander Chudik & M. Hashem Pesaran, 2013.
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**Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit**," Econometric Reviews, Taylor & Francis Journals, vol. 32(5-6), pages 592-649, August.

- Pesaran, M.H. & Chudik, A., 2010.
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**Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit**," Cambridge Working Papers in Economics 1024, Faculty of Economics, University of Cambridge. - M. Hashem Pesaran & Alexander Chudik, 2010.
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**Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit**," CESifo Working Paper Series 3055, CESifo Group Munich.

- Alexander Chudik & M. Hashem Pesaran, 2013.
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- Bahram Pesaran & M. Hashem Pesaran, 2010.
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**Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash**," CESifo Working Paper Series 3023, CESifo Group Munich.- Pesaran, Bahram & Pesaran, M. Hashem, 2010.
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**Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash**," Economic Modelling, Elsevier, vol. 27(6), pages 1398-1416, November.

- Pesaran, Bahram & Pesaran, M. Hashem, 2010.
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- Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2010.
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**Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model**," CESifo Working Paper Series 3081, CESifo Group Munich.- Dées, Stéphane & Pesaran, Hashem & Smith, Vanessa & Smith, Ron P., 2010.
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**Supply, demand and monetary policy shocks in a multi-country New Keynesian Model**," Working Paper Series 1239, European Central Bank.

- Dées, Stéphane & Pesaran, Hashem & Smith, Vanessa & Smith, Ron P., 2010.
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- Esfahani, H.S. & Mohaddes, K. & Pesaran, M.H., 2009.
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**Oil Exports and the Iranian Economy**," Cambridge Working Papers in Economics 0944, Faculty of Economics, University of Cambridge.- Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem, 2013.
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**Oil exports and the Iranian economy**," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(3), pages 221-237.

- Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2009.
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**Oil Exports and the Iranian Economy**," CESifo Working Paper Series 2843, CESifo Group Munich. - Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2010.
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**Oil Exports and the Iranian Economy**," Working Papers 534, Economic Research Forum, revised Jul 2010. - Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem, 2009.
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**Oil Exports and the Iranian Economy**," IZA Discussion Papers 4537, Institute for the Study of Labor (IZA).

- Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem, 2013.
"
- 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.- Pesaran, M Hashem & Pick, Andreas & Timmermann, Allan G, 2009.
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**Variable Selection and Inference for Multi-period Forecasting Problems**," CEPR Discussion Papers 7139, C.E.P.R. Discussion Papers. - M. Hashem Pesaran & Andreas Pick & Allan Timmermann, 2009.
"
**Variable Selection and Inference for Multi-period Forecasting Problems**," CESifo Working Paper Series 2543, CESifo Group Munich.

- Pesaran, M Hashem & Pick, Andreas & Timmermann, Allan G, 2009.
"
- Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti, 2009.
"
**Weak and Strong Cross Section Dependence and Estimation of Large Panels**," CESifo Working Paper Series 2689, CESifo Group Munich.- Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti, 2011.
"
**Weak and strong cross‐section dependence and estimation of large panels**," Econometrics Journal, Royal Economic Society, vol. 14(1), pages C45-C90, February. - Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti, 2011.
"
**Weak and strong cross‐section dependence and estimation of large panels**," Econometrics Journal, Royal Economic Society, vol. 14, pages C45-C90, 02.

- Chudik, Alexander & Pesaran, Hashem & Tosetti, Elisa, 2009.
"
**Weak and strong cross section dependence and estimation of large panels**," Working Paper Series 1100, European Central Bank. - Chudik, A. & Pesaran, M.H. & Tosetti, E., 2009.
"
**Weak and Strong Cross Section Dependence and Estimation of Large Panels**," Cambridge Working Papers in Economics 0924, Faculty of Economics, University of Cambridge.

- Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti, 2011.
"
- M. Hashem Pesaran & Paolo Zaffaroni, 2009.
"
**Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios**," CESifo Working Paper Series 2857, CESifo Group Munich. - 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.- 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.

- Pagan, A.R. & Pesaran, M. Hashem, 2008.
"
- M. Hashem Pesaran & Christoph Schleicher & Paolo Zaffaroni, 2008.
"
**Model Averaging in Risk Management with an Application to Futures Markets**," CESifo Working Paper Series 2231, CESifo Group Munich.- 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.

- Pesaran, M.H. & Schleicher, C. & Zaffaroni, P., 2008.
"
**Model Averaging in Risk Management with an Application to Futures Markets**," Cambridge Working Papers in Economics 0808, Faculty of Economics, University of Cambridge.

- Pesaran, M. Hashem & Schleicher, Christoph & Zaffaroni, Paolo, 2009.
"
- Assenmacher-Wesche, K. & Pesaran, M.H., 2008.
"
**A VECX* Model of the Swiss Economy**," Cambridge Working Papers in Economics 0809, Faculty of Economics, University of Cambridge.- Katrin Assenmacher-Wesche & M. Hashem Pesaran, 2009.
"
**A VECX* model of the Swiss economy**," Economic Studies 2009-06, Swiss National Bank. - Katrin Assenmacher-Wesche & M. Hashem Pesaran, 2008.
"
**A VECX Model of the Swiss Economy**," CESifo Working Paper Series 2281, CESifo Group Munich.

- Katrin Assenmacher-Wesche & M. Hashem Pesaran, 2009.
"
- 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.- Pesaran, M. Hashem & Schuermann, Til & Smith, L. Vanessa, 2009.
"
**Forecasting economic and financial variables with global VARs**," International Journal of Forecasting, Elsevier, vol. 25(4), pages 642-675, October.

- Pesaran, M.H. & Schuermann, T. & Smit, L.V., 2008.
"
**Forecasting Economic and Financial Variables with Global VARs**," Cambridge Working Papers in Economics 0807, Faculty of Economics, University of Cambridge. - M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith, 2008.
"
**Forecasting Economic and Financial Variables with Global VARs**," CESifo Working Paper Series 2263, CESifo Group Munich.

- Pesaran, M. Hashem & Schuermann, Til & Smith, L. Vanessa, 2009.
"
- Dees, Stephane & Pesaran, M. 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).- 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.

- Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2008.
"
**Identification of New Keynesian Phillips Curves from a Global Perspective**," CESifo Working Paper Series 2219, CESifo Group Munich. - Dees, S. & Pesaran, M.H. & Smith, L.V. & Smith, R.P., 2008.
"
**Identification of New Keynesian Phillips Curves from a Global Perspective**," Cambridge Working Papers in Economics 0803, Faculty of Economics, University of Cambridge. - Dées, Stéphane & Pesaran, Hashem & Smith, Vanessa & Smith, Ron P., 2008.
"
**Identification of new Keynesian Phillips Curves from a global perspective**," Working Paper Series 0892, European Central Bank.

- Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2009.
"
- Pesaran, M.H. & Pick, A., 2008.
"
**Forecasting Random Walks Under Drift Instability**," Cambridge Working Papers in Economics 0814, Faculty of Economics, University of Cambridge.- M. Hashem Pesaran & Andreas Pick, 2009.
"
**Forecasting Random Walks under Drift Instability**," DNB Working Papers 207, Netherlands Central Bank, Research Department. - M. Hashem Pesaran & Andreas Pick, 2008.
"
**Forecasting Random Walks Under Drift Instability**," CESifo Working Paper Series 2293, CESifo Group Munich.

- M. Hashem Pesaran & Andreas Pick, 2009.
"
- 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.- M. Hashem Pesaran & Paolo Zaffaroni, 2008.
"
**Optimal Asset Allocation with Factor Models for Large Portfolios**," CESifo Working Paper Series 2326, CESifo Group Munich.

- M. Hashem Pesaran & Paolo Zaffaroni, 2008.
"
- Hadi Salehi Esfahani & M. Hashem Pesaran, 2008.
"
**Iranian Economy in Twentieth Century: A Global Perspective**," Working Papers 452, Economic Research Forum, revised Dec 2008. - 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. - Katrin Assenmacher-Wesche & M. Hashem Pesaran, 2008.
"
**Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Modelsand Observation Windows**," Working Papers 2008-03, Swiss National Bank.- Katrin Assenmacher-Wesche & M. Hashem Pesaran, 2008.
"
**Forecasting the Swiss Economy Using Vecx* Models: an Exercise in Forecast Combination Across Models and Observation Windows**," National Institute Economic Review, National Institute of Economic and Social Research, vol. 203(1), pages 91-108, January.

- Katrin Assenmacher-Wesche & M. Hashem Pesaran, 2008.
"
- 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. - 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.- Pesaran, Mohammad 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 (IfW), vol. 1, pages 1-20.

- Pesaran, Mohammad Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa, 2007.
"
**Long Run Macroeconomic Relations in the Global Economy**," Economics Discussion Papers 2007-7, Kiel Institute for the World Economy (IfW). - Stephane Dees & Sean Holly & M. Hashem Pesaran & L. Vanessa Smith, 2007.
"
**Long Run Macroeconomic Relations in the Global Economy**," CESifo Working Paper Series 1904, CESifo Group Munich. - Dees, S. & Holly, S. & Pesaran, M.H. & Smith, L.V., 2007.
"
**Long Run Macroeconomic Relations in the Global Economy**," Cambridge Working Papers in Economics 0661, Faculty of Economics, University of Cambridge. - Dées, Stéphane & Holly, Sean & Pesaran, Hashem & Smith, Vanessa, 2007.
"
**Long run macroeconomic relations in the global economy**," Working Paper Series 0750, European Central Bank.

- Pesaran, Mohammad Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa, 2007.
"
- Pesaran, Bahram & Pesaran, M. Hashem, 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).- Pesaran, B. & Pesaran, M.H., 2007.
"
**Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution**," Cambridge Working Papers in Economics 0734, Faculty of Economics, University of Cambridge.

- Pesaran, B. & Pesaran, M.H., 2007.
"
- Assenmacher-Wesche, Katrin & Pesaran, M. Hashem, 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).- 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**," CESifo Working Paper Series 2116, CESifo Group Munich. - Pesaran, M.H. & Assenmacher-Wesche, K., 2007.
"
**Assessing forecast uncertainties in a VECX* model for Switzerland: an exercise in forecast combination across models and observation windows**," Cambridge Working Papers in Economics 0746, Faculty of Economics, University of Cambridge.

- Katrin Assenmacher-Wesche & M. Hashem Pesaran, 2007.
"
- Chudik, Alexander & Pesaran, M. Hashem, 2007.
"
**Infinite Dimensional VARs and Factor Models**," IZA Discussion Papers 3206, Institute for the Study of Labor (IZA).- Chudik, Alexander & Pesaran, M. Hashem, 2011.
"
**Infinite-dimensional VARs and factor models**," Journal of Econometrics, Elsevier, vol. 163(1), pages 4-22, July.

- Chudik , A. & Pesaran, M.H., 2007.
"
**Infinite Dimensional VARs and Factor Models**," Cambridge Working Papers in Economics 0757, Faculty of Economics, University of Cambridge. - Chudik, Alexander & Pesaran, Hashem, 2009.
"
**Infinite-dimensional VARs and factor models**," Working Paper Series 0998, European Central Bank. - Alexander Chudik & M. Hashem Pesaran, 2007.
"
**Infinite Dimensional VARs and Factor Models**," CESifo Working Paper Series 2176, CESifo Group Munich.

- Chudik, Alexander & Pesaran, M. Hashem, 2011.
"
- 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.- Smith, Ron P. & Pesaran, Mohammad Hashem, 2007.
"
**Monetary Policy Transmission and the Phillips Curve in a Global Context**," Kiel Working Papers 1366, Kiel Institute for the World Economy (IfW).

- Smith, Ron P. & Pesaran, Mohammad Hashem, 2007.
"
- Pesaran, M. Hashem & Smith, L. Vanessa & Yamagata, Takashi, 2007.
"
**Panel Unit Root Tests in the Presence of a Multifactor Error Structure**," IZA Discussion Papers 3254, Institute for the Study of Labor (IZA).- Pesaran, M. Hashem & Vanessa Smith, L. & Yamagata, Takashi, 2013.
"
**Panel unit root tests in the presence of a multifactor error structure**," Journal of Econometrics, Elsevier, vol. 175(2), pages 94-115.

- M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata, 2008.
"
**Panel Unit Root Tests in the Presence of a Multifactor Error Structure**," CESifo Working Paper Series 2193, CESifo Group Munich. - Pesaran, M.H. & Smit, L.V. & Yamagata, T., 2007.
"
**Panel Unit Root Tests in the Presence of a Multifactor Error Structure**," Cambridge Working Papers in Economics 0775, Faculty of Economics, University of Cambridge. - M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata, 2008.
"
**Panel Unit Root Tests in the Presence of a Multifactor Error Structure**," Discussion Papers 08/03, Department of Economics, University of York.

- Pesaran, M. Hashem & Vanessa Smith, L. & Yamagata, Takashi, 2013.
"
- Pesaran, M. Hashem & Tosetti, Elisa, 2007.
"
**Large Panels with Common Factors and Spatial Correlations**," IZA Discussion Papers 3032, Institute for the Study of Labor (IZA).- Pesaran, M. Hashem & Tosetti, Elisa, 2011.
"
**Large panels with common factors and spatial correlation**," Journal of Econometrics, Elsevier, vol. 161(2), pages 182-202, April.

- M. Hashem Pesaran & Elisa Tosetti, 2007.
"
**Large Panels with Common Factors and Spatial Correlations**," CESifo Working Paper Series 2103, CESifo Group Munich. - Pesaran, M.H. & Tosetti, E., 2007.
"
**Large Panels with Common Factors and Spatial Correlations**," Cambridge Working Papers in Economics 0743, Faculty of Economics, University of Cambridge. - M. Hashem Pesaran & Elisa Tosetti, 2011.
"
**Large panels with common factors and spatial correlation**," Post-Print hal-00796743, HAL.

- Pesaran, M. Hashem & Tosetti, Elisa, 2011.
"
- 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.- 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 0662, Faculty of Economics, University of Cambridge. - Adrian Pagan & M. Hashem Pesaran, 2007.
"
**On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables**," CESifo Working Paper Series 1924, CESifo Group Munich. - Pagan, Adrian & Pesaran, M. Hashem, 2007.
"

- Pagan, A. & Pesaran, M.H., 2007.
"
- M. Hashem Pesaran & Bahram Pesaran, 2007.
"
**Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution**," CESifo Working Paper Series 2056, CESifo Group Munich. - 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.- Cheng Hsiao & M. Hashem Pesaran & Andreas Pick, 2007.
"
**Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Model**," DNB Working Papers 140, Netherlands Central Bank, Research Department. - Hsiao, Cheng & Pesaran, M. Hashem & Pick, Andreas, 2007.
"
**Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models**," IZA Discussion Papers 2756, Institute for the Study of Labor (IZA). - Cheng Hsiao & M. Hashem Pesaran & Andreas Pick, 2007.
"
**Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models**," CESifo Working Paper Series 1984, CESifo Group Munich.

- Cheng Hsiao & M. Hashem Pesaran & Andreas Pick, 2007.
"
- 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.- Kapetanios, G. & Pesaran, M. Hashem & Yamagata, T., 2011.
"
**Panels with non-stationary multifactor error structures**," Journal of Econometrics, Elsevier, vol. 160(2), pages 326-348, February.

- George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006.
"
**Panels with Nonstationary Multifactor Error Structures**," Working Papers 569, Queen Mary University of London, School of Economics and Finance. - George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006.
"
**Panels with Nonstationary Multifactor Error Structures**," CESifo Working Paper Series 1788, CESifo Group Munich. - Kapetanios, George & Pesaran, M. Hashem & Yamagata, Takashi, 2006.
"
**Panels with Nonstationary Multifactor Error Structures**," IZA Discussion Papers 2243, Institute for the Study of Labor (IZA). - G. Kapetanios & M. Hashem Pesaran & T. Yamagata, 2010.
"
**Panels with nonstationary multifactor error structures**," Post-Print hal-00768190, HAL.

- Kapetanios, G. & Pesaran, M. Hashem & Yamagata, T., 2011.
"
- 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.- Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2010.
"
**A spatio-temporal model of house prices in the USA**," Journal of Econometrics, Elsevier, vol. 158(1), pages 160-173, September.

- Sean Holly & M. Hashem Pesaran & Takashi Yamagata, 2006.
"
**A Spatio-Temporal Model of House Prices in the US**," CESifo Working Paper Series 1826, CESifo Group Munich. - Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2006.
"
**A Spatio-Temporal Model of House Prices in the US**," IZA Discussion Papers 2338, Institute for the Study of Labor (IZA).

- Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2010.
"
- 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.- 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.

- M. Hashem Pesaran & Aman Ullah & Takashi Yamagata, 2008.
"
- 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.- M. Hashem Pesaran & Ron P. Smith & Takashi Yamagata & Liudmyla Hvozdyk, 2006.
"
**Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures**," CESifo Working Paper Series 1704, CESifo Group Munich.

- M. Hashem Pesaran & Ron P. Smith & Takashi Yamagata & Liudmyla Hvozdyk, 2006.
"
- 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.- 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.

- M. Hashem Pesaran & Allan Timmermann, 2006.
"
**Testing Dependence among Serially Correlated Multi-category Variables**," CESifo Working Paper Series 1770, CESifo Group Munich. - Pesaran, M. Hashem & Timmermann, Allan, 2006.
"
**Testing Dependence among Serially Correlated Multi-Category Variables**," IZA Discussion Papers 2196, Institute for the Study of Labor (IZA).

- Pesaran, M. Hashem & Timmermann, Allan, 2009.
"
- 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.- Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2007.
"
**Learning, Structural Instability, and Present Value Calculations**," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 253-288.

- Pesaran, Mohammad Hashem & Pettenuzzo, Davide & Timmermann, Allan, 2006.
"
**Learning, structural instability and present value calculations**," Discussion Paper Series 1: Economic Studies 2006,27, Deutsche Bundesbank, Research Centre. - M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006.
"
**Learning, structural instability and present value calculations**," Computing in Economics and Finance 2006 529, Society for Computational Economics. - Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006.
"
**Learning, Structural Instability and Present Value Calculations**," IEPR Working Papers 06.42, Institute of Economic Policy Research (IEPR). - M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006.
"
**Learning, Structural Instability and Present Value Calculations**," CESifo Working Paper Series 1650, CESifo Group Munich.

- Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2007.
"
- Pesaran, M.H. & Smith, R., 2006.
"
**Macroeconometric Modelling with a Global Perspective**," Cambridge Working Papers in Economics 0604, Faculty of Economics, University of Cambridge.- M. Hashem Pesaran & Ron Smith, 2006.
"
**Macroeconometric Modelling With A Global Perspective**," Manchester School, University of Manchester, vol. 74(s1), pages 24-49, 09.

- M. Hashem Pesaran & Ron P. Smith, 2006.
"
**Macroeconometric Modelling with a Global Perspective**," CESifo Working Paper Series 1659, CESifo Group Munich. - M. Hashem Pesaran & Ron Smith, 2006.
"
**Macroeconometric Modelling with a Global Perspective**," IEPR Working Papers 06.43, Institute of Economic Policy Research (IEPR).

- M. Hashem Pesaran & Ron Smith, 2006.
"
- Emmanuel Dhyne & Catherine Fuss & Hashem Pesaran & Patrick Sevestre, 2006.
"
**Lumpy price adjustments : a microeconometric analysis**," Working Paper Research 100, National Bank of Belgium.- Emmanuel Dhyne & Catherine Fuss & M. Hashem Pesaran & Patrick Sevestre, 2011.
"
**Lumpy Price Adjustments: A Microeconometric Analysis**," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(4), pages 529-540, October. - Dhyne, Emmanuel & Fuss, Catherine & Pesaran, M. Hashem & Sevestre, Patrick, 2011.
"
**Lumpy Price Adjustments: A Microeconometric Analysis**," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(4), pages 529-540.

- Dhyne, E. & Fuss, C. & Pesaran, H. & Sevestre, P., 2007.
"
**Lumpy Price Adjustments, A Microeconometric Analysis**," Cambridge Working Papers in Economics 0719, Faculty of Economics, University of Cambridge. - Dhyne, Emmanuel & Fuss, Catherine & Pesaran, M. Hashem & Sevestre, Patrick, 2007.
"
**Lumpy Price Adjustments: A Microeconometric Analysis**," IZA Discussion Papers 2793, Institute for the Study of Labor (IZA). - Dhyne, E. & Fuss, C. & Pesaran, H. & Sevestre, P., 2007.
"
**Lumpy Price Adjustments: A Microeconometric Analysis**," Working papers 185, Banque de France. - Emmanuel Dhyne & Catherine Fuss & M. Hashem Pesaran & Patrick Sevestre, 2007.
"
**Lumpy Price Adjustments: A Microeconometric Analysis**," CESifo Working Paper Series 2010, CESifo Group Munich.

- Emmanuel Dhyne & Catherine Fuss & M. Hashem Pesaran & Patrick Sevestre, 2011.
"
- John Geweke & Joel Horowitz & M. Hashem Pesaran, 2006.
"
**Econometrics: A Bird’s Eye View**," CESifo Working Paper Series 1870, CESifo Group Munich.- Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem, 2006.
"
**Econometrics: A Bird's Eye View**," IZA Discussion Papers 2458, Institute for the Study of Labor (IZA). - Geweke, J. & Joel Horowitz & Pesaran, M.H., 2006.
"
**Econometrics: A Bird’s Eye View**," Cambridge Working Papers in Economics 0655, Faculty of Economics, University of Cambridge.

- Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem, 2006.
"
- 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).- Pesaran, M.H. & Schuermann, T. & Treutler, B-J., 2005.
"
**The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification**," Cambridge Working Papers in Economics 0529, Faculty of Economics, University of Cambridge.

- Pesaran, M.H. & Schuermann, T. & Treutler, B-J., 2005.
"
- 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.- George Kapetanios & M. Hashem Pesaran, 2005.
"
**Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns**," CESifo Working Paper Series 1416, CESifo Group Munich. - George Kapetanios & M. Hashem Pesaran, 2005.
"
**Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns**," Working Papers 536, Queen Mary University of London, School of Economics and Finance.

- George Kapetanios & M. Hashem Pesaran, 2005.
"
- Samuel Hanson & M. Hashem Pesaran & Til Schuermann, 2005.
"
**Scope for Credit Risk Diversification**," IEPR Working Papers 05.18, Institute of Economic Policy Research (IEPR).- Hanson, S. & Pesaran, M.H. & Schuermann, T., 2005.
"
**Scope for Credit Risk Diversification**," Cambridge Working Papers in Economics 0519, Faculty of Economics, University of Cambridge.

- Hanson, S. & Pesaran, M.H. & Schuermann, T., 2005.
"
- Pesaran, M.H. & Weale, M., 2005.
"
**Survey Expectations**," Cambridge Working Papers in Economics 0536, Faculty of Economics, University of Cambridge.- Pesaran, M. Hashem & Weale, Martin, 2006.
"
**Survey Expectations**," Handbook of Economic Forecasting, Elsevier.

- M. Hashem Pesaran & Martin Weale, 2005.
"
**Survey Expectations**," CESifo Working Paper Series 1599, CESifo Group Munich. - M. Hashem Pesaran & Martin Weale, 2005.
"
**Survey Expectations**," IEPR Working Papers 05.30, Institute of Economic Policy Research (IEPR).

- Pesaran, M. Hashem & Weale, Martin, 2006.
"
- Breitung, J. & Pesaran, M.H., 2005.
"
**Unit Roots and Cointegration in Panels**," Cambridge Working Papers in Economics 0535, Faculty of Economics, University of Cambridge.- Joerg Breitung & M. Hashem Pesaran, 2005.
"
**Unit Roots and Cointegration in Panels**," CESifo Working Paper Series 1565, CESifo Group Munich. - Jörg Breitung & M. Hashem Pesaran, 2005.
"
**Unit Roots and Cointegration in Panels**," IEPR Working Papers 05.32, Institute of Economic Policy Research (IEPR). - Breitung, Jörg & Pesaran, Mohammad Hashem, 2005.
"
**Unit roots and cointegration in panels**," Discussion Paper Series 1: Economic Studies 2005,42, Deutsche Bundesbank, Research Centre.

- Joerg Breitung & M. Hashem Pesaran, 2005.
"
- 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. - 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. - Samuel Hanson & M. Hashem Pesaran & Til Schuermann, 2005.
"
**Firm Heterogeneity and Credit Risk Diversification**," CESifo Working Paper Series 1531, CESifo Group Munich.- 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.

- Hanson, Samuel G. & Pesaran, M. Hashem & Schuermann, Til, 2008.
"
- M. Hashem Pesaran, 2005.
"
**Market Efficiency Today**," IEPR Working Papers 05.41, Institute of Economic Policy Research (IEPR). - Pesaran, M.H. & Yamagata. T., 2005.
"
**Testing Slope Homogeneity in Large Panels**," Cambridge Working Papers in Economics 0513, Faculty of Economics, University of Cambridge.- Hashem Pesaran, M. & Yamagata, Takashi, 2008.
"
**Testing slope homogeneity in large panels**," Journal of Econometrics, Elsevier, vol. 142(1), pages 50-93, January.

- M. Hashem Pesaran & Takashi Yamagata, 2005.
"
**Testing Slope Homogeneity in Large Panels**," IEPR Working Papers 05.14, Institute of Economic Policy Research (IEPR). - M. Hashem Pesaran & Takashi Yamagata, 2005.
"
**Testing Slope Homogeneity in Large Panels**," CESifo Working Paper Series 1438, CESifo Group Munich.

- Hashem Pesaran, M. & Yamagata, Takashi, 2008.
"
- 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.- 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.

- M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler, 2005.
"
**Global Business Cycles and Credit Risk**," CESifo Working Paper Series 1548, CESifo Group Munich.

- M. Hashem Pesaran & Til Schuermann & Bjorn-Jakob Treutler, 2007.
"
- 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).- Pesaran, M.H. & Smith, L.V. & Smith, R.P, 2005.
"
**What if the UK has Joined the Euro in 1999? An Empirical Evaluation using a Global VAR**," Cambridge Working Papers in Economics 0528, Faculty of Economics, University of Cambridge. - 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**," CESifo Working Paper Series 1477, CESifo Group Munich.

- Pesaran, M.H. & Smith, L.V. & Smith, R.P, 2005.
"
- Pesaran, M.H. & Timmermann, A., 2004.
"
**‘Real Time Econometrics’**," Cambridge Working Papers in Economics 0432, Faculty of Economics, University of Cambridge.- Pesaran, Hashem & Timmermann, Allan, 2005.
"
**Real-Time Econometrics**," Econometric Theory, Cambridge University Press, vol. 21(01), pages 212-231, February.

- Pesaran, M. Hashem & Timmermann, Allan, 2004.
"
**Real Time Econometrics**," IZA Discussion Papers 1108, Institute for the Study of Labor (IZA). - Pesaran, M Hashem & Timmermann, Allan G, 2004.
"
**Real Time Econometrics**," CEPR Discussion Papers 4402, C.E.P.R. Discussion Papers. - M. Hashem Pesaran & Allan Timmermann, 2004.
"
**Real Time Econometrics**," CESifo Working Paper Series 1169, CESifo Group Munich.

- Pesaran, Hashem & Timmermann, Allan, 2005.
"
- 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).- 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.

- Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2005.
"
**Exploring the International Linkages of the Euro Area: a Global VAR Analysis**," CESifo Working Paper Series 1425, CESifo Group Munich. - Dees, S. & di Mauro, F. & Pesaran, M.H. & Smith, L.V., 2005.
"
**Exploring the International Linkages of the Euro Area: a Global VAR Analysis**," Cambridge Working Papers in Economics 0518, Faculty of Economics, University of Cambridge. - Dées, Stéphane & di Mauro, Filippo & Pesaran, Hashem & Smith, Vanessa, 2005.
"
**Exploring the international linkages of the euro area: a global VAR analysis**," Working Paper Series 0568, European Central Bank. - Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2006.
"
**Exploring the International Linkages of the Euro Area: a Global VAR Analysis**," Computing in Economics and Finance 2006 47, Society for Computational Economics.

- Filippo di Mauro & L. Vanessa Smith & Stephane Dees & M. Hashem Pesaran, 2007.
"
- 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.- M. Hashem Pesaran & Paolo Zaffaroni, 2004.
"
**Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management**," CESifo Working Paper Series 1358, CESifo Group Munich. - Pesaran, M Hashem & Zaffaroni, Paolo, 2005.
"
**Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management**," CEPR Discussion Papers 5279, C.E.P.R. Discussion Papers. - M. Hashem Pesaran & Paolo Zaffaroni, 2004.
"
**Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management**," IEPR Working Papers 04.3, Institute of Economic Policy Research (IEPR).

- M. Hashem Pesaran & Paolo Zaffaroni, 2004.
"
- M. Hashem Pesaran, 2004.
"
**A Pair-Wise Approach to Testing for Output and Growth Convergence**," CESifo Working Paper Series 1308, CESifo Group Munich.- 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.

- Pesaran, M.H., 2004.
"
**A Pair-wise Approach to Testing for Output and Growth Convergence**," Cambridge Working Papers in Economics 0453, Faculty of Economics, University of Cambridge. - Pesaran, M. Hashem, 2004.
"
**A Pair-Wise Approach to Testing for Output and Growth Convergence**," IZA Discussion Papers 1313, Institute for the Study of Labor (IZA).

- Hashem Pesaran, M., 2007.
"
- 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.- M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006.
"
**Forecasting Time Series Subject to Multiple Structural Breaks**," Review of Economic Studies, Oxford University Press, vol. 73(4), pages 1057-1084.

- Pesaran, M Hashem & Pettenuzzo, Davide & Timmermann, Allan G, 2004.
"
**Forecasting Time Series Subject to Multiple Structural Breaks**," CEPR Discussion Papers 4636, C.E.P.R. Discussion Papers. - Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan, 2004.
"
**Forecasting Time Series Subject to Multiple Structural Breaks**," IZA Discussion Papers 1196, Institute for the Study of Labor (IZA). - M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2004.
"
**Forecasting Time Series Subject to Multiple Structural Breaks**," CESifo Working Paper Series 1237, CESifo Group Munich.

- M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006.
"
- M. Hashem Pesaran & Andreas Pick, 2004.
"
**Econometric Issues in the Analysis of Contagion**," CESifo Working Paper Series 1176, CESifo Group Munich.- 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.

- Hashem Pesaran & Andreas Pick, 2004.
"
**Econometric Issues in the Analysis of Contagion**," Money Macro and Finance (MMF) Research Group Conference 2004 67, Money Macro and Finance Research Group. - Pesaran, M.H. & Pick, A., 2004.
"
**Econometric Issues in the Analysis of Contagion**," Cambridge Working Papers in Economics 0402, Faculty of Economics, University of Cambridge.

- Pesaran, M. Hashem & Pick, Andreas, 2007.
"
- M. Hashem Pesaran, 2004.
"
**Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure**," CESifo Working Paper Series 1331, CESifo Group Munich.- 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.

- M. Hashem Pesaran, 2006.
"
- Hsiao, C. & Pesaran, M.H., 2004.
"
**‘Random Coefficient Panel Data Models’**," Cambridge Working Papers in Economics 0434, Faculty of Economics, University of Cambridge.- Cheng Hsiao & M. Hashem Pesaran, 2004.
"
**Random Coefficient Panel Data Models**," IEPR Working Papers 04.2, Institute of Economic Policy Research (IEPR). - Hsiao, Cheng & Pesaran, M. Hashem, 2004.
"
**Random Coefficient Panel Data Models**," IZA Discussion Papers 1236, Institute for the Study of Labor (IZA). - Cheng Hsiao & M. Hashem Pesaran, 2004.
"
**Random Coefficient Panel Data Models**," CESifo Working Paper Series 1233, CESifo Group Munich.

- Cheng Hsiao & M. Hashem Pesaran, 2004.
"
- 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.- Pesaran, M. Hashem, 2004.
"
**General Diagnostic Tests for Cross Section Dependence in Panels**," IZA Discussion Papers 1240, Institute for the Study of Labor (IZA). - M. Hashem Pesaran, 2004.
"
**General Diagnostic Tests for Cross Section Dependence in Panels**," CESifo Working Paper Series 1229, CESifo Group Munich.

- Pesaran, M. Hashem, 2004.
"
- 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.- M. Hashem Pesaran, 2003.
"
**Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence**," CESifo Working Paper Series 869, CESifo Group Munich.

- M. Hashem Pesaran, 2003.
"
- 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.- 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.

- Pesaran, M Hashem & Timmermann, Allan G, 2004.
"
**Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks**," CEPR Discussion Papers 4401, C.E.P.R. Discussion Papers. - Allan Timmermann & M. Hashem Pesaran, 2003.
"
**Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks**," CESifo Working Paper Series 990, CESifo Group Munich.

- Pesaran, M. Hashem & Timmermann, Allan, 2005.
"
- 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.- 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.

- M. Hashem Pesaran, 2007.
"
- 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.- 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.

- Til Schuermann & Björn-Jakob Treutler & Scott M. Weiner & M. Hashem Pesaran, 2003.
"
**Macroeconomic Dynamics and Credit Risk: A Global Perspective**," CESifo Working Paper Series 995, CESifo Group Munich. - M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler & Scott M. Weiner & April, .
"
**Macroeconomic Dynamics and Credit Risk: A Global Perspective**," Center for Financial Institutions Working Papers 03-13, Wharton School Center for Financial Institutions, University of Pennsylvania.

- Pesaran, M. Hashem & Schuermann, Til & Treutler, Bjorn-Jakob & Weiner, Scott M., 2006.
"
- 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. - 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.- 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.

- Allan Timmermann & M. Hashem Pesaran, 2003.
"
**How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?**," CESifo Working Paper Series 875, CESifo Group Munich.

- Pesaran, M. Hashem & Timmermann, Allan, 2004.
"
- 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. - 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. - 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. - Allan Timmermann & M. Hashem Pesaran, 2002.
"
**Market Timing and Return Prediction under Model Instability**," FMG Discussion Papers dp412, Financial Markets Group.- 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.

- M. Hashem Pesaran & Allan Timmermann, 2002.
"
**Market timing and return prediction under model instability**," LSE Research Online Documents on Economics 24932, London School of Economics and Political Science, LSE Library.

- Pesaran, M. Hashem & Timmermann, Allan, 2002.
"
- 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.- 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.

- M. Hashem Pesaran & Til Schuermann & Scott M. Weiner, 2001.
"
**Modelling regional interdependencies using a global error-correcting macroeconometric model**," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B4-1, International Conferences on Panel Data. - M. Hashem Pesaran & Til Schuermann & Scott M. Weiner, 2002.
"
**Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model**," Center for Financial Institutions Working Papers 01-38, Wharton School Center for Financial Institutions, University of Pennsylvania. - PESARAN M. Hashem & SCHUERMANN Til & WEINER Scott, .
"
**Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model**," EcoMod2003 330700121, EcoMod.

- Pesaran M.H. & Schuermann T. & Weiner S.M., 2004.
"
- Athony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin, 2001.
"
**Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy**," ESE Discussion Papers 64, Edinburgh School of Economics, University of Edinburgh. - Michael Binder, M.Hashem Pesaran, 2000.
"
**Asset Price Dynamics And Aggregation**," Computing in Economics and Finance 2000 296, Society for Computational Economics. - 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.- 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.

- Michael Binder & Cheng Hsiao & M. Hashem Pesaran, 2000.
"
**Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration**," CESifo Working Paper Series 374, CESifo Group Munich. - Michael Binder, Cheng Hsiao, and M. Hashem Pesaran, 2001.
"
**Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration**," Computing in Economics and Finance 2001 36, Society for Computational Economics. - Michael Binder & Cheng Hsiao & M. Hashem Pesaran, 2000.
"
**Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration**," Working Papers 0005, Banco de España;Working Papers Homepage.

- Binder, Michael & Hsiao, Cheng & Pesaran, M. Hashem, 2005.
"
- 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.- M. Hashem Pesaran, 2000.
"
**Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy**," CESifo Working Paper Series 345, CESifo Group Munich. - Garratt, Anthony & Kevin Lee & M Hashem Pesaran & Yongcheol Shin, 2002.
"
**Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy**," Royal Economic Society Annual Conference 2002 82, Royal Economic Society.

- M. Hashem Pesaran, 2000.
"
- 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.- M. Hashem Pesaran, 2000.
"
**The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach**," CESifo Working Paper Series 346, CESifo Group Munich.

- M. Hashem Pesaran, 2000.
"
- 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. - 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.- International Monetary Fund, 1999.
"
**Neglected Heterogeneity and Dynamics in Cross-Country Savings Regressions**," IMF Working Papers 99/128, International Monetary Fund.

- International Monetary Fund, 1999.
"
- Anthony Garratt & Kevin Lee & Yongcheol Shin, 1999.
"
**A long run structural macroeconometric model of the UK (first version)**," ESE Discussion Papers 17, Edinburgh School of Economics, University of Edinburgh. - Pesaran, M. H. & Weeks, M., 1999.
"
**Non-nested Hypothesis Testing: An Overview**," Cambridge Working Papers in Economics 9918, Faculty of Economics, University of Cambridge. - Pesaran, Hashem & Timmermann, Allan, 1999.
"
**Model Instability and Choice of Observation Window**," University of California at San Diego, Economics Working Paper Series qt8zx626k6, Department of Economics, UC San Diego. - 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. - Pesaran, M. H., 1999.
"
**On Aggregation of Linear Dynamic Models**," Cambridge Working Papers in Economics 9919, Faculty of Economics, University of Cambridge. - 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.- Mohammad Hashem Pesaran & Yongcheol Shin & Richard J Smith, 1999.
"
**Bounds Testing Approaches to the Analysis of Long Run Relationships**," ESE Discussion Papers 46, Edinburgh School of Economics, University of Edinburgh.

- Mohammad Hashem Pesaran & Yongcheol Shin & Richard J Smith, 1999.
"
- 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. - 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.- 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.

- Anthony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin, 2001.
"
**A long run structural macroeconometric model of the UK**," ESE Discussion Papers 35, Edinburgh School of Economics, University of Edinburgh.

- Anthony Garratt & Kevin Lee & M. Hashem Pesaran & Yongcheol Shin, 2003.
"
- 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. - 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.- Anthony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin, 1998.
"
**A structural cointegrating VAR approach to macroeconometric modelling**," ESE Discussion Papers 8, Edinburgh School of Economics, University of Edinburgh.

- Anthony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin, 1998.
"
- Yongcheol Shin & Ron P Smith & Mohammad Hashem Pesaran, 1998.
"
**Pooled Mean Group Estimation of Dynamic Heterogeneous Panels**," ESE Discussion Papers 16, Edinburgh School of Economics, University of Edinburgh. - 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.- 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.

- Hsiao, Cheng & Hashem Pesaran, M. & Kamil Tahmiscioglu, A., 2002.
"
- 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. - 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.- M. Hashem Pesaran, 1999.
"
**Economic Trends and Macroeconomic Policies in Post-Revolutionary Iran**," Working Papers 9902, Economic Research Forum, revised Jan 1999.

- M. Hashem Pesaran, 1999.
"
- 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.- 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.

- van Garderen, Kees Jan & Lee, Kevin & Pesaran, M. Hashem, 2000.
"
- Pesaran, M. H. & Smith, Ron P., 1998.
"
**Structural Analysis of Cointegrating VARs**," Cambridge Working Papers in Economics 9811, Faculty of Economics, University of Cambridge. - Binder, M. & Pesaran, M. H., 1998.
"
**Optimal Consumption Decisions under Social Interactions**," Cambridge Working Papers in Economics 9805, Faculty of Economics, University of Cambridge. - 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.- 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.

- Mohammad Hashem Pesaran & Richard J Smith & Yongcheol Shin, 1999.
"
**Structural analysis of vector error correction models with exogenous I(1) variables**," ESE Discussion Papers 38, Edinburgh School of Economics, University of Edinburgh.

- Pesaran, M. Hashem & Shin, Yongcheol & Smith, Richard J., 2000.
"
- Mohammad Hashem Pesaran & Richard J Smith & Yongcheol Shin, 1997.
"
**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. - 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.- Pesaran, H. Hashem & Shin, Yongcheol, 1998.
"
**Generalized impulse response analysis in linear multivariate models**," Economics Letters, Elsevier, vol. 58(1), pages 17-29, January.

- Pesaran, H. Hashem & Shin, Yongcheol, 1998.
"
- 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. - 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.- 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.

- Michael Binder & M. Hashem Pesaran, 1997.
"
- Pesaran, M. H. & Taylor, L.W., 1997.
"
**Diagnostics for IV Regressions**," Cambridge Working Papers in Economics 9709, Faculty of Economics, University of Cambridge.- 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.

- Pesaran, M Hashem & Taylor, Larry W, 1999.
"
- 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. - Binder, M. & Pesaran, M.H., 1996.
"
**Stochastic Growth**," Cambridge Working Papers in Economics 9615, Faculty of Economics, University of Cambridge. - 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. - 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.- 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.

- Allan Timmermann & M. Hashem Pesaran, 1999.
"
**A Recursive Modelling Approach to Predicting UK Stock Returns**," FMG Discussion Papers dp322, Financial Markets Group.

- Pesaran, M Hashem & Timmermann, Allan, 2000.
"
- Kevin Lee & M. Hashem Pesaran & Ron Smith, 1996.
"
**Growth and Convergence in a Multi-Country Empirical Stochastic Solow Model**," Working Papers 9637, Economic Research Forum, revised Dec 1996.- 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..

- 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.

- Lee, Kevin & Pesaran, M Hashem & Smith, Ron, 1997.
"
- 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.- 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.

- Pesaran, M Hashem, 1997.
"
- 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.- 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.

- Michael Binder & M. Hashem Pesaran, 1997.
"
- 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. - 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. - 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.- 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.

- Binder, Michael & Pesaran, M Hashem, 1998.
"
- Pesaran,H.M. & Shin,Y., 1995.
"
**Long-Run Structural Modelling**," Cambridge Working Papers in Economics 9419, Faculty of Economics, University of Cambridge.- M. Hashem Pesaran & Yongcheol Shin, 2002.
"
**Long-Run Structural Modelling**," Econometric Reviews, Taylor & Francis Journals, vol. 21(1), pages 49-87.

- Mohammad Hashem Pesaran & Yongcheol Shin, 1999.
"
**Long-Run Structural Modelling**," ESE Discussion Papers 44, Edinburgh School of Economics, University of Edinburgh.

- M. Hashem Pesaran & Yongcheol Shin, 2002.
"
- Pasaran, M.H. & Smith, R., 1995.
"
**New Directions in Applied Macroeconomic Modelling**," Cambridge Working Papers in Economics 9525, Faculty of Economics, University of Cambridge. - 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. - Pesaran, H., 1995.
"
**Planning and Macroeconomic Stabilization in Iran**," Cambridge Working Papers in Economics 9508, Faculty of Economics, University of Cambridge.- M. Hashem Pesaran, 1995.
"
**Planning and Macroeconomic Stabilization in Iran**," Working Papers 9502, Economic Research Forum, revised Jan 1995.

- M. Hashem Pesaran, 1995.
"
- 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.- 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.

- Im, Kyung So & Pesaran, M. Hashem & Shin, Yongcheol, 2003.
"
- Pesaran, H.M., 1995.
"
**Iranian Economy During the Pahlavi Era**," Cambridge Working Papers in Economics 9418, Faculty of Economics, University of Cambridge. - 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. - 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.- Pesaran, M.H. & Ruge-Murcia, F.J., 1995.
"
**A Discrete-Time Version of Target Zone Models with Jumps**," Cahiers de recherche 9530, Universite de Montreal, Departement de sciences economiques. - Pesaran, M.H. & Ruge-Murcia, F.J., 1995.
"
**A Discrete-Time Version of Target Zone Models with Jumps**," Cahiers de recherche 9530, Centre interuniversitaire de recherche en économie quantitative, CIREQ.

- Pesaran, M.H. & Ruge-Murcia, F.J., 1995.
"
- 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.- 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.

- Pesaran, M. Hashem & Potter, Simon M., 1997.
"
- 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.- 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.

- Michael Binder & M. Hashem Pesaran, 1994.
"
- 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. - 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. - 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.- 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.

- Hashem Pesaran, M. & Ruge-Murcia, Francisco J., 1996.
"
- 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. - Pesaran, M.H. & Samiei, H., 1993.
"
**Forecasting Ultimate Resource Recovery**," Cambridge Working Papers in Economics 9320, Faculty of Economics, University of Cambridge.- Pesaran, M. Hashem & Samiei, Hossein, 1995.
"
**Forecasting ultimate resource recovery**," International Journal of Forecasting, Elsevier, vol. 11(4), pages 543-555, December.

- Pesaran, M. Hashem & Samiei, Hossein, 1995.
"
- 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.- 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.

- Pesaran, M. Hashem & Samiei, Hossein, 1995.
"
- 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. - 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.- Pesaran, M. Hashem & Shin, Yongcheol, 1996.
"
**Cointegration and speed of convergence to equilibrium**," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 117-143.

- Pesaran, M. Hashem & Shin, Yongcheol, 1996.
"
- 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. - 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. - 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. - 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.- Favero, Carlo A. & Pesaran, M. Hashem, 1994.
"
**Oil investment in the North Sea**," Economic Modelling, Elsevier, vol. 11(3), pages 308-329, July.

- Favero, Carlo A. & Pesaran, M. Hashem, 1994.
"
- 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. - 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.- 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.

- Pesaran, M. Hashem & Smith, Ron, 1995.
"
- Pesaran, M.H. & Smith, R., 1992.
"
**Theory and Evidence in Economics**," Cambridge Working Papers in Economics 9224, Faculty of Economics, University of Cambridge. - Pesaran, M.H. & Timmermann, A., 1992.
"
**Forecasting Stock Returns**," Cambridge Working Papers in Economics 9216, Faculty of Economics, University of Cambridge. - 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.- 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.

- Lee, Kevin C & Pesaran, M Hashem, 1993.
"
- 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.- 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.

- Pesaran, M Hashem & Pierse, Richard G & Lee, Kevin C, 1994.
"
- 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. - 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.- 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.

- Pesaran, M. Hashem & Timmermann, Allan G., 1994.
"
- Pesaran, M.H., 1991.
"
**The Iranian Foreign Exchange Policy And The Black Market For Dollars**," Papers 33, California Los Angeles - Applied Econometrics. - 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.- 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.

- Pesaran, M. Hashem & Samiei, Hossein, 1992.
"
- 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.- 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.

- Pesaran, M Hashem & Samiei, Hossein, 1992.
"
- 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.- Pesaran, M.H. & Timmermann, A.G., 1990.
"
**The Statistical And Economic Significance Of The Predictability Of Excess Returns On Common Stocks**," Papers 26, California Los Angeles - Applied Econometrics.

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

- Pesaran, M.H. & Pierse, R.G. & Lee, K.C., 1990.
"
**Persistence, Cointegration And Aggregation: A Disaggregated Analysis Of Output Fluctuations In The U.S. Economy**," Papers 25, California Los Angeles - Applied Econometrics.

- Pesaran, M. H. & Pierse, R. G. & Lee, K. C., 1993.
"
- Pesaran, M.H. & Samiei, H., 1990.
"
**Estimating Limited-Dependence Rational Exoectations Models**," Cambridge Working Papers in Economics 9017, Faculty of Economics, University of Cambridge. - Pesaran, M.H., 1990.
"
**Expectations In Economics**," Cambridge Working Papers in Economics 9016, Faculty of Economics, University of Cambridge. - 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.- 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.

- Pesaran, M.H. & Timmermann, A., 1990.
"
**A Simple Non-Parametric Test Of Predictive Performance**," Papers 29, California Los Angeles - Applied Econometrics.

- Pesaran, M Hashem & Timmermann, Allan, 1992.
"
- 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.- Mcleer, M. & Pesaran, M.H. & Bera, A.K., 1990.
"
**Alternative Approaches To Testing Non-Nested Models With Autocorrelated Disturbances: An Application To Models Of U.S. Unemployment**," Papers 9004, Tilburg - Center for Economic Research. - Mcaleer, M. & Pesaran, M.H. & Bera, A.K., 1990.
"
**Alternative Approaches To Testing Non-Nested Models With Autocorrelated Disturbances: An Application To Models Of U.S. Unemployment**," Papers 10, California Los Angeles - Applied Econometrics. - McAleer, M. & Pesaran, M.H. & Bera, A.K., 1990.
"
**Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of U.S. unemployment**," Discussion Paper 1990-4, Tilburg University, Center for Economic Research.

- Mcleer, M. & Pesaran, M.H. & Bera, A.K., 1990.
"
- Pesaran, M.H. & Samiei, H., 1990.
"
**Estimating Limited-Dependent Rational Expectations Models**," Papers 18, California Los Angeles - Applied Econometrics. - 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. - 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.- 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.

- Hashem Pesaran, M. & Pesaran, Bahram, 1993.
"
- Beraq, A.K. & Mcaleer, M. & Pesaran, M.H., 1989.
"
**Joint Tests Of Non-Nested Modls And General Error Specifications**," ISER Discussion Paper 0197, Institute of Social and Economic Research, Osaka University. - 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.- 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.

- Pesaran, M Hashem, 1991.
"
- 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.- 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.

- Pesaran, M Hashem, 1990.
"
- 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. - 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.- 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.

- Pesaran, M Hashem & Pierse, Richard G & Kumar, Mohan S, 1989.
"
- 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. - M. Hashem Pesaran, 1987.
"
**A Rejoinder: On the Policy Ineffectiveness Proposition and a Keynesian Alternative**," UCLA Economics Working Papers 470, UCLA Department of Economics.

RePEc:idb:brikps:44738 is not listed on IDEAS - 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.

RePEc:idb:brikps:86257 is not listed on IDEAS

- M. Hashem Pesaran, 2015.
"
**Testing Weak Cross-Sectional Dependence in Large Panels**," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 1089-1117, December.- Pesaran, M. Hashem, 2012.
"
**Testing Weak Cross-Sectional Dependence in Large Panels**," IZA Discussion Papers 6432, Institute for the Study of Labor (IZA). - M. Hashem Pesaran, 2012.
"
**Testing Weak Cross-Sectional Dependence in Large Panels**," CESifo Working Paper Series 3800, CESifo Group Munich. - Pesaran, M. H., 2012.
"
**Testing Weak Cross-Sectional Dependence in Large Panels**," Cambridge Working Papers in Economics 1208, Faculty of Economics, University of Cambridge.

- Pesaran, M. Hashem, 2012.
"
- Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2014.
"
**Constructing Multi-Country Rational Expectations Models**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(6), pages 812-840, December. - Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2014.
"
**An Empirical Growth Model For Major Oil Exporters**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 1-21, 01.- Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2012.
"
**An Empirical Growth Model for Major Oil Exporters**," CESifo Working Paper Series 3780, CESifo Group Munich. - Esfahani, H. S. & Mohaddes, K. & Pesaran, M. H., 2012.
"
**An Empirical Growth Model for Major Oil Exporters**," Cambridge Working Papers in Economics 1215, Faculty of Economics, University of Cambridge. - Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem, 2012.
"
**An Empirical Growth Model for Major Oil Exporters**," IZA Discussion Papers 6468, Institute for the Study of Labor (IZA).

- Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2012.
"
- Pesaran, M. Hashem & Smith, Ron P., 2014.
"
**Signs of impact effects in time series regression models**," Economics Letters, Elsevier, vol. 122(2), pages 150-153.- M. Hashem Pesaran & Ron P. Smith, 2013.
"
**Signs of Impact Effects in Time Series Regression Models**," CESifo Working Paper Series 4433, CESifo Group Munich.

- M. Hashem Pesaran & Ron P. Smith, 2013.
"
- Pesaran, M. Hashem & Chudik, Alexander, 2014.
"
**Aggregation in large dynamic panels**," Journal of Econometrics, Elsevier, vol. 178(P2), pages 273-285.- Hashem M. Pesaran & Alexander Chudik, 2011.
"
**Aggregation in Large Dynamic Panels**," CESifo Working Paper Series 3346, CESifo Group Munich. - Pesaran, M.H. & Chudik, A., 2011.
"
**Aggregation in Large Dynamic Panels**," Cambridge Working Papers in Economics 1118, Faculty of Economics, University of Cambridge. - Pesaran, M. Hashem & Chudik, Alexander, 2011.
"
**Aggregation in Large Dynamic Panels**," IZA Discussion Papers 5478, Institute for the Study of Labor (IZA). - M. Hashem Pesaran & Alexander Chudik, 2011.
"
**Aggregation in large dynamic panels**," Globalization and Monetary Policy Institute Working Paper 101, Federal Reserve Bank of Dallas.

- Hashem M. Pesaran & Alexander Chudik, 2011.
"
- Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem, 2013.
"
**Oil exports and the Iranian economy**," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(3), pages 221-237.- Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2010.
"
**Oil Exports and the Iranian Economy**," Working Papers 534, Economic Research Forum, revised Jul 2010. - Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem, 2009.
"
**Oil Exports and the Iranian Economy**," IZA Discussion Papers 4537, Institute for the Study of Labor (IZA). - Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2009.
"
**Oil Exports and the Iranian Economy**," CESifo Working Paper Series 2843, CESifo Group Munich. - 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.

- Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2010.
"
- Gary Koop & M. Hashem Pesaran & Ron P. Smith, 2013.
"
**On Identification of Bayesian DSGE Models**," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(3), pages 300-314, July.- Koop, Gary & Pesaran, M. Hashem & Smith, Ron P., 2011.
"
**On Identification of Bayesian DSGE Models**," SIRE Discussion Papers 2011-18, Scottish Institute for Research in Economics (SIRE). - Gary Koop & M. Hashem Pesaran & Ron P. Smith, 2011.
"
**On Identification of Bayesian DSGE Models**," CESifo Working Paper Series 3423, CESifo Group Munich. - Gary Koop & M. Hashem Pesaran & Ron Smith, 2011.
"
**On Identification of Bayesian DSGE Models**," Working Papers 1108, University of Strathclyde Business School, Department of Economics. - Koop, Gary & Pesaran, M. Hashem & Smith, Ron P., 2011.
"
**On Identification of Bayesian DSGE Models**," IZA Discussion Papers 5638, Institute for the Study of Labor (IZA). - Koop, G. & Pesaran, M.H. & Smith, R., 2011.
"
**On Identification of Bayesian DSGE Models**," Cambridge Working Papers in Economics 1131, Faculty of Economics, University of Cambridge.

- Koop, Gary & Pesaran, M. Hashem & Smith, Ron P., 2011.
"
- Pesaran, M. Hashem & Vanessa Smith, L. & Yamagata, Takashi, 2013.
"
**Panel unit root tests in the presence of a multifactor error structure**," Journal of Econometrics, Elsevier, vol. 175(2), pages 94-115.- M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata, 2008.
"
**Panel Unit Root Tests in the Presence of a Multifactor Error Structure**," Discussion Papers 08/03, Department of Economics, University of York. - Pesaran, M.H. & Smit, L.V. & Yamagata, T., 2007.
"
**Panel Unit Root Tests in the Presence of a Multifactor Error Structure**," Cambridge Working Papers in Economics 0775, Faculty of Economics, University of Cambridge. - M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata, 2008.
"
**Panel Unit Root Tests in the Presence of a Multifactor Error Structure**," CESifo Working Paper Series 2193, CESifo Group Munich. - Pesaran, M. Hashem & Smith, L. Vanessa & Yamagata, Takashi, 2007.
"
**Panel Unit Root Tests in the Presence of a Multifactor Error Structure**," IZA Discussion Papers 3254, Institute for the Study of Labor (IZA).

- M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata, 2008.
"
- Pesaran, M. Hashem & Pick, Andreas & Pranovich, Mikhail, 2013.
"
**Optimal forecasts in the presence of structural breaks**," Journal of Econometrics, Elsevier, vol. 177(2), pages 134-152.- M Hashem Pesaran & Andreas Pick & Mikhail Pranovich, 2011.
"
**Optimal Forecasts in the Presence of Structural Breaks**," DNB Working Papers 327, Netherlands Central Bank, Research Department.

- M Hashem Pesaran & Andreas Pick & Mikhail Pranovich, 2011.
"
- Alexander Chudik & M. Hashem Pesaran, 2013.
"
**Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit**," Econometric Reviews, Taylor & Francis Journals, vol. 32(5-6), pages 592-649, August.- M. Hashem Pesaran & Alexander Chudik, 2010.
"
**Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit**," CESifo Working Paper Series 3055, CESifo Group Munich. - Pesaran, Hashem & Chudik, Alexander, 2010.
"
**Econometric analysis of high dimensional VARs featuring a dominant unit**," Working Paper Series 1194, European Central Bank. - Pesaran, M.H. & Chudik, A., 2010.
"
**Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit**," Cambridge Working Papers in Economics 1024, Faculty of Economics, University of Cambridge.

- M. Hashem Pesaran & Alexander Chudik, 2010.
"
- M. Hashem Pesaran, 2013.
"
**Distinguished Authors**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(5), pages 901-902, 08. - Alessandro Rebucci & Ambrogio Cesa-Bianchi & M. Hashem Pesaran & TengTeng Xu, 2012.
"
**China's Emergence in the World Economy and Business Cycles in Latin America**," ECONOMIA JOURNAL OF THE LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION, ECONOMIA JOURNAL OF THE LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION, vol. 0(Spring 20), pages 1-75, January.- Cesa-Bianchi, A. & Pesaran, M. H. & Rebucci, A. & Xu, T., 2011.
"
**China’s Emergence in the World Economy and Business Cycles in Latin America**," Cambridge Working Papers in Economics 1150, Faculty of Economics, University of Cambridge. - Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci & TengTeng Xu, 2012.
"
**China’s Emergence in the World Economy and Business Cycles in Latin America**," Staff Working Papers 12-32, Bank of Canada. - Cesa-Bianchi, Ambrogio & Pesaran, M. Hashem & Rebucci, Alessandro & Xu, TengTeng, 2011.
"
**China's Emergence in the World Economy and Business Cycles in Latin America**," IZA Discussion Papers 5889, Institute for the Study of Labor (IZA).

- Cesa-Bianchi, A. & Pesaran, M. H. & Rebucci, A. & Xu, T., 2011.
"
- Cheng Hsiao & M. Hashem Pesaran & Andreas Pick, 2012.
"
**Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(2), pages 253-277, 04. - Pesaran, M. Hashem, 2012.
"
**On the interpretation of panel unit root tests**," Economics Letters, Elsevier, vol. 116(3), pages 545-546. - Pesaran, M. Hashem & Tosetti, Elisa, 2011.
"
**Large panels with common factors and spatial correlation**," Journal of Econometrics, Elsevier, vol. 161(2), pages 182-202, April.- Pesaran, M. Hashem & Tosetti, Elisa, 2007.
"
**Large Panels with Common Factors and Spatial Correlations**," IZA Discussion Papers 3032, Institute for the Study of Labor (IZA). - M. Hashem Pesaran & Elisa Tosetti, 2007.
"
**Large Panels with Common Factors and Spatial Correlations**," CESifo Working Paper Series 2103, CESifo Group Munich. - Pesaran, M.H. & Tosetti, E., 2007.
"
**Large Panels with Common Factors and Spatial Correlations**," Cambridge Working Papers in Economics 0743, Faculty of Economics, University of Cambridge. - M. Hashem Pesaran & Elisa Tosetti, 2011.
"
**Large panels with common factors and spatial correlation**," Post-Print hal-00796743, HAL.

- Pesaran, M. Hashem & Tosetti, Elisa, 2007.
"
- Dhyne, Emmanuel & Fuss, Catherine & Pesaran, M. Hashem & Sevestre, Patrick, 2011.
"
**Lumpy Price Adjustments: A Microeconometric Analysis**," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(4), pages 529-540.- Emmanuel Dhyne & Catherine Fuss & M. Hashem Pesaran & Patrick Sevestre, 2011.
"
**Lumpy Price Adjustments: A Microeconometric Analysis**," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(4), pages 529-540, October.

- Emmanuel Dhyne & Catherine Fuss & Hashem Pesaran & Patrick Sevestre, 2006.
"
**Lumpy price adjustments : a microeconometric analysis**," Working Paper Research 100, National Bank of Belgium. - Emmanuel Dhyne & Catherine Fuss & M. Hashem Pesaran & Patrick Sevestre, 2007.
"
**Lumpy Price Adjustments: A Microeconometric Analysis**," CESifo Working Paper Series 2010, CESifo Group Munich. - Dhyne, E. & Fuss, C. & Pesaran, H. & Sevestre, P., 2007.
"
**Lumpy Price Adjustments: A Microeconometric Analysis**," Working papers 185, Banque de France. - Dhyne, E. & Fuss, C. & Pesaran, H. & Sevestre, P., 2007.
"
**Lumpy Price Adjustments, A Microeconometric Analysis**," Cambridge Working Papers in Economics 0719, Faculty of Economics, University of Cambridge. - Dhyne, Emmanuel & Fuss, Catherine & Pesaran, M. Hashem & Sevestre, Patrick, 2007.
"
**Lumpy Price Adjustments: A Microeconometric Analysis**," IZA Discussion Papers 2793, Institute for the Study of Labor (IZA).

- Emmanuel Dhyne & Catherine Fuss & M. Hashem Pesaran & Patrick Sevestre, 2011.
"
- Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti, 2011.
"
**Weak and strong cross‐section dependence and estimation of large panels**," Econometrics Journal, Royal Economic Society, vol. 14(1), pages C45-C90, February.- Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti, 2011.
"
**Weak and strong cross‐section dependence and estimation of large panels**," Econometrics Journal, Royal Economic Society, vol. 14, pages C45-C90, 02.

- Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti, 2009.
"
**Weak and Strong Cross Section Dependence and Estimation of Large Panels**," CESifo Working Paper Series 2689, CESifo Group Munich. - Chudik, A. & Pesaran, M.H. & Tosetti, E., 2009.
"
**Weak and Strong Cross Section Dependence and Estimation of Large Panels**," Cambridge Working Papers in Economics 0924, Faculty of Economics, University of Cambridge. - Chudik, Alexander & Pesaran, Hashem & Tosetti, Elisa, 2009.
"
**Weak and strong cross section dependence and estimation of large panels**," Working Paper Series 1100, European Central Bank.

- Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti, 2011.
"
- Holly, Sean & Hashem Pesaran, M. & Yamagata, Takashi, 2011.
"
**The spatial and temporal diffusion of house prices in the UK**," Journal of Urban Economics, Elsevier, vol. 69(1), pages 2-23, January. - M. Hashem Pesaran & Ron P. Smith, 2011.
"
**BEYOND THE DSGE STRAITJACKET-super-1**," Manchester School, University of Manchester, vol. 79(s2), pages 5-16, 09. - Pesaran, M. Hashem & Pick, Andreas, 2011.
"
**Forecast Combination Across Estimation Windows**," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(2), pages 307-318.- M. Hashem Pesaran & Andreas Pick, 2011.
"
**Forecast Combination Across Estimation Windows**," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(2), pages 307-318, April.

- M. Hashem Pesaran & Andreas Pick, 2011.
"
- Kapetanios, G. & Pesaran, M. Hashem & Yamagata, T., 2011.
"
**Panels with non-stationary multifactor error structures**," Journal of Econometrics, Elsevier, vol. 160(2), pages 326-348, February.- George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006.
"
**Panels with Nonstationary Multifactor Error Structures**," CESifo Working Paper Series 1788, CESifo Group Munich. - 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. - G. Kapetanios & M. Hashem Pesaran & T. Yamagata, 2010.
"
**Panels with nonstationary multifactor error structures**," Post-Print hal-00768190, HAL. - Kapetanios, George & Pesaran, M. Hashem & Yamagata, Takashi, 2006.
"
**Panels with Nonstationary Multifactor Error Structures**," IZA Discussion Papers 2243, Institute for the Study of Labor (IZA). - George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006.
"
**Panels with Nonstationary Multifactor Error Structures**," Working Papers 569, Queen Mary University of London, School of Economics and Finance.

- George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006.
"
- Chudik, Alexander & Pesaran, M. Hashem, 2011.
"
**Infinite-dimensional VARs and factor models**," Journal of Econometrics, Elsevier, vol. 163(1), pages 4-22, July.- Chudik , A. & Pesaran, M.H., 2007.
"
**Infinite Dimensional VARs and Factor Models**," Cambridge Working Papers in Economics 0757, Faculty of Economics, University of Cambridge. - Chudik, Alexander & Pesaran, M. Hashem, 2007.
"
**Infinite Dimensional VARs and Factor Models**," IZA Discussion Papers 3206, Institute for the Study of Labor (IZA). - Chudik, Alexander & Pesaran, Hashem, 2009.
"
**Infinite-dimensional VARs and factor models**," Working Paper Series 0998, European Central Bank. - Alexander Chudik & M. Hashem Pesaran, 2007.
"
**Infinite Dimensional VARs and Factor Models**," CESifo Working Paper Series 2176, CESifo Group Munich.

- Chudik , A. & Pesaran, M.H., 2007.
"
- Pesaran, M. Hashem & Pick, Andreas & Timmermann, Allan, 2011.
"
**Variable selection, estimation and inference for multi-period forecasting problems**," Journal of Econometrics, Elsevier, vol. 164(1), pages 173-187, September.- M. Hashem Pesaran & Andreas Pick & Allan Timmermann, 2010.
"
**Variable Selection, Estimation and Inference for Multi-period Forecasting Problems**," DNB Working Papers 250, Netherlands Central Bank, Research Department.

- M. Hashem Pesaran & Andreas Pick & Allan Timmermann, 2010.
"
- Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2010.
"
**A spatio-temporal model of house prices in the USA**," Journal of Econometrics, Elsevier, vol. 158(1), pages 160-173, September.- 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. - Sean Holly & M. Hashem Pesaran & Takashi Yamagata, 2006.
"
**A Spatio-Temporal Model of House Prices in the US**," CESifo Working Paper Series 1826, CESifo Group Munich. - Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2006.
"
**A Spatio-Temporal Model of House Prices in the US**," IZA Discussion Papers 2338, Institute for the Study of Labor (IZA).

- Holly, S. & Pesaran, M.H. & Yamagata. T., 2006.
"
- Pesaran, Bahram & Pesaran, M. Hashem, 2010.
"
**Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash**," Economic Modelling, Elsevier, vol. 27(6), pages 1398-1416, November.- Bahram Pesaran & M. Hashem Pesaran, 2010.
"
**Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash**," CESifo Working Paper Series 3023, CESifo Group Munich.

- Bahram Pesaran & M. Hashem Pesaran, 2010.
"
- 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.- Dées, Stéphane & Pesaran, Hashem & Smith, Vanessa & Smith, Ron P., 2008.
"
**Identification of new Keynesian Phillips Curves from a global perspective**," Working Paper Series 0892, European Central Bank. - Dees, Stephane & Pesaran, M. 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). - Dees, S. & Pesaran, M.H. & Smith, L.V. & Smith, R.P., 2008.
"
**Identification of New Keynesian Phillips Curves from a Global Perspective**," Cambridge Working Papers in Economics 0803, Faculty of Economics, University of Cambridge. - Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2008.
"
**Identification of New Keynesian Phillips Curves from a Global Perspective**," CESifo Working Paper Series 2219, CESifo Group Munich.

- Dées, Stéphane & Pesaran, Hashem & Smith, Vanessa & Smith, Ron P., 2008.
"
- Pesaran, M. Hashem & Schuermann, Til & Smith, L. Vanessa, 2009.
"
**Forecasting economic and financial variables with global VARs**," International Journal of Forecasting, Elsevier, vol. 25(4), pages 642-675, October.- Pesaran, M.H. & Schuermann, T. & Smit, L.V., 2008.
"
**Forecasting Economic and Financial Variables with Global VARs**," Cambridge Working Papers in Economics 0807, Faculty of Economics, University of Cambridge. - M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith, 2008.
"
**Forecasting Economic and Financial Variables with Global VARs**," CESifo Working Paper Series 2263, CESifo Group Munich. - 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.

- Pesaran, M.H. & Schuermann, T. & Smit, L.V., 2008.
"
- 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. - M. Hashem Pesaran, 2009.
"
**Announcement**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(5), pages 865-865. - 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.- M. Hashem Pesaran & Christoph Schleicher & Paolo Zaffaroni, 2008.
"
**Model Averaging in Risk Management with an Application to Futures Markets**," CESifo Working Paper Series 2231, CESifo Group Munich. - Pesaran, M.H. & Schleicher, C. & Zaffaroni, P., 2008.
"
**Model Averaging in Risk Management with an Application to Futures Markets**," Cambridge Working Papers in Economics 0808, Faculty of Economics, University of Cambridge.

- M. Hashem Pesaran & Christoph Schleicher & Paolo Zaffaroni, 2008.
"
- 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.- Pesaran, M. Hashem & Timmermann, Allan, 2006.
"
**Testing Dependence among Serially Correlated Multi-Category Variables**," IZA Discussion Papers 2196, Institute for the Study of Labor (IZA). - 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. - M. Hashem Pesaran & Allan Timmermann, 2006.
"
**Testing Dependence among Serially Correlated Multi-category Variables**," CESifo Working Paper Series 1770, CESifo Group Munich.

- Pesaran, M. Hashem & Timmermann, Allan, 2006.
"
- 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.- M Hashem Pesaran, 2010.
"
**The Richard Stone Prize in Applied Econometrics**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(6), pages 1067-1068. - M. Hashem Pesaran, 2012.
"
**The Richard Stone Prize in Applied Econometrics**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(7), pages 1211-1212, November.

- M Hashem Pesaran, 2010.
"
- M. Hashem Pesaran & Ron Smith & Takashi Yamagata & Lyudmyla Hvozdyk, 2009.
"
**Pairwise Tests of Purchasing Power Parity**," Econometric Reviews, Taylor & Francis Journals, vol. 28(6), pages 495-521. - Pesaran, M. Hashem & Schuermann, Til & Smith, L. Vanessa, 2009.
"
**Rejoinder to comments on forecasting economic and financial variables with global VARs**," International Journal of Forecasting, Elsevier, vol. 25(4), pages 703-715, October. - 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.- Samuel Hanson & M. Hashem Pesaran & Til Schuermann, 2005.
"
**Firm Heterogeneity and Credit Risk Diversification**," CESifo Working Paper Series 1531, CESifo Group Munich.

- Samuel Hanson & M. Hashem Pesaran & Til Schuermann, 2005.
"
- Hashem Pesaran, M. & Yamagata, Takashi, 2008.
"
**Testing slope homogeneity in large panels**," Journal of Econometrics, Elsevier, vol. 142(1), pages 50-93, January.- M. Hashem Pesaran & Takashi Yamagata, 2005.
"
**Testing Slope Homogeneity in Large Panels**," IEPR Working Papers 05.14, Institute of Economic Policy Research (IEPR). - Pesaran, M.H. & Yamagata. T., 2005.
"
**Testing Slope Homogeneity in Large Panels**," Cambridge Working Papers in Economics 0513, Faculty of Economics, University of Cambridge. - M. Hashem Pesaran & Takashi Yamagata, 2005.
"
**Testing Slope Homogeneity in Large Panels**," CESifo Working Paper Series 1438, CESifo Group Munich.

- M. Hashem Pesaran & Takashi Yamagata, 2005.
"
- Katrin Assenmacher-Wesche & M. Hashem Pesaran, 2008.
"
**Forecasting the Swiss Economy Using Vecx* Models: an Exercise in Forecast Combination Across Models and Observation Windows**," National Institute Economic Review, National Institute of Economic and Social Research, vol. 203(1), pages 91-108, January.- Katrin Assenmacher-Wesche & M. Hashem Pesaran, 2008.
"
**Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Modelsand Observation Windows**," Working Papers 2008-03, Swiss National Bank.

- Katrin Assenmacher-Wesche & M. Hashem Pesaran, 2008.
"
- 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.- 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.

- Adrian R. Pagan & M. Hashem Pesaran, 2008.
"
- 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.- 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.

- Pesaran, M.H. & Ullah, A. & Yamagata. T., 2006.
"
- 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. - 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.- M. Hashem Pesaran & Andreas Pick, 2004.
"
**Econometric Issues in the Analysis of Contagion**," CESifo Working Paper Series 1176, CESifo Group Munich. - Pesaran, M.H. & Pick, A., 2004.
"
**Econometric Issues in the Analysis of Contagion**," Cambridge Working Papers in Economics 0402, Faculty of Economics, University of Cambridge. - Hashem Pesaran & Andreas Pick, 2004.
"
**Econometric Issues in the Analysis of Contagion**," Money Macro and Finance (MMF) Research Group Conference 2004 67, Money Macro and Finance Research Group.

- M. Hashem Pesaran & Andreas Pick, 2004.
"
- 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.- Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2005.
"
**Exploring the International Linkages of the Euro Area: a Global VAR Analysis**," CESifo Working Paper Series 1425, CESifo Group Munich. - Dees, S. & di Mauro, F. & Pesaran, M.H. & Smith, L.V., 2005.
"
**Exploring the International Linkages of the Euro Area: a Global VAR Analysis**," Cambridge Working Papers in Economics 0518, Faculty of Economics, University of Cambridge. - 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). - Dées, Stéphane & di Mauro, Filippo & Pesaran, Hashem & Smith, Vanessa, 2005.
"
**Exploring the international linkages of the euro area: a global VAR analysis**," Working Paper Series 0568, European Central Bank. - Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2006.
"
**Exploring the International Linkages of the Euro Area: a Global VAR Analysis**," Computing in Economics and Finance 2006 47, Society for Computational Economics.

- Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2005.
"
- M. Hashem Pesaran, 2007.
"
**Journal of Applied Econometrics Dissertation Prize**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(7), pages 1395-1395.- M. Hashem Pesaran, 2009.
"
**Journal of Applied Econometrics Dissertation Prize**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(1), pages 207-207.

- M. Hashem Pesaran, 2009.
"
- 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.- Pesaran, M. Hashem, 2004.
"
**A Pair-Wise Approach to Testing for Output and Growth Convergence**," IZA Discussion Papers 1313, Institute for the Study of Labor (IZA). - Pesaran, M.H., 2004.
"
**A Pair-wise Approach to Testing for Output and Growth Convergence**," Cambridge Working Papers in Economics 0453, Faculty of Economics, University of Cambridge. - M. Hashem Pesaran, 2004.
"
**A Pair-Wise Approach to Testing for Output and Growth Convergence**," CESifo Working Paper Series 1308, CESifo Group Munich.

- Pesaran, M. Hashem, 2004.
"
- 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. - 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.- 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.

- Pesaran, M.H., 2003.
"
- 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. - 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. - Pesaran, Mohammad 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 (IfW), vol. 1, pages 1-20.- Pesaran, Mohammad Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa, 2007.
"
**Long Run Macroeconomic Relations in the Global Economy**," Economics Discussion Papers 2007-7, Kiel Institute for the World Economy (IfW). - 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. - Dees, S. & Holly, S. & Pesaran, M.H. & Smith, L.V., 2007.
"
**Long Run Macroeconomic Relations in the Global Economy**," Cambridge Working Papers in Economics 0661, Faculty of Economics, University of Cambridge. - Dées, Stéphane & Holly, Sean & Pesaran, Hashem & Smith, Vanessa, 2007.
"
**Long run macroeconomic relations in the global economy**," Working Paper Series 0750, European Central Bank. - Stephane Dees & Sean Holly & M. Hashem Pesaran & L. Vanessa Smith, 2007.
"
**Long Run Macroeconomic Relations in the Global Economy**," CESifo Working Paper Series 1904, CESifo Group Munich.

- Pesaran, Mohammad Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa, 2007.
"
- Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2007.
"
**Learning, Structural Instability, and Present Value Calculations**," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 253-288.- Pesaran, Mohammad Hashem & Pettenuzzo, Davide & Timmermann, Allan, 2006.
"
**Learning, structural instability and present value calculations**," Discussion Paper Series 1: Economic Studies 2006,27, Deutsche Bundesbank, Research Centre. - M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006.
"
**Learning, structural instability and present value calculations**," Computing in Economics and Finance 2006 529, Society for Computational Economics. - Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006.
"
**Learning, Structural Instability and Present Value Calculations**," IEPR Working Papers 06.42, Institute of Economic Policy Research (IEPR). - M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006.
"
**Learning, Structural Instability and Present Value Calculations**," CESifo Working Paper Series 1650, CESifo Group Munich. - 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.

- Pesaran, Mohammad Hashem & Pettenuzzo, Davide & Timmermann, Allan, 2006.
"
- M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006.
"
**Forecasting Time Series Subject to Multiple Structural Breaks**," Review of Economic Studies, Oxford University Press, vol. 73(4), pages 1057-1084.- Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan, 2004.
"
**Forecasting Time Series Subject to Multiple Structural Breaks**," IZA Discussion Papers 1196, Institute for the Study of Labor (IZA). - M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2004.
"
**Forecasting Time Series Subject to Multiple Structural Breaks**," CESifo Working Paper Series 1237, CESifo Group Munich. - 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. - Pesaran, M Hashem & Pettenuzzo, Davide & Timmermann, Allan G, 2004.
"
**Forecasting Time Series Subject to Multiple Structural Breaks**," CEPR Discussion Papers 4636, C.E.P.R. Discussion Papers.

- Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan, 2004.
"
- 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.- M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler & Scott M. Weiner & April, .
"
**Macroeconomic Dynamics and Credit Risk: A Global Perspective**," Center for Financial Institutions Working Papers 03-13, Wharton School Center for Financial Institutions, University of Pennsylvania. - 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. - Til Schuermann & Björn-Jakob Treutler & Scott M. Weiner & M. Hashem Pesaran, 2003.
"
**Macroeconomic Dynamics and Credit Risk: A Global Perspective**," CESifo Working Paper Series 995, CESifo Group Munich.

- M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler & Scott M. Weiner & April, .
"
- M. Hashem Pesaran & Ron Smith, 2006.
"
**Macroeconometric Modelling With A Global Perspective**," Manchester School, University of Manchester, vol. 74(s1), pages 24-49, 09.- M. Hashem Pesaran & Ron P. Smith, 2006.
"
**Macroeconometric Modelling with a Global Perspective**," CESifo Working Paper Series 1659, CESifo Group Munich. - Pesaran, M.H. & Smith, R., 2006.
"
**Macroeconometric Modelling with a Global Perspective**," Cambridge Working Papers in Economics 0604, Faculty of Economics, University of Cambridge. - M. Hashem Pesaran & Ron Smith, 2006.
"
**Macroeconometric Modelling with a Global Perspective**," IEPR Working Papers 06.43, Institute of Economic Policy Research (IEPR).

- M. Hashem Pesaran & Ron P. Smith, 2006.
"
- 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.- M. Hashem Pesaran, 2004.
"
**Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure**," CESifo Working Paper Series 1331, CESifo Group Munich.

- M. Hashem Pesaran, 2004.
"
- Pesaran, Hashem & Timmermann, Allan, 2005.
"
**Real-Time Econometrics**," Econometric Theory, Cambridge University Press, vol. 21(01), pages 212-231, February.- Pesaran, M Hashem & Timmermann, Allan G, 2004.
"
**Real Time Econometrics**," CEPR Discussion Papers 4402, C.E.P.R. Discussion Papers. - M. Hashem Pesaran & Allan Timmermann, 2004.
"
**Real Time Econometrics**," CESifo Working Paper Series 1169, CESifo Group Munich. - Pesaran, M.H. & Timmermann, A., 2004.
"
**‘Real Time Econometrics’**," Cambridge Working Papers in Economics 0432, Faculty of Economics, University of Cambridge. - Pesaran, M. Hashem & Timmermann, Allan, 2004.
"
**Real Time Econometrics**," IZA Discussion Papers 1108, Institute for the Study of Labor (IZA).

- Pesaran, M Hashem & Timmermann, Allan G, 2004.
"
- 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.- Michael Binder & Cheng Hsiao & M. Hashem Pesaran, 2000.
"
**Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration**," Working Papers 0005, Banco de España;Working Papers Homepage. - 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. - Michael Binder, Cheng Hsiao, and M. Hashem Pesaran, 2001.
"
**Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration**," Computing in Economics and Finance 2001 36, Society for Computational Economics. - Michael Binder & Cheng Hsiao & M. Hashem Pesaran, 2000.
"
**Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration**," CESifo Working Paper Series 374, CESifo Group Munich.

- Michael Binder & Cheng Hsiao & M. Hashem Pesaran, 2000.
"
- 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. - 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.- Pesaran, M Hashem & Timmermann, Allan G, 2004.
"
**Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks**," CEPR Discussion Papers 4401, C.E.P.R. Discussion Papers. - Allan Timmermann & M. Hashem Pesaran, 2003.
"
**Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks**," CESifo Working Paper Series 990, CESifo Group Munich. - 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.

- Pesaran, M Hashem & Timmermann, Allan G, 2004.
"
- Pesaran M.H. & Schuermann T. & Weiner S.M., 2004.
"
**Rejoinder**," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 175-181, April. - 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.- M. Hashem Pesaran & Til Schuermann & Scott M. Weiner, 2001.
"
**Modelling regional interdependencies using a global error-correcting macroeconometric model**," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B4-1, International Conferences on Panel Data. - 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. - PESARAN M. Hashem & SCHUERMANN Til & WEINER Scott, .
"
**Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model**," EcoMod2003 330700121, EcoMod. - M. Hashem Pesaran & Til Schuermann & Scott M. Weiner, 2002.
"
**Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model**," Center for Financial Institutions Working Papers 01-38, Wharton School Center for Financial Institutions, University of Pennsylvania.

- M. Hashem Pesaran & Til Schuermann & Scott M. Weiner, 2001.
"
- 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.- Allan Timmermann & M. Hashem Pesaran, 2003.
"
**How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?**," CESifo Working Paper Series 875, CESifo Group Munich. - 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.

- Allan Timmermann & M. Hashem Pesaran, 2003.
"
- M. Hashem Pesaran, 2003.
"
**Journal of applied econometrics scholars programme**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(5), pages 619-619. - 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. - 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. - 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.- Tom Doan, .
"
**IPSHIN: RATS procedure to implement Im, Pesaran and Shin panel unit root test**," Statistical Software Components RTS00098, Boston College Department of Economics. - 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.

- Tom Doan, .
"
- Hashem Pesaran, 2003.
"
**Introducing a replication section**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(1), pages 111-111. - 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.- 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. - Anthony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin, 2001.
"
**A long run structural macroeconometric model of the UK**," ESE Discussion Papers 35, Edinburgh School of Economics, University of Edinburgh.

- Garratt, A. & Lee, K. & Pesaran, M. H. & Shin, Y., 1998.
"
- M. Hashem Pesaran & Yongcheol Shin, 2002.
"
**Long-Run Structural Modelling**," Econometric Reviews, Taylor & Francis Journals, vol. 21(1), pages 49-87.- Pesaran,H.M. & Shin,Y., 1995.
"
**Long-Run Structural Modelling**," Cambridge Working Papers in Economics 9419, Faculty of Economics, University of Cambridge. - Mohammad Hashem Pesaran & Yongcheol Shin, 1999.
"
**Long-Run Structural Modelling**," ESE Discussion Papers 44, Edinburgh School of Economics, University of Edinburgh.

- Pesaran,H.M. & Shin,Y., 1995.
"
- 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.- M. Hashem Pesaran & Allan Timmermann, 2002.
"
**Market timing and return prediction under model instability**," LSE Research Online Documents on Economics 24932, London School of Economics and Political Science, LSE Library. - Allan Timmermann & M. Hashem Pesaran, 2002.
"
**Market Timing and Return Prediction under Model Instability**," FMG Discussion Papers dp412, Financial Markets Group.

- M. Hashem Pesaran & Allan Timmermann, 2002.
"
- 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.- 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.

- Hsaio, Cheng & Pesaran, M. Hashem & Tahmiscioglu, A. Kamil, 1998.
"
- M. Hashem Pesaran, 2001.
"
**Journal of Applied Econometrics distinguished authors**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(5), pages 653-654.- M. Hashem Pesaran, 2011.
"
**Journal of Applied Econometrics distinguished authors**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(3), pages 545-546, 04. - M. Hashem Pesaran, 2010.
"
**Journal of applied econometrics distinguished authors**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 195-195.

- M. Hashem Pesaran, 2011.
"
- 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. - 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. - 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. - 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. - 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.- 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.

- Van Garderen, K. J. & Lee, K. & Pesaran M., 1998.
"
- 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. - 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.- Allan Timmermann & M. Hashem Pesaran, 1999.
"
**A Recursive Modelling Approach to Predicting UK Stock Returns**," FMG Discussion Papers dp322, Financial Markets Group. - 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.

- Allan Timmermann & M. Hashem Pesaran, 1999.
"
- 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, Society for Computational Economics, vol. 15(1-2), pages 25-57, April. - 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. - 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.- 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. - Mohammad Hashem Pesaran & Richard J Smith & Yongcheol Shin, 1999.
"
**Structural analysis of vector error correction models with exogenous I(1) variables**," ESE Discussion Papers 38, Edinburgh School of Economics, University of Edinburgh.

- Pesaran, M. H. & Shin, Y. & Smith, R. J., 1997.
"
- 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. - 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.- Pesaran, M. H. & Taylor, L.W., 1997.
"
**Diagnostics for IV Regressions**," Cambridge Working Papers in Economics 9709, Faculty of Economics, University of Cambridge.

- Pesaran, M. H. & Taylor, L.W., 1997.
"
- 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. - 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.- 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.

- Binder,M. & Pesaran,M.H., 1995.
"
- Pesaran, H. Hashem & Shin, Yongcheol, 1998.
"
**Generalized impulse response analysis in linear multivariate models**," Economics Letters, Elsevier, vol. 58(1), pages 17-29, January.- 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.

- Pesaran, M. H. & Shin, Y., 1997.
"
- 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.- 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.

- Pesaran, H.M. & Potter, S.M., 1995.
"
- 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.- 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.

- Pesaran, M.H., 1996.
"
- 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..- Kevin Lee & M. Hashem Pesaran & Ron Smith, 1996.
"
**Growth and Convergence in a Multi-Country Empirical Stochastic Solow Model**," Working Papers 9637, Economic Research Forum, revised Dec 1996.

- Kevin Lee & M. Hashem Pesaran & Ron Smith, 1996.
"
- Binder, Michael & Pesaran, M. Hashem, 1997.
"
**Multivariate Linear Rational Expectations Models**," Econometric Theory, Cambridge University Press, vol. 13(06), pages 877-888, December. - 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. - 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. - 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. - 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. - Pesaran, M. Hashem & Shin, Yongcheol, 1996.
"
**Cointegration and speed of convergence to equilibrium**," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 117-143.- 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.

- Pesaran, M.H. & Shin, Y., 1993.
"
- 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.- 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.

- Pesaran, M.H. & Murcia, F.J., 1993.
"
- 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. - Pesaran, M. Hashem & Smith, Ron, 1995.
"
**The role of theory in econometrics**," Journal of Econometrics, Elsevier, vol. 67(1), pages 61-79, May. - Pesaran, M. Hashem & Samiei, Hossein, 1995.
"
**Forecasting ultimate resource recovery**," International Journal of Forecasting, Elsevier, vol. 11(4), pages 543-555, December.- Pesaran, M.H. & Samiei, H., 1993.
"
**Forecasting Ultimate Resource Recovery**," Cambridge Working Papers in Economics 9320, Faculty of Economics, University of Cambridge.

- Pesaran, M.H. & Samiei, H., 1993.
"
- 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.- 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.

- Pesaran, M.H. & Smith, R., 1992.
"
- 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.- 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.

- Pesaran, M.H. & Samiei, H., 1993.
"
- 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.- 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.

- Pesaran, M.H. & Timmermann, A.G., 1992.
"
- Favero, Carlo A. & Pesaran, M. Hashem, 1994.
"
**Oil investment in the North Sea**," Economic Modelling, Elsevier, vol. 11(3), pages 308-329, July.- 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.

- Favero, C.A. & Pesaran, M.H., 1992.
"
- 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. - 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.- 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.

- Pesaran, M. & Pierse, R.G. & Lee, K.C., 1992.
"
- 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. - 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.- 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.

- Lee, K.C. & Pesaran, M.H., 1992.
"
- 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. - 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.- 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.

- Pasaran, M.H. & Pasaran, B., 1989.
"
- 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.- 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. - Pesaran, M.H. & Pierse, R.G. & Lee, K.C., 1990.
"
**Persistence, Cointegration And Aggregation: A Disaggregated Analysis Of Output Fluctuations In The U.S. Economy**," Papers 25, California Los Angeles - Applied Econometrics.

- Pesaran, M.H. & Pierse, R.G. & Lee, K.C., 1990.
"
- 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. - 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.- 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.

- M. Hashem Pesaran & Hossein Samiei, 1991.
"
- 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.- Pesaran, M.H. & Timmermann, A., 1990.
"
**A Simple Non-Parametric Test Of Predictive Performance**," Papers 29, California Los Angeles - Applied Econometrics. - 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.

- Pesaran, M.H. & Timmermann, A., 1990.
"
- 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.- 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.

- Pesaran, M.H. & Samiei, H., 1991.
"
- 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. - 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.- 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.

- Pesaran, M.H., 1989.
"
- 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. - Pesaran, M. Hashem, 1991.
"
**The Et Interview: Professor Sir Richard Stone**," Econometric Theory, Cambridge University Press, vol. 7(01), pages 85-123, March. - 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.- 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.

- M. Hashem Pesaran, 1988.
"
- 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. - 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. - 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. - 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.- 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.

- M. H. Pesaran & R. G. Pierse & M. S. Kumar, 1988.
"
- 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. - 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. - 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. - 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. - 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. - Pesaran, M Hashem, 1985.
"
**Formation of Inflation Expectations in British Manufacturing Industries**," Economic Journal, Royal Economic Society, vol. 95(380), pages 948-75, December. - 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, University of Manchester, vol. 53(3), pages 280-95, September. - Pesaran, M. H. & Smith, R. P., 1985.
"
**Evaluation of macroeconometric models**," Economic Modelling, Elsevier, vol. 2(2), pages 125-134, April. - 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. - 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. - 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. - Hausman, Jerry & Pesaran, Hashem, 1983.
"
**The J-test as a Hausman specification test**," Economics Letters, Elsevier, vol. 12(3-4), pages 277-281. - 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. - 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. - 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. - 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. - Pesaran, M. H., 1981.
"
**Identification of rational expectations models**," Journal of Econometrics, Elsevier, vol. 16(3), pages 375-398, August. - 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.- Pesaran, M. H., 1981.
"
**Pitfalls of testing non-nested hypotheses by the lagrange multiplier method**," Journal of Econometrics, Elsevier, vol. 16(1), pages 158-158, May.

- Pesaran, M. H., 1981.
"
- Pesaran, M H & Deaton, Angus S, 1978.
"
**Testing Non-Nested Nonlinear Regression Models**," Econometrica, Econometric Society, vol. 46(3), pages 677-94, May. - 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. - 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. - 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.

- 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.- 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.

- Pesaran, M. H. & Binder, M., 1997.
"
- 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.- 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.

- Binder, M. & Pesaran, H., 1996.
"
- 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.- 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.

- Binder,M. & Pesaran,H.M., 1995.
"

- 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.- M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler, 2005.
"
**Global Business Cycles and Credit Risk**," CESifo Working Paper Series 1548, CESifo Group Munich. - 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.

- M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler, 2005.
"
- Pesaran, M. Hashem & Weale, Martin, 2006.
"
**Survey Expectations**," Handbook of Economic Forecasting, Elsevier.- M. Hashem Pesaran & Martin Weale, 2005.
"
**Survey Expectations**," IEPR Working Papers 05.30, Institute of Economic Policy Research (IEPR). - Pesaran, M.H. & Weale, M., 2005.
"
**Survey Expectations**," Cambridge Working Papers in Economics 0536, Faculty of Economics, University of Cambridge. - M. Hashem Pesaran & Martin Weale, 2005.
"
**Survey Expectations**," CESifo Working Paper Series 1599, CESifo Group Munich.

- M. Hashem Pesaran & Martin Weale, 2005.
"
- 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.

- di Mauro, Filippo & Pesaran, M. Hashem (ed.), 2013.
"
**The GVAR Handbook: Structure and Applications of a Macro Model of the Global Economy for Policy Analysis**," OUP Catalogue, Oxford University Press, number 9780199670086, May. - Hsiao,Cheng & Pesaran,M. Hashem & Lahiri,Kajal & Lee,Lung Fei (ed.), 2010.
"
**Analysis of Panels and Limited Dependent Variable Models**," Cambridge Books, Cambridge University Press, number 9780521131001, November. - Garratt, Anthony & Lee, Kevin & Pesaran, M. Hashem & Shin, Yongcheol, 2006.
"
**Global and National Macroeconometric Modelling: A Long-Run Structural Approach**," OUP Catalogue, Oxford University Press, number 9780199296859, May.- Garratt, Anthony & Lee, Kevin & Pesaran, M. Hashem & Shin, Yongcheol, 2012.
"
**Global and National Macroeconometric Modelling: A Long-Run Structural Approach**," OUP Catalogue, Oxford University Press, number 9780199650460, May.

- Garratt, Anthony & Lee, Kevin & Pesaran, M. Hashem & Shin, Yongcheol, 2012.
"
- Hsiao,Cheng & Pesaran,M. Hashem & Lahiri,Kajal & Lee,Lung Fei (ed.), 1999.
"
**Analysis of Panels and Limited Dependent Variable Models**," Cambridge Books, Cambridge University Press, number 9780521631693, November.

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

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#### Most cited item

- 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.

#### Most downloaded item (past 12 months)

- 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.

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#### Co-authorship network on CollEc

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