# 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:

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

- Mohaddes, Kamiar & Pesaran, M. Hashem, 2016.
"
**Oil prices and the global economy: is it different this time around?**," Globalization and Monetary Policy Institute Working Paper 277, Federal Reserve Bank of Dallas.- Kamiar Mohaddes & M. Hashem Pesaran, 2016.
"
**Oil Prices and the Global Economy: Is it Different this Time Around?**," CESifo Working Paper Series 5992, CESifo Group Munich. - Kamiar Mohaddes & M. Hashem Pesaran, 2016.
"
**Oil Prices and the Global Economy: Is It Different This Time Around?**," Cambridge Working Papers in Economics 1640, Faculty of Economics, University of Cambridge. - Kamiar Mohaddes & M. Hashem Pesaran, 2016.
"
**Oil prices and the global economy: Is it different this time around?**," CAMA Working Papers 2016-56, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

- Kamiar Mohaddes & M. Hashem Pesaran, 2016.
"
- Chudik, Alexander & Pesaran, M. Hashem & Yang, Jui-Chung, 2016.
"
**Half-panel jackknife fixed effects estimation of panels with weakly exogenous regressor**," Globalization and Monetary Policy Institute Working Paper 281, Federal Reserve Bank of Dallas. - Chudik, Alexander & Kapetanios, George & Pesaran, M. Hashem, 2016.
"
**Big data analytics: a new perspective**," Globalization and Monetary Policy Institute Working Paper 268, Federal Reserve Bank of Dallas.- Alexander Chudik & George Kapetanios & M. Hashem Pesaran, 2016.
"
**Big Data Analytics: A New Perspective**," CESifo Working Paper Series 5824, CESifo Group Munich. - A. Chudik & G. Kapetanios & M. Hashem Pesaran, 2016.
"
**Big Data Analytics: A New Perspective**," Cambridge Working Papers in Economics 1611, Faculty of Economics, University of Cambridge.

- Alexander Chudik & George Kapetanios & M. Hashem Pesaran, 2016.
"
- Chudik, Alexander & Mohaddes, Kamiar & Pesaran, M. Hashem & Raissi, Mehdi, 2015.
"
**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.
"
**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.
"
- Mohaddes, Kamiar & Pesaran, M. Hashem, 2015.
"
**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.
"
**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.
"
**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.
"
- M. Hashem Pesaran & Qiankun Zhou, 2015.
"
**To Pool or not to Pool: Revisited**," CESifo Working Paper Series 5410, CESifo Group Munich. - Michele Aquaro & Natalia Bailey & M. Hashem Pesaran, 2015.
"
**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.
"
**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.
"
- Chudik, Alexander & Mohaddes, Kamiar & Pesaran, M. Hashem & Raissi, Mehdi, 2015.
"
**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.
"
**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.
"
**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.
"
**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.
"
- Kazuhiko Hayakawa & Vanessa Smith & M. Hashem Pesaran, 2014.
"
**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.
"
**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.
"
- M. Hashem Pesaran & Ron P. Smith, 2014.
"
**Tests of Policy Ineffectiveness in Macroeconometrics**," CESifo Working Paper Series 4871, CESifo Group Munich.- Hashem Pesaran & Ron Smith, 2014.
"
**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.
"
**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.
"
- Chudik, Alexander & Pesaran, M. Hashem, 2014.
"
**Theory and practice of GVAR modeling**," Globalization and Monetary Policy Institute Working Paper 180, Federal Reserve Bank of Dallas.- Alexander Chudik & M. Hashem Pesaran, 2016.
"
**Theory And Practice Of Gvar Modelling**," Journal of Economic Surveys, Wiley Blackwell, vol. 30(1), pages 165-197, 02.

- Alexander Chudik & M. Hashem Pesaran, 2014.
"
**Theory and Practice of GVAR Modeling**," Cambridge Working Papers in Economics 1408, Faculty of Economics, University of Cambridge. - Alexander Chudik & M. Hashem Pesaran, 2014.
"
**Theory and Practice of GVAR Modeling**," CESifo Working Paper Series 4807, CESifo Group Munich.

- Alexander Chudik & M. Hashem Pesaran, 2016.
"
- Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci, 2014.
"
**Uncertainty and Economic Activity: A Global Perspective**," CESifo Working Paper Series 4736, CESifo Group Munich.- Hashem Pesaran & Ambrogio Cesa-Bianchi & Alessandro Rebucci, 2014.
"
**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.
"
- M. Hashem Pesaran & Qiankun Zhou, 2014.
"
**Estimation of Time-invariant Effects in Static Panel Data Models**," CESifo Working Paper Series 4983, CESifo Group Munich. - Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci, 2014.
"
**Uncertainty and Economic Activity: A Global Perspective**," IDB Publications (Working Papers) 86257, Inter-American Development Bank. - Natalia Bailey & M. Hashem Pesaran & L. Vanessa Smith, 2014.
"
**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.
"
**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 & M. Hashem Pesaran & L. Vanessa Smith, 2015.
"
**A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices**," Working Papers 764, Queen Mary University of London, School of Economics and Finance.

- Natalia Bailey & Vanessa Smith & M. Hashem Pesaran, 2014.
"
- Chudik, Alexander & Grossman, Valerie & Pesaran, M. Hashem, 2014.
"
**A multi-country approach to forecasting output growth using PMIs**," Globalization and Monetary Policy Institute Working Paper 213, Federal Reserve Bank of Dallas.- Chudik, Alexander & Grossman, Valerie & Pesaran, M. Hashem, 2016.
"
**A multi-country approach to forecasting output growth using PMIs**," Journal of Econometrics, Elsevier, vol. 192(2), pages 349-365.

- Alexander Chudik & Valerie Grossman & M. Hashem Pesaran, 2014.
"
**A Multi-Country Approach to Forecasting Output Growth Using PMIs**," CESifo Working Paper Series 5100, CESifo Group Munich.

- Chudik, Alexander & Grossman, Valerie & Pesaran, M. Hashem, 2016.
"
- Mohaddes, K. & Pesaran, M.H., 2013.
"
**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.
"
**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.
"
- Chudik, Alexander & Mohaddes, Kamiar & Pesaran, M. Hashem & Raissi, Mehdi, 2013.
"
**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.
"
**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.
"
**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.
"
- M. Hashem Pesaran & TengTeng Xu, 2013.
"
**Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults**," Staff Working Papers 13-19, Bank of Canada. - Pesaran, Hashem & Chudik, Alexander, 2013.
"
**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.
"
**Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors**," Journal of Econometrics, Elsevier, vol. 188(2), pages 393-420.

- Chudik, Alexander & Pesaran, M. Hashem, 2013.
"
**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.
"
**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.
"
- M. Hashem Pesaran & Ron P. Smith, 2013.
"
**Signs of Impact Effects in Time Series Regression Models**," CESifo Working Paper Series 4433, CESifo Group Munich.- 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.

- Pesaran, M. Hashem & Smith, Ron P., 2014.
"
- Natalia Bailey & Sean Holly & N. Hashem Pesaran, 2013.
"
**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, 2016.
"
**A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(1), pages 249-280, 01.

- Natalia Bailey & Sean Holly & M. Hashem Pesaran, 2014.
"
**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, 2016.
"
- Alexander Chudik & M. Hashem Pesaran, 2013.
"
**Large Panel Data Models with Cross-Sectional Dependence: A Survey**," CESifo Working Paper Series 4371, CESifo Group Munich.- Chudik, Alexander & Pesaran, M. Hashem, 2013.
"
**Large panel data models with cross-sectional dependence: a survey**," Globalization and Monetary Policy Institute Working Paper 153, Federal Reserve Bank of Dallas.

- Chudik, Alexander & Pesaran, M. Hashem, 2013.
"
- Pesaran, M. H. & Yamagata, T., 2012.
"
**Testing CAPM with a Large Number of Assets (Updated 28th March 2012)**," Cambridge Working Papers in Economics 1210, Faculty of Economics, University of Cambridge. - Al-Sadoon, Majid M. & Li, Tong & Pesaran, M. Hashem, 2012.
"
**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.
"
**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.
"
- 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.- 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.

- 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, 2014.
"
- Bailey, Natalia & Kapetanios, George & Pesaran, M. Hashem, 2012.
"
**Exponent of Cross-sectional Dependence: Estimation and Inference**," IZA Discussion Papers 6318, Institute for the Study of Labor (IZA).- Natalia Bailey & George Kapetanios & M. Hashem Pesaran, 2012.
"
**Exponent of Cross-sectional Dependence: Estimation and Inference**," CESifo Working Paper Series 3722, CESifo Group Munich. - Bailey, N. & Kapetanios, G. & Pesaran, M. H., 2012.
"
**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.
"
- Hayakawa, Kazuhiko & Pesaran, M. Hashem, 2012.
"
**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.
"
**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.
"
**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.
"
- Hayakawa, K. & Pesaran, M.H., 2012.
"
**Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models**," Cambridge Working Papers in Economics 1224, Faculty of Economics, University of Cambridge. - M Hashem Pesaran & Takashi Yamagata, 2012.
"
**Testing CAPM with a Large Number of Assets**," Discussion Papers 12/05, Department of Economics, University of York.- Pesaran, M. Hashem & Yamagata, Takashi, 2012.
"
**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.
"
- Pesaran, M. Hashem & Smith, Ron P., 2012.
"
**Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing**," IZA Discussion Papers 6618, Institute for the Study of Labor (IZA).- Hashem Pesaran, M. & Smith, Ron P., 2016.
"
**Counterfactual analysis in macroeconometrics: An empirical investigation into the effects of quantitative easing**," Research in Economics, Elsevier, vol. 70(2), pages 262-280.

- M. Hashem Pesaran & Ron P. Smith, 2012.
"
**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.
"
**Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing**," Birkbeck Working Papers in Economics and Finance 1406, Birkbeck, Department of Economics, Mathematics & Statistics. - M. Hashem Pesaran & Ron P. Smith, 2012.
"

- Hashem Pesaran, M. & Smith, Ron P., 2016.
"
- Pesaran, M. H., 2012.
"
**Testing Weak Cross-Sectional Dependence in Large Panels**," Cambridge Working Papers in Economics 1208, Faculty of Economics, University of Cambridge.- 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.

- M. Hashem Pesaran, 2012.
"
**Testing Weak Cross-Sectional Dependence in Large Panels**," CESifo Working Paper Series 3800, CESifo Group Munich. - 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, 2015.
"
- 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.- 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, 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). - 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. - Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci & TengTeng Xu, 2011.
"
**China's Emergence in the World Economy and Business Cycles in Latin America**," IDB Publications (Working Papers) 44738, Inter-American Development Bank. - Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci & TengTeng Xu, 2011.
"
**China’s Emergence in the World Economy and Business Cycles in Latin America**," Research Department Publications 4732, Inter-American Development Bank, Research Department.

- Alessandro Rebucci & Ambrogio Cesa-Bianchi & M. Hashem Pesaran & TengTeng Xu, 2012.
"
- 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).- 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, 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. - 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. - Gary Koop & M. Hashem Pesaran & Ron P. Smith, 2011.
"
**On Identification of Bayesian DSGE Models**," CESifo Working Paper Series 3423, CESifo Group Munich. - 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, 2013.
"
- 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.- 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.

- Pesaran, M. Hashem & Pick, Andreas & Pranovich, Mikhail, 2013.
"
- Pesaran, M.H. & Pick, A. & Pranovich, M., 2011.
"
**Optimal Forecasts in the Presence of Structural Breaks (Updated 14 November 2011)**," Cambridge Working Papers in Economics 1163, Faculty of Economics, University of Cambridge. - Hashem M. Pesaran & Alexander Chudik, 2011.
"
**Aggregation in Large Dynamic Panels**," CESifo Working Paper Series 3346, CESifo Group Munich.- Pesaran, M. Hashem & Chudik, Alexander, 2014.
"
**Aggregation in large dynamic panels**," Journal of Econometrics, Elsevier, vol. 178(P2), pages 273-285.

- 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). - Pesaran, M. Hashem & Chudik, Alexander, 2011.
"
**Aggregation in large dynamic panels**," Globalization and Monetary Policy Institute Working Paper 101, Federal Reserve Bank of Dallas.

- Pesaran, M. Hashem & Chudik, Alexander, 2014.
"
- Hashem M. Pesaran & Ron P. Smith, 2011.
"
**Beyond the DSGE Straitjacket**," CESifo Working Paper Series 3447, CESifo Group Munich.- Pesaran, M. Hashem & Smith, Ron P., 2011.
"
**Beyond the DSGE Straitjacket**," IZA Discussion Papers 5661, Institute for the Study of Labor (IZA). - Pesaran, M. H. & Smith, R. P., 2011.
"
**Beyond the DSGE straightjacket**," Cambridge Working Papers in Economics 1138, Faculty of Economics, University of Cambridge.

- Pesaran, M. Hashem & Smith, Ron P., 2011.
"
- Pesaran, M. H. & Xu, T., 2011.
"
**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.- Pesaran, M. Hashem & Xu, TengTeng, 2011.
"
**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.
"
**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.
"
- Sean Holly & M. Hashem Pesaran & Takashi Yamagata, 2010.
"
**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.
"
**Spatial and Temporal Diffusion of House Prices in the UK**," IZA Discussion Papers 4694, Institute for the Study of Labor (IZA). - S Holly & M Hashem Pesaran & T Yamagata, .
"
**Spatial and Temporal Diffusion of House Prices in the UK**," Discussion Papers 09/32, Department of Economics, University of York. - Holly, S. & Pesaran, M.H. & Yamagata, T., 2009.
"
**Spatial and Temporal Diffusion of House Prices in the UK**," Cambridge Working Papers in Economics 0952, Faculty of Economics, University of Cambridge.

- Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2010.
"
- Pesaran, M.H., 2010.
"
**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. - Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2010.
"
**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.
"
**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.
"
- Pesaran, M.H., 2010.
"
**Predictability of Asset Returns and the Efficient Market Hypothesis**," Cambridge Working Papers in Economics 1033, Faculty of Economics, University of Cambridge.- M. Hashem Pesaran, 2010.
"
**Predictability of Asset Returns and the Efficient Market Hypothesis**," CESifo Working Paper Series 3116, CESifo Group Munich. - Pesaran, M. Hashem, 2010.
"
**Predictability of Asset Returns and the Efficient Market Hypothesis**," IZA Discussion Papers 5037, Institute for the Study of Labor (IZA).

- M. Hashem Pesaran, 2010.
"
- 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.- 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.

- Pesaran, Bahram & Pesaran, M. Hashem, 2010.
"
- 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.- 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.

- Pesaran, M. Hashem & Pick, Andreas & Timmermann, Allan, 2011.
"
- Pesaran, Hashem & Chudik, Alexander, 2010.
"
**Econometric analysis of high dimensional VARs featuring a dominant unit**," Working Paper Series 1194, European Central Bank.- 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, 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.

- Alexander Chudik & M. Hashem Pesaran, 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.- 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.
"
**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.
"
- 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.- 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.

- 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, 2010.
"
**Oil Exports and the Iranian Economy**," Working Papers 534, Economic Research Forum, revised Jul 2010. - Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2009.
"
**Oil Exports and the Iranian Economy**," CESifo Working Paper Series 2843, CESifo Group Munich.

- Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem, 2013.
"
- 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, pages C45-C90, 02. - 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.

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

- 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, 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.

- Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2009.
"
- 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. - Hadi Salehi Esfahani & M. Hashem Pesaran, 2008.
"
**Iranian Economy in Twentieth Century: A Global Perspective**," Working Papers 452, Economic Research Forum, revised Dec 2008. - 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.
"
- 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.
"
- 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.
"
- 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.
"
- 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.

- 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.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.

- Pesaran, M. Hashem & Schuermann, Til & Smith, L. Vanessa, 2009.
"
- 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. - Pagan, Adrian & Pesaran, M. Hashem, 2007.
"
**On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables**," IZA Discussion Papers 2634, Institute for the Study of Labor (IZA). - Adrian Pagan & M. Hashem Pesaran, 2007.
"

- Pagan, A. & Pesaran, M.H., 2007.
"
- 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.
"
- 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). - Dées, Stéphane & Holly, Sean & Pesaran, Hashem & Smith, Vanessa, 2007.
"
**Long run macroeconomic relations in the global economy**," Working Paper Series 0750, European Central Bank. - 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. - 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.
"
- 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).- 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.
"
**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.
"
- 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 Models**," CESifo Working Paper Series 1984, CESifo Group Munich. - 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.
"
- 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. - M. Hashem Pesaran & Elisa Tosetti, 2011.
"
**Large panels with common factors and spatial correlation**," Post-Print hal-00796743, HAL. - 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.

- Pesaran, M. Hashem & Tosetti, Elisa, 2011.
"
- 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, 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.
"
**Infinite Dimensional VARs and Factor Models**," Cambridge Working Papers in Economics 0757, Faculty of Economics, University of Cambridge.

- Chudik, Alexander & Pesaran, M. Hashem, 2011.
"
- 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.

- 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. - 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 & Vanessa Smith, L. & Yamagata, Takashi, 2013.
"
- 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. - 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. - 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.

- 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, 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.

- Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2007.
"
- John Geweke & Joel Horowitz & M. Hashem Pesaran, 2006.
"
**Econometrics: A Bird’s Eye View**," CESifo Working Paper Series 1870, CESifo Group Munich.- 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.
"
**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.
"
- 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.
"
- 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.
"
- 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.

- G. Kapetanios & M. Hashem Pesaran & T. Yamagata, 2010.
"
**Panels with nonstationary multifactor error structures**," Post-Print hal-00768190, HAL. - 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). - 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.

- Kapetanios, G. & Pesaran, M. Hashem & Yamagata, T., 2011.
"
- 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**," 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, 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.
"
- 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.
"
- 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.
"
- 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. - 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**," Working Papers 536, Queen Mary University of London, School of Economics and Finance. - 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.
"
- 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.
"
- 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.
"
- 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**," IEPR Working Papers 05.30, Institute of Economic Policy Research (IEPR). - M. Hashem Pesaran & Martin Weale, 2005.
"
**Survey Expectations**," CESifo Working Paper Series 1599, CESifo Group Munich.

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

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

- 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 & 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.
"
- 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.
"
- 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. - 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. - 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.

- Filippo di Mauro & L. Vanessa Smith & Stephane Dees & M. Hashem Pesaran, 2007.
"
- Hsiao, C. & Pesaran, M.H., 2004.
"
**‘Random Coefficient Panel Data Models’**," Cambridge Working Papers in Economics 0434, Faculty of Economics, University of Cambridge.- 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**," IEPR Working Papers 04.2, Institute of Economic Policy Research (IEPR). - Cheng Hsiao & M. Hashem Pesaran, 2004.
"
**Random Coefficient Panel Data Models**," CESifo Working Paper Series 1233, CESifo Group Munich.

- Hsiao, Cheng & Pesaran, M. Hashem, 2004.
"
- 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.

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

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

- Hashem Pesaran, M., 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. - 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). - 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.
"
- 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. - 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. - 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.
"
- 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.
"
- 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.
"
- 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. - 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. - 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, 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. - 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.

- 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.- 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.
"
**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.
"
- 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. - Michael Binder, M.Hashem Pesaran, 2000.
"
**Asset Price Dynamics And Aggregation**," Computing in Economics and Finance 2000 296, Society for Computational Economics. - 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.
"
- 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.
"
- 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. - 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. & 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. - 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.
"
- Binder, M. & Pesaran, M. H., 1998.
"
**Optimal Consumption Decisions under Social Interactions**," Cambridge Working Papers in Economics 9805, Faculty of Economics, University of Cambridge. - 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.
"
- 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. - 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. - 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.
"
- 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. - Pesaran, M. H. & Smith, Ron P., 1998.
"
**Structural Analysis of Cointegrating VARs**," Cambridge Working Papers in Economics 9811, Faculty of Economics, University of Cambridge. - 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.
"
- 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. & 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.
"
- Binder, M. & Pesaran, M.H., 1996.
"
**Stochastic Growth**," Cambridge Working Papers in Economics 9615, Faculty of Economics, University of Cambridge. - 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.
"
- 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.
"
- 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. - 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.
"
- 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. - 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. - 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.
"
- 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.
"
- Pasaran, M.H. & Smith, R., 1995.
"
**New Directions in Applied Macroeconomic Modelling**," Cambridge Working Papers in Economics 9525, Faculty of Economics, University of Cambridge. - 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.
"
- 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,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. & 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. & 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., 1995.
"
**Iranian Economy During the Pahlavi Era**," Cambridge Working Papers in Economics 9418, 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. - 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.
"
- 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. & 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.
"
- 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.
"
- 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.
"
- 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. & 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. - 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. - 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. & Smith, R., 1992.
"
**Theory and Evidence in Economics**," Cambridge Working Papers in Economics 9224, Faculty of Economics, University of Cambridge. - 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., 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. & 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. - 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.H. & Timmermann, A., 1992.
"
**Forecasting Stock Returns**," Cambridge Working Papers in Economics 9216, 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. & 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, 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.
"
- 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, 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. & 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.
"
- 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., 1991.
"
**The Iranian Foreign Exchange Policy And The Black Market For Dollars**," Papers 33, California Los Angeles - Applied Econometrics. - 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. & Samiei, H., 1990.
"
**Estimating Limited-Dependent Rational Expectations Models**," Papers 18, California Los Angeles - Applied Econometrics. - 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.- 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. - 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**," Discussion Paper 1990-4, Tilburg University, Center for Economic Research.

- Mcaleer, M. & Pesaran, M.H. & Bera, A.K., 1990.
"
- 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., 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.
"
- 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. - 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.
"
- 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. - 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. 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.
"
- 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, 1987.
"
**A Rejoinder: On the Policy Ineffectiveness Proposition and a Keynesian Alternative**," UCLA Economics Working Papers 470, UCLA Department of Economics. - 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.

- Alexander Chudik & M. Hashem Pesaran, 2016.
"
**Theory And Practice Of Gvar Modelling**," Journal of Economic Surveys, Wiley Blackwell, vol. 30(1), pages 165-197, 02.- Alexander Chudik & M. Hashem Pesaran, 2014.
"
**Theory and Practice of GVAR Modeling**," Cambridge Working Papers in Economics 1408, Faculty of Economics, University of Cambridge. - Alexander Chudik & M. Hashem Pesaran, 2014.
"
**Theory and Practice of GVAR Modeling**," CESifo Working Paper Series 4807, CESifo Group Munich. - Chudik, Alexander & Pesaran, M. Hashem, 2014.
"
**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.
"
- Chudik, Alexander & Grossman, Valerie & Pesaran, M. Hashem, 2016.
"
**A multi-country approach to forecasting output growth using PMIs**," Journal of Econometrics, Elsevier, vol. 192(2), pages 349-365.- Alexander Chudik & Valerie Grossman & M. Hashem Pesaran, 2014.
"
**A Multi-Country Approach to Forecasting Output Growth Using PMIs**," CESifo Working Paper Series 5100, CESifo Group Munich. - Chudik, Alexander & Grossman, Valerie & Pesaran, M. Hashem, 2014.
"
**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.
"
- Hashem Pesaran, M. & Smith, Ron P., 2016.
"
**Counterfactual analysis in macroeconometrics: An empirical investigation into the effects of quantitative easing**," Research in Economics, Elsevier, vol. 70(2), pages 262-280.- M. Hashem Pesaran & Ron P Smith, 2014.
"
- Pesaran, M. Hashem & Smith, Ron P., 2012.
"
- M. Hashem Pesaran & Ron P. Smith, 2012.
"
- M. Hashem Pesaran & Ron P. Smith, 2012.
"

- M. Hashem Pesaran & Ron P Smith, 2014.
"
- Jushan Bai & Badi Baltagi & Hashem Pesaran, 2016.
"
**Cross‐Sectional Dependence in Panel Data Models: A Special Issue**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(1), pages 1-3, 01. - Natalia Bailey & Sean Holly & M. Hashem Pesaran, 2016.
"
**A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(1), pages 249-280, 01.- Natalia Bailey & Sean Holly & N. Hashem Pesaran, 2013.
"
**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.
"
**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 & N. Hashem Pesaran, 2013.
"
- 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). - Pesaran, M. H., 2012.
"
**Testing Weak Cross-Sectional Dependence in Large Panels**," Cambridge Working Papers in Economics 1208, Faculty of Economics, University of Cambridge. - M. Hashem Pesaran, 2012.
"
**Testing Weak Cross-Sectional Dependence in Large Panels**," CESifo Working Paper Series 3800, CESifo Group Munich.

- Pesaran, M. Hashem, 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. Hashem & Chudik, Alexander, 2011.
"
**Aggregation in large dynamic panels**," Globalization and Monetary Policy Institute Working Paper 101, Federal Reserve Bank of Dallas. - 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).

- Hashem M. Pesaran & Alexander Chudik, 2011.
"
- 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, 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). - 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.

- Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 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. - 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.- 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. - 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.
"
**Panel Unit Root Tests in the Presence of a Multifactor Error Structure**," CESifo Working Paper Series 2193, CESifo Group Munich. - 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.
"
- M. Hashem Pesaran, 2013.
"
**Distinguished Authors**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(5), pages 901-902, 08. - 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, 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, 2009.
"
**Oil Exports and the Iranian Economy**," CESifo Working Paper Series 2843, CESifo Group Munich. - 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, 2010.
"
- 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.- 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. - Pesaran, Hashem & Chudik, Alexander, 2010.
"
**Econometric analysis of high dimensional VARs featuring a dominant unit**," Working Paper Series 1194, European Central Bank. - 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, M.H. & Chudik, A., 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.- 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.
"
**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.
"
- 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.
"
- 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. - 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.- 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.
"
**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, 2011.
"
**China’s Emergence in the World Economy and Business Cycles in Latin America**," Research Department Publications 4732, Inter-American Development Bank, Research Department. - Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci & TengTeng Xu, 2011.
"
**China's Emergence in the World Economy and Business Cycles in Latin America**," IDB Publications (Working Papers) 44738, Inter-American Development Bank.

- Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci & TengTeng Xu, 2012.
"
- 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. - 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. - George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006.
"
**Panels with Nonstationary Multifactor Error Structures**," CESifo Working Paper Series 1788, CESifo Group Munich. - 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.
"
- 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, 2007.
"
**Infinite Dimensional VARs and Factor Models**," IZA Discussion Papers 3206, Institute for the Study of Labor (IZA).

- Chudik , A. & Pesaran, M.H., 2007.
"
- 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. - 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.
"
- 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.
"
- 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, 2011.
"
**Large panels with common factors and spatial correlation**," Post-Print hal-00796743, HAL. - 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, 2007.
"
**Large Panels with Common Factors and Spatial Correlations**," CESifo Working Paper Series 2103, CESifo Group Munich.

- Pesaran, M. Hashem & Tosetti, Elisa, 2007.
"
- 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. - 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.

- 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 & 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.

- 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.

- 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, 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.

- Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti, 2011.
"
- 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.
"
- 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, 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.
"
- 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.
"
- 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, 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.
"
**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.
"
- 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.- 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.
"
**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.
"
- 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. - 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 & 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.
"
**Announcement**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(5), pages 865-865. - 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, 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. - 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, 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. - 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.
"
- 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.
"
- 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.
"
- 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. - 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. - 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.
"
- 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. - 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, 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. - 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.
"
- 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.
"
- 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. - 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, 2004.
"
**Exploring the International Linkages of the Euro Area: A Global VAR Analysis**," IEPR Working Papers 04.6, Institute of Economic Policy Research (IEPR). - 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, 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.
"
- 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. - 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. - 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.
"
**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.
"
- 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, 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, 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**," Computing in Economics and Finance 2006 529, Society for Computational Economics. - 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**," CESifo Working Paper Series 1650, CESifo Group Munich.

- Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A., 2006.
"
- 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.- 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.
"
**Econometric Issues in the Analysis of Contagion**," CESifo Working Paper Series 1176, CESifo Group Munich.

- Pesaran, M.H. & Pick, A., 2004.
"
- 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.
"
- 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.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, 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 Hashem & Pettenuzzo, Davide & Timmermann, Allan G, 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.- 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. - 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. - 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.

- Til Schuermann & Björn-Jakob Treutler & Scott M. Weiner & M. Hashem Pesaran, 2003.
"
- 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). - 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 P. Smith, 2006.
"
- 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.- 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 G, 2004.
"
**Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks**," CEPR Discussion Papers 4401, C.E.P.R. Discussion Papers. - 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.

- Allan Timmermann & M. Hashem Pesaran, 2003.
"
- 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.H. & Timmermann, A., 2004.
"
**‘Real Time Econometrics’**," Cambridge Working Papers in Economics 0432, Faculty of Economics, University of Cambridge. - M. Hashem Pesaran & Allan Timmermann, 2004.
"
**Real Time Econometrics**," CESifo Working Paper Series 1169, CESifo Group Munich. - Pesaran, M Hashem & Timmermann, Allan G, 2004.
"
**Real Time Econometrics**," CEPR Discussion Papers 4402, C.E.P.R. Discussion Papers.

- Pesaran, M. Hashem & Timmermann, Allan, 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.- 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 & 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, M. & Hsaio, C. & Pesaran, M.H., 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.H. & Schuermann T. & Weiner S.M., 2004.
"
**Rejoinder**," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 175-181, April. - 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.
"
- 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. - 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.

- M. Hashem Pesaran & Til Schuermann & Scott M. Weiner, 2001.
"
- 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. - 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, 2003.
"
**Journal of applied econometrics scholars programme**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(5), pages 619-619. - 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, 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. - Hashem Pesaran, 2003.
"
**Introducing a replication section**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(1), pages 111-111. - 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.- 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.
"
**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.
"
- 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. - 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.
"
- 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.
"
- 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, 2001.
"
**Journal of Applied Econometrics Conference Sponsorship Grants**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(4), pages 561-561. - 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.
"
- 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. - 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. - 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 & 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.- 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.
"
**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.
"
- 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, 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 & 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, 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, 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. - 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.
"
- 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.
"
- 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.
"
**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.
"
- 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. - 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. - 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 & 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.
"
- 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.
"
**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.
"
**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.
"
**The role of theory in econometrics**," Journal of Econometrics, Elsevier, vol. 67(1), pages 61-79, May. - 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 & 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.
"
- 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 & 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. - 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. - 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.
"
- 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.
"
- 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.
"
- 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.
"
- 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. - 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.
"
- 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 & 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.
"
**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.
"
- 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**," Cambridge Working Papers in Economics 9021, Faculty of Economics, University of Cambridge. - 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.
"
- 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, 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.
"
- 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 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.
"
- 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., 1985.
"
**Evaluation of macroeconometric models**," Economic Modelling, Elsevier, vol. 2(2), pages 125-134, April. - 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 & 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.
"
**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., 1981.
"
**Identification of rational expectations models**," Journal of Econometrics, Elsevier, vol. 16(3), pages 375-398, August. - 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.
"
**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. - 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.

- 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). - M. Hashem Pesaran & Martin Weale, 2005.
"
**Survey Expectations**," CESifo Working Paper Series 1599, CESifo Group Munich. - 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.
"
- 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.

- Pesaran, M. Hashem, 2015.
"
**Time Series and Panel Data Econometrics**," OUP Catalogue, Oxford University Press, number 9780198759980, December. - 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, December. - 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, December.- 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, December.

- 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..

- NEP-ECM:
**Econometrics**(97) 2000-01-24 2000-01-24 2000-01-24 2000-01-24 2000-01-31 2000-08-15 2001-05-02 2002-07-10 2003-02-10 2003-02-10 2003-06-19 2003-11-23 2004-02-01 2004-04-18 2004-04-18 2004-04-25 2004-04-25 2004-06-09 2004-06-27 2004-06-27 2004-06-27 2004-07-17 2004-08-09 2004-09-12 2004-09-30 2004-09-30 2005-01-02 2005-03-13 2005-03-13 2005-04-30 2005-09-02 2005-09-11 2005-10-29 2005-12-09 2005-12-09 2005-12-09 2006-03-18 2006-04-08 2006-04-29 2006-06-03 2006-06-03 2006-07-21 2006-08-05 2006-08-05 2006-09-23 2006-10-07 2006-12-09 2007-01-28 2007-03-10 2007-03-24 2007-05-12 2007-05-19 2007-06-02 2007-07-27 2007-08-08 2007-09-24 2007-09-30 2007-12-15 2008-01-12 2008-03-15 2008-04-12 2008-05-05 2008-06-13 2008-06-13 2008-06-21 2008-06-21 2009-02-07 2009-02-14 2009-03-28 2009-07-28 2009-10-31 2010-05-29 2010-06-04 2010-07-10 2011-02-26 2011-04-23 2011-04-30 2011-06-04 2011-11-07 2012-02-20 2012-02-20 2012-03-08 2012-05-15 2012-06-25 2012-12-22 2013-05-24 2013-09-13 2013-11-29 2014-06-14 2014-07-21 2014-07-21 2014-07-21 2014-07-21 2015-01-14 2015-02-28 2015-06-27 2016-03-10. Author is listed - NEP-ETS:
**Econometric Time Series**(78) 2000-01-24 2000-01-31 2000-08-15 2000-08-15 2001-05-02 2002-04-25 2002-07-04 2002-07-08 2003-01-27 2003-10-20 2003-11-23 2004-04-18 2004-04-25 2004-04-25 2004-05-02 2004-05-02 2004-06-02 2004-06-02 2004-06-27 2004-07-04 2004-08-02 2004-08-09 2004-09-12 2004-09-30 2004-09-30 2004-11-07 2004-12-12 2005-02-13 2005-03-13 2005-03-13 2005-04-30 2005-04-30 2005-09-02 2005-12-09 2006-06-03 2006-07-15 2006-07-21 2006-07-28 2006-08-05 2006-08-05 2006-08-12 2006-08-19 2006-09-23 2006-10-07 2006-12-09 2007-03-10 2007-05-19 2007-07-27 2007-08-08 2007-09-30 2007-10-06 2007-12-15 2008-01-05 2008-01-12 2008-03-15 2008-03-25 2008-04-12 2008-06-13 2008-06-13 2008-06-13 2008-06-21 2009-02-07 2009-03-28 2009-07-28 2010-05-29 2010-06-04 2010-07-10 2011-02-26 2011-06-04 2011-11-07 2012-01-03 2012-01-25 2012-03-08 2012-04-03 2012-05-15 2012-06-25 2013-05-24 2014-06-14. Author is listed - NEP-MAC:
**Macroeconomics**(58) 2001-12-04 2003-04-27 2004-04-25 2005-03-13 2005-04-03 2005-04-30 2005-05-07 2005-06-05 2005-06-05 2005-06-14 2005-06-14 2005-07-18 2005-08-13 2005-10-04 2006-01-24 2006-02-19 2006-03-18 2006-04-08 2006-07-15 2006-10-07 2006-10-28 2007-01-28 2007-03-10 2007-03-10 2007-03-24 2007-05-19 2007-05-19 2007-05-26 2007-06-02 2007-07-07 2008-02-09 2008-03-15 2008-04-12 2008-05-31 2008-06-13 2009-02-28 2010-09-25 2011-02-26 2011-04-30 2011-10-15 2011-11-01 2012-06-05 2012-06-25 2013-02-08 2013-06-16 2013-11-29 2014-01-10 2014-07-21 2014-07-21 2014-07-21 2014-08-16 2014-10-03 2015-01-14 2015-06-05 2015-06-20 2015-08-19 2015-08-19 2016-07-23. Author is listed - NEP-CBA:
**Central Banking**(33) 2006-04-29 2006-06-03 2006-07-15 2006-07-15 2006-12-09 2007-01-02 2007-01-28 2007-03-10 2007-03-10 2007-03-10 2007-05-19 2007-05-26 2007-06-02 2007-07-07 2008-02-09 2008-03-15 2008-04-12 2008-05-31 2008-06-13 2008-06-13 2009-02-07 2010-09-25 2011-04-23 2011-04-30 2011-06-04 2011-06-04 2011-06-11 2011-10-15 2011-11-01 2011-11-07 2012-01-03 2012-04-23 2014-07-21. Author is listed - NEP-FMK:
**Financial Markets**(20) 2005-04-03 2005-04-03 2005-04-03 2005-06-14 2005-07-18 2005-08-13 2005-10-04 2005-10-04 2005-12-09 2006-01-24 2006-04-08 2006-04-29 2006-06-03 2006-07-15 2006-07-15 2006-10-07 2008-06-13 2010-07-24 2010-08-28 2012-04-23. Author is listed - NEP-FIN:
**Finance**(19) 2003-04-27 2003-06-16 2004-05-02 2004-08-02 2004-09-30 2005-01-02 2005-04-03 2005-04-03 2005-06-05 2005-06-14 2005-07-18 2005-10-04 2005-10-04 2005-12-09 2006-01-24 2006-03-18 2006-04-08 2006-07-15 2006-09-23. Author is listed - NEP-FOR:
**Forecasting**(17) 2005-09-02 2005-09-11 2005-12-09 2007-01-02 2007-09-30 2007-10-06 2008-04-12 2008-05-05 2008-06-13 2008-06-21 2009-02-14 2009-02-28 2009-03-28 2010-07-10 2011-11-07 2012-01-03 2015-01-14. Author is listed - NEP-BEC:
**Business Economics**(16) 2005-04-03 2005-04-03 2005-04-30 2005-06-05 2005-09-02 2005-09-11 2005-10-04 2005-12-09 2006-01-24 2006-02-19 2006-06-03 2006-07-15 2007-07-27 2010-06-04 2011-10-15 2011-11-01. Author is listed - NEP-GEO:
**Economic Geography**(11) 2005-06-05 2005-06-14 2006-10-07 2006-10-28 2006-11-18 2007-09-24 2010-01-23 2010-02-13 2013-09-13 2013-12-29 2015-06-27. Author is listed - NEP-EEC:
**European Economics**(10) 2003-08-24 2004-06-02 2005-04-03 2005-04-30 2005-06-05 2005-08-13 2006-01-24 2006-07-15 2008-06-13 2010-02-13. Author is listed - NEP-ENE:
**Energy Economics**(10) 2008-06-21 2009-10-24 2009-11-14 2010-08-28 2012-04-03 2012-04-23 2013-02-08 2015-06-05 2015-06-20 2016-07-23. Author is listed - NEP-RMG:
**Risk Management**(10) 2003-01-27 2003-04-27 2005-04-03 2005-06-05 2005-06-14 2005-10-04 2005-10-04 2005-12-09 2008-06-13 2010-06-04. Author is listed - NEP-IFN:
**International Finance**(9) 2004-02-01 2004-06-02 2004-06-02 2006-04-29 2006-06-03 2007-03-10 2007-05-19 2007-06-02 2012-10-13. Author is listed - NEP-URE:
**Urban & Real Estate Economics**(9) 2005-06-05 2005-06-14 2006-10-07 2006-10-28 2006-11-18 2010-01-23 2010-02-13 2013-12-29 2015-06-27. Author is listed - NEP-DGE:
**Dynamic General Equilibrium**(8) 2011-04-23 2011-04-30 2011-06-04 2011-06-11 2011-10-15 2011-11-01 2012-06-05 2013-06-16. Author is listed - NEP-HPE:
**History & Philosophy of Economics**(8) 2004-04-18 2004-05-02 2006-12-09 2007-01-02 2007-03-10 2011-04-30 2011-06-04 2014-07-21. Author is listed - NEP-ARA:
**MENA - Middle East & North Africa**(6) 2009-10-24 2009-11-14 2010-08-28 2013-02-08 2015-06-05 2015-06-20. Author is listed - NEP-FDG:
**Financial Development & Growth**(6) 2009-10-24 2009-11-14 2010-08-28 2013-11-29 2014-01-10 2015-08-19. Author is listed - NEP-OPM:
**Open Economy Macroeconomics**(6) 2008-02-09 2008-05-31 2008-06-13 2010-09-25 2014-07-21 2015-06-05. Author is listed - NEP-MON:
**Monetary Economics**(5) 2005-06-05 2005-08-13 2007-07-07 2010-09-25 2014-07-21. Author is listed - NEP-ORE:
**Operations Research**(5) 2012-05-15 2012-06-25 2015-06-27 2016-03-10 2016-06-04. Author is listed - NEP-CFN: Corporate Finance (4) 2003-04-27 2003-08-24 2005-10-04 2010-07-24
- NEP-HIS: Business, Economic & Financial History (4) 2000-08-15 2007-01-02 2007-03-10 2008-06-21
- NEP-BAN: Banking (3) 2011-10-15 2011-11-01 2013-06-16
- NEP-CWA: Central & Western Asia (3) 2008-06-21 2012-04-03 2012-04-23
- NEP-DEV: Development (3) 2004-09-30 2004-10-21 2011-08-15
- NEP-GRO: Economic Growth (3) 2014-01-10 2015-08-19 2015-08-19
- NEP-LAM: Central & South America (3) 2011-08-02 2011-12-19 2012-10-13
- NEP-SEA: South East Asia (3) 2011-12-19 2012-04-03 2012-04-23
- NEP-SOG: Sociology of Economics (3) 2006-12-09 2007-01-02 2007-03-10
- NEP-ACC: Accounting & Auditing (2) 2004-06-02 2005-04-03
- NEP-INT: International Trade (2) 2006-02-19 2010-08-28
- NEP-PBE: Public Economics (2) 2003-08-24 2015-08-19
- NEP-CMP: Computational Economics (1) 2004-09-30
- NEP-CNA: China (1) 2011-08-15
- NEP-DCM: Discrete Choice Models (1) 2012-12-22
- NEP-EUR: Microeconomic European Issues (1) 2010-02-13
- NEP-EXP: Experimental Economics (1) 2005-09-02
- NEP-IND: Industrial Organization (1) 2000-08-15
- NEP-MIC: Microeconomics (1) 2004-04-25
- NEP-REG: Regulation (1) 2002-04-15

- Average Rank Score
- Number of Works
- Number of Distinct Works
- Number of Distinct Works, Weighted by Simple Impact Factor
- Number of Distinct Works, Weighted by Recursive Impact Factor
- Number of Distinct Works, Weighted by Number of Authors
- Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
- Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations
- Number of Citations, Discounted by Citation Age
- Number of Citations, Weighted by Simple Impact Factor
- Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors
- Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
- h-index
- Number of Registered Citing Authors
- Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
- Number of Journal Pages
- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Recursive Impact Factor
- Number of Journal Pages, Weighted by Number of Authors
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
- Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
- Number of Abstract Views in RePEc Services over the past 12 months
- Number of Downloads through RePEc Services over the past 12 months
- Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
- Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
- Closeness measure in co-authorship network
- Betweenness measure in co-authorship network
- Breadth of citations across fields
- Wu-Index
- Record of graduates

#### 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.

#### Access and download statistics for all items

#### Co-authorship network on CollEc

To update listings or check citations waiting for approval, M Pesaran should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.