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Tests of policy interventions in DSGE models

Pesaran, M. Hashem; Smith, Ron - In: Oxford bulletin of economics and statistics 80 (2018) 3, pp. 457-484

Persistent link: https://www.econbiz.de/10011969520

Counterfactual analysis in macroeconometrics : an empirical investigation into the effects of quantitative easing

Pesaran, M. Hashem; Smith, Ron - In: Research in economics : an international review of economics 70 (2016) 2, pp. 262-280

Persistent link: https://www.econbiz.de/10011631138

Identifying and exploiting alpha in linear asset pricing models with strong, semi-strong, and latent factors

Pesaran, M. Hashem; Smith, Ron - In: Journal of financial econometrics 23 (2025) 3, pp. 1-65

Persistent link: https://www.econbiz.de/10015425427

Analysis of multiple long run relations in panel data models with applications to financial ratio

Chudik, Alexander; Pesaran, M. Hashem; Smith, Ron - 2025

This paper provides a new methodology for the analysis of multiple long run relations in panel data models where the cross section dimension, n, is large relative to the time series dimension, T. For panel data models with large n researchers have focussed on panels with a single long run...

Persistent link: https://www.econbiz.de/10015409539