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Expectations formations and macroeconometric modelling

Pesaran, M. Hashem - 1985

Persistent link: https://www.econbiz.de/10001558798

Statistical inference in non-nested econometric models

McAleer, Michael; Pesaran, M. Hashem - 1985

Persistent link: https://www.econbiz.de/10000692747

Bounds testing approaches to the analysis of long-run relationships

Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - 1999

Persistent link: https://www.econbiz.de/10001387285

New directions in applied dynamic macroeconomic modeling

Pesaran, M. Hashem - 1997

Persistent link: https://www.econbiz.de/10001340404

Econometric analysis of aggregation in the context of linear prediction models

Pesaran, M. Hashem - In: Econometrica : journal of the Econometric Society, an … 57 (1989) 4, pp. 861-888

Persistent link: https://www.econbiz.de/10001070944

Special issue In memory of John Denis Sargan, 1924 - 1996 : studies in empirical macroeconometrics

Hendry, David F. (contributor); Sargan, John Denis (honouree) - 2001

Persistent link: https://www.econbiz.de/10001591547

Bounds testing approaches to the analysis of level relationships

Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - In: Journal of applied econometrics 16 (2001) 3, pp. 289-326

Persistent link: https://www.econbiz.de/10001591901

A long run structural macroeconometric model of the UK

Garratt, Anthony; Lee, Kevin C.; Pesaran, M. Hashem; … - In: The economic journal : the journal of the Royal … 113 (2003), pp. 412-455

Persistent link: https://www.econbiz.de/10001761584

Macroeconomics dynamics and credit risk : a global perspective

Pesaran, M. Hashem (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001766064

Macroeconomic dynamics and credit risk : a global perspective

Pesaran, M. Hashem; Schuermann, Til; Treutler, Björn-Jakob - 2003

We develop a framework for modeling conditional loss distributions through the introduction of risk factor dynamics. Asset value changes of a credit portfolio are linked to a dynamic global macroeconometric model, allowing macro effects to be isolated from idiosyncratic shocks. Default...

Persistent link: https://www.econbiz.de/10001784147