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Stochastic growth models and their econometric implications

Binder, Michael; Pesaran, M. Hashem - In: Journal of economic growth 4 (1999) 2, pp. 139-183

Persistent link: https://www.econbiz.de/10001404798

Growth and convergence in a multi-country empirical stochastic Solow model

Lee, Kevin C.; Pesaran, M. Hashem; Smith, Ron - 1996 - rev. version

Persistent link: https://www.econbiz.de/10000944242

Growth empirics : a panel data approach ; a comment

Lee, Kevin C. - In: The quarterly journal of economics 113 (1998) 1, pp. 319-323

Persistent link: https://www.econbiz.de/10001236660

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