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Beyond the DSGE straightjacket
Pesaran, M. Hashem; Smith, Ron - 2011
Persistent link: https://www.econbiz.de/10009159768
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Forecast combination across estimation windows
Pesaran, M. Hashem; Pick, Andreas - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 2, pp. 307-318
Persistent link: https://www.econbiz.de/10009159984
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On identification of Bayesian DSGE models
Koop, Gary; Pesaran, M. Hashem; Smith, Ron - 2011
Persistent link: https://www.econbiz.de/10009231280
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Variable selection, estimation and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - In: Journal of econometrics 164 (2011) 1, pp. 173-187
Persistent link: https://www.econbiz.de/10009270389
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Infinite-dimensional VARs and factor models
Chudik, Alexander; Pesaran, M. Hashem - In: Journal of econometrics 163 (2011) 1, pp. 4-22
Persistent link: https://www.econbiz.de/10009270601
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Large panel data models with cross-sectional dependence : a survey
Chudik, Alexander; Pesaran, M. Hashem - In: The Oxford handbook of panel data, (pp. 3-45). 2015
Persistent link: https://www.econbiz.de/10010472610
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Long-run effects in large heterogenous panel data models with cross-sectionally correlated errors
Chudik, Alexander; Mohaddes, Kamiar; Pesaran, M. Hashem; … - 2015
Persistent link: https://www.econbiz.de/10010504704
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A multi-country approach to forecasting output growth using PMIs
Chudik, Alexander; Grossman, Valerie; Pesaran, M. Hashem - 2014
This paper derives new theoretical results for forecasting with Global VAR (GVAR) models. It is shown that the presence of a strong unobserved common factor can lead to an undeter-mined GVAR model. To solve this problem, we propose augmenting the GVAR with additional proxy equations for the...
Persistent link: https://www.econbiz.de/10010438196
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China's emergence in the world economy and business cycles in Latin America
Cesa-Bianchi, Ambrogio; Pesaran, M. Hashem; Rebucci, … - In: The GVAR handbook : structure and applications of a …, (pp. 195-211). 2013
Persistent link: https://www.econbiz.de/10009729985
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Introduction: an overview of the GVAR approach and the handbook
Di Mauro, Filippo; Pesaran, M. Hashem - In: The GVAR handbook : structure and applications of a …, (pp. 1-11). 2013
Persistent link: https://www.econbiz.de/10009730075