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Mean group estimation in presence of weakly cross-correlated estimators

Chudik, Alexander; Pesaran, M. Hashem - In: Economics letters 175 (2019), pp. 101-105

Persistent link: https://www.econbiz.de/10012121199

Exponent of cross-sectional dependence : estimation and inference

Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem - In: Journal of applied econometrics 31 (2016) 6, pp. 929-960

Persistent link: https://www.econbiz.de/10011686163

Variable selection and inference for multi-period forecasting problems

Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009

Persistent link: https://www.econbiz.de/10003814581

A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model

Chudik, Alexander; Mohaddes, Kamiar; Pesaran, M. Hashem; … - 2020

Persistent link: https://www.econbiz.de/10012305986

Covid-19 time-varying reproduction numbers worldwide : an empirical analysis of mandatory and voluntary social distancing

Chudik, Alexander; Pesaran, M. Hashem; Rebucci, Alessandro - 2021

Persistent link: https://www.econbiz.de/10012498920

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

Chapter 14 Survey Expectations

Pesaran, M. Hashem; Weale, Martin - 2006

This paper focuses on survey expectations and discusses their uses for testing and modelling of expectations. Alternative models of expectations formation are reviewed and the importance of allowing for heterogeneity of expectations is emphasized. A weak form of the rational expectations...

Persistent link: https://www.econbiz.de/10014023692

A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model

Chudik, Alexander; Mohaddes, Kamiar; Pesaran, M. Hashem; … - In: Journal of international money and finance 119 (2021), pp. 1-26

Persistent link: https://www.econbiz.de/10013285015