CESifo Research Network Fellow
M. Hashem Pesaran
- John Elliott Distinguished Chair in Economics and Professor of Economics
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University of Southern California
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Department of Economics
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Kaprielian (KAP) Hall, 300, 3620 South Vermont Ave, 90089-0253, Los Angeles, USA, CA
- WWW
- Website
Affiliated Research Network Area
CESifo Working Papers
Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis
Matthew E. Kahn, Kamiar Mohaddes, Ryan N. C. Ng, M. Hashem Pesaran, Mehdi Raissi, Jui-Chung Yang
CESifo, Munich, 2019
CESifo Working Paper No. 7738
CESifo, Munich, 2019
CESifo Working Paper No. 7738
Estimation and inference in spatial models with dominant units
M. Hashem Pesaran, Cynthia Fan Yang
CESifo, Munich, 2019
CESifo Working Paper No. 7563
CESifo, Munich, 2019
CESifo Working Paper No. 7563
Estimation and inference for spatial models with heterogeneous coefficients: an application to U.S. house prices
Michele Aquaro, Natalia Bailey, M. Hashem Pesaran
CESifo, Munich, 2019
CESifo Working Paper No. 7542
CESifo, Munich, 2019
CESifo Working Paper No. 7542
Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR
Alexander Chudik, M. Hashem Pesaran, Kamiar Mohaddes
CESifo, Munich, 2019
CESifo Working Paper No. 7454
CESifo, Munich, 2019
CESifo Working Paper No. 7454
A Residual-based Threshold Method for Detection of Units that are Too Big to Fail in Large Factor Models
George Kapetanios, M. Hashem Pesaran, Simon Reese
CESifo, Munich, 2018
CESifo Working Paper No. 7401
CESifo, Munich, 2018
CESifo Working Paper No. 7401
Exponent of Cross-sectional Dependence for Residuals
Natalia Bailey, George Kapetanios, M. Hashem Pesaran
CESifo, Munich, 2018
CESifo Working Paper No. 7223
CESifo, Munich, 2018
CESifo Working Paper No. 7223
Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Quantile Regression Models
Matthew Harding, Carlos Lamarche, M. Hashem Pesaran
CESifo, Munich, 2018
CESifo Working Paper No. 7211
CESifo, Munich, 2018
CESifo Working Paper No. 7211
Land Use Regulations, Migration and Rising House Price Dispersion in the U.S.
Wukuang Cun, M. Hashem Pesaran
CESifo, Munich, 2018
CESifo Working Paper No. 7007
CESifo, Munich, 2018
CESifo Working Paper No. 7007
Uncertainty and Economic Activity: A Multi-Country Perspective
Ambrogio Cesa-Bianchi, M. Hashem Pesaran, Alessandro Rebucci
CESifo, Munich, 2018
CESifo Working Paper No. 6910
CESifo, Munich, 2018
CESifo Working Paper No. 6910
Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors
M. Hashem Pesaran, Ron P. Smith
CESifo, Munich, 2017
CESifo Working Paper No. 6785
CESifo, Munich, 2017
CESifo Working Paper No. 6785
A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels
Alexander Chudik, M. Hashem Pesaran
CESifo, Munich, 2017
CESifo Working Paper No. 6688
CESifo, Munich, 2017
CESifo Working Paper No. 6688
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities
M. Hashem Pesaran, Takashi Yamagata
CESifo, Munich, 2017
CESifo Working Paper No. 6432
CESifo, Munich, 2017
CESifo Working Paper No. 6432
Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes
M. Hashem Pesaran, Ida Johnsson
CESifo, Munich, 2016
CESifo Working Paper No. 6272
CESifo, Munich, 2016
CESifo Working Paper No. 6272
Econometric Analysis of Production Networks with Dominant Units
M. Hashem Pesaran, Cynthia Fan Yang
CESifo, Munich, 2016
CESifo Working Paper No. 6141
CESifo, Munich, 2016
CESifo Working Paper No. 6141
Oil Prices and the Global Economy: Is it Different this Time Around?
Kamiar Mohaddes, M. Hashem Pesaran
CESifo, Munich, 2016
CESifo Working Paper No. 5992
CESifo, Munich, 2016
CESifo Working Paper No. 5992
Big Data Analytics: A New Perspective
Alexander Chudik, George Kapetanios, M. Hashem Pesaran
CESifo, Munich, 2016
CESifo Working Paper No. 5824
CESifo, Munich, 2016
CESifo Working Paper No. 5824
Is there a Debt-Threshold Effect on Output Growth?
Alexander Chudik, Kamiar Mohaddes, M. Hashem Pesaran, Mehdi Raissi
CESifo, Munich, 2015
CESifo Working Paper No. 5434
CESifo, Munich, 2015
CESifo Working Paper No. 5434
Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients
Michele Aquaro, Natalia Bailey, M. Hashem Pesaran
CESifo, Munich, 2015
CESifo Working Paper No. 5428
CESifo, Munich, 2015
CESifo Working Paper No. 5428
To Pool or not to Pool: Revisited
M. Hashem Pesaran, Qiankun Zhou
CESifo, Munich, 2015
CESifo Working Paper No. 5410
CESifo, Munich, 2015
CESifo Working Paper No. 5410
Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis
Kamiar Mohaddes, M. Hashem Pesaran
CESifo, Munich, 2015
CESifo Working Paper No. 5367
CESifo, Munich, 2015
CESifo Working Paper No. 5367
A Multi-Country Approach to Forecasting Output Growth Using PMIs
Alexander Chudik, Valerie Grossman, M. Hashem Pesaran
CESifo, Munich, 2014
CESifo Working Paper No. 5100
CESifo, Munich, 2014
CESifo Working Paper No. 5100
Estimation of Time-invariant Effects in Static Panel Data Models
M. Hashem Pesaran, Qiankun Zhou
CESifo, Munich, 2014
CESifo Working Paper No. 4983
CESifo, Munich, 2014
CESifo Working Paper No. 4983
Tests of Policy Ineffectiveness in Macroeconometrics
M. Hashem Pesaran, Ron P. Smith
CESifo, Munich, 2014
CESifo Working Paper No. 4871
CESifo, Munich, 2014
CESifo Working Paper No. 4871
A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices
Natalia Bailey, M. Hashem Pesaran, L. Vanessa Smith
CESifo, Munich, 2014
CESifo Working Paper No. 4834
CESifo, Munich, 2014
CESifo Working Paper No. 4834
Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects
Kazuhiko Hayakawa, M. Hashem Pesaran, L. Vanessa Smith
CESifo, Munich, 2014
CESifo Working Paper No. 4822
CESifo, Munich, 2014
CESifo Working Paper No. 4822