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
Optimal Asset Allocation with Factor Models for Large Portfolios
M. Hashem Pesaran, Paolo Zaffaroni
CESifo, Munich, 2008
CESifo Working Paper No. 2326
CESifo, Munich, 2008
CESifo Working Paper No. 2326
Forecasting Random Walks Under Drift Instability
M. Hashem Pesaran, Andreas Pick
CESifo, Munich, 2008
CESifo Working Paper No. 2293
CESifo, Munich, 2008
CESifo Working Paper No. 2293
A VECX Model of the Swiss Economy
Katrin Assenmacher-Wesche, M. Hashem Pesaran
CESifo, Munich, 2008
CESifo Working Paper No. 2281
CESifo, Munich, 2008
CESifo Working Paper No. 2281
Forecasting Economic and Financial Variables with Global VARs
M. Hashem Pesaran, Til Schuermann, L. Vanessa Smith
CESifo, Munich, 2008
CESifo Working Paper No. 2263
CESifo, Munich, 2008
CESifo Working Paper No. 2263
Model Averaging in Risk Management with an Application to Futures Markets
M. Hashem Pesaran, Christoph Schleicher, Paolo Zaffaroni
CESifo, Munich, 2008
CESifo Working Paper No. 2231
CESifo, Munich, 2008
CESifo Working Paper No. 2231
Identification of New Keynesian Phillips Curves from a Global Perspective
Stephane Dees, M. Hashem Pesaran, L. Vanessa Smith, Ron P. Smith
CESifo, Munich, 2008
CESifo Working Paper No. 2219
CESifo, Munich, 2008
CESifo Working Paper No. 2219
Panel Unit Root Tests in the Presence of a Multifactor Error Structure
M. Hashem Pesaran, L. Vanessa Smith, Takashi Yamagata
CESifo, Munich, 2008
CESifo Working Paper No. 2193
CESifo, Munich, 2008
CESifo Working Paper No. 2193
Infinite Dimensional VARs and Factor Models
Alexander Chudik, M. Hashem Pesaran
CESifo, Munich, 2007
CESifo Working Paper No. 2176
CESifo, Munich, 2007
CESifo Working Paper No. 2176
Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows
Katrin Assenmacher-Wesche, M. Hashem Pesaran
CESifo, Munich, 2007
CESifo Working Paper No. 2116
CESifo, Munich, 2007
CESifo Working Paper No. 2116
Large Panels with Common Factors and Spatial Correlations
M. Hashem Pesaran, Elisa Tosetti
CESifo, Munich, 2007
CESifo Working Paper No. 2103
CESifo, Munich, 2007
CESifo Working Paper No. 2103
Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution
M. Hashem Pesaran, Bahram Pesaran
CESifo, Munich, 2007
CESifo Working Paper No. 2056
CESifo, Munich, 2007
CESifo Working Paper No. 2056
Lumpy Price Adjustments: A Microeconometric Analysis
Emmanuel Dhyne, Catherine Fuss, M. Hashem Pesaran, Patrick Sevestre
CESifo, Munich, 2007
CESifo Working Paper No. 2010
CESifo, Munich, 2007
CESifo Working Paper No. 2010
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models
Cheng Hsiao, M. Hashem Pesaran, Andreas Pick
CESifo, Munich, 2007
CESifo Working Paper No. 1984
CESifo, Munich, 2007
CESifo Working Paper No. 1984
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables
Adrian Pagan, M. Hashem Pesaran
CESifo, Munich, 2007
CESifo Working Paper No. 1924
CESifo, Munich, 2007
CESifo Working Paper No. 1924
Long Run Macroeconomic Relations in the Global Economy
Stephane Dees, Sean Holly, M. Hashem Pesaran, L. Vanessa Smith
CESifo, Munich, 2007
CESifo Working Paper No. 1904
CESifo, Munich, 2007
CESifo Working Paper No. 1904
Econometrics: A Bird’s Eye View
John Geweke, Joel Horowitz, M. Hashem Pesaran
CESifo, Munich, 2006
CESifo Working Paper No. 1870
CESifo, Munich, 2006
CESifo Working Paper No. 1870
A Spatio-Temporal Model of House Prices in the US
Sean Holly, M. Hashem Pesaran, Takashi Yamagata
CESifo, Munich, 2006
CESifo Working Paper No. 1826
CESifo, Munich, 2006
CESifo Working Paper No. 1826
Panels with Nonstationary Multifactor Error Structures
George Kapetanios, M. Hashem Pesaran, Takashi Yamagata
CESifo, Munich, 2006
CESifo Working Paper No. 1788
CESifo, Munich, 2006
CESifo Working Paper No. 1788
Testing Dependence among Serially Correlated Multi-category Variables
M. Hashem Pesaran, Allan Timmermann
CESifo, Munich, 2006
CESifo Working Paper No. 1770
CESifo, Munich, 2006
CESifo Working Paper No. 1770
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures
M. Hashem Pesaran, Ron P. Smith, Takashi Yamagata, Liudmyla Hvozdyk
CESifo, Munich, 2006
CESifo Working Paper No. 1704
CESifo, Munich, 2006
CESifo Working Paper No. 1704
Macroeconometric Modelling with a Global Perspective
M. Hashem Pesaran, Ron P. Smith
CESifo, Munich, 2006
CESifo Working Paper No. 1659
CESifo, Munich, 2006
CESifo Working Paper No. 1659
Learning, Structural Instability and Present Value Calculations
M. Hashem Pesaran, Davide Pettenuzzo, Allan Timmermann
CESifo, Munich, 2006
CESifo Working Paper No. 1650
CESifo, Munich, 2006
CESifo Working Paper No. 1650
Survey Expectations
M. Hashem Pesaran, Martin Weale
CESifo, Munich, 2005
CESifo Working Paper No. 1599
CESifo, Munich, 2005
CESifo Working Paper No. 1599
Unit Roots and Cointegration in Panels
Joerg Breitung, M. Hashem Pesaran
CESifo, Munich, 2005
CESifo Working Paper No. 1565
CESifo, Munich, 2005
CESifo Working Paper No. 1565
forthcoming in: L. Matyas and P. Sevestre (eds), The Econometrics of Panel Data: Fundamentals and Recent Developments in Theory and Practice, Kluwer Academic Publishers (2006)
Global Business Cycles and Credit Risk
M. Hashem Pesaran, Til Schuermann, Björn-Jakob Treutler
CESifo, Munich, 2005
CESifo Working Paper No. 1548
CESifo, Munich, 2005
CESifo Working Paper No. 1548
The Risks of Financial Institutions, NBER Conference Report Volume, University of Chicago Press, Chicago (2006) pp. 419-473.