CESifo Research Network Fellow

M. Hashem Pesaran

John Elliott Distinguished Chair in Economics and Professor of Economics
University of Southern California
Department of Economics
Kaprielian (KAP) Hall, 300, 3620 South Vermont Ave, 90089-0253, Los Angeles, USA, CA

Affiliated Research Network Area

Macro, Money, and International Finance

Fields of Interest

  • Macroeconomics and Monetary Economics
  • Mathematical and Quantitive Methods

CESifo Working Papers

High-Dimensional Forecasting with Known Knowns and Known Unknowns

M. Hashem Pesaran, Ron P. Smith
CESifo, Munich, 2024
CESifo Working Paper No. 10931

Trimmed Mean Group Estimation of Average Treatment Effects in Ultra Short T Panels under Correlated Heterogeneity

M. Hashem Pesaran, Liying Yang
CESifo, Munich, 2023
CESifo Working Paper No. 10725

Structural Econometric Estimation of the Basic Reproduction Number for Covid-19 across U.S. States and Selected Countries

Ida Johnsson, M. Hashem Pesaran, Cynthia Fan Yang
CESifo, Munich, 2023
CESifo Working Paper No. 10659

Heterogeneous Autoregressions in Short T Panel Data Models

M. Hashem Pesaran, Liying Yang
CESifo, Munich, 2023
CESifo Working Paper No. 10509

The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-Strong, and Latent Factors

M. Hashem Pesaran, Ron P. Smith
CESifo, Munich, 2023
CESifo Working Paper No. 10282

Reflections on “Testing for Unit Roots in Heterogeneous Panels”

Kyung So Im, M. Hashem Pesaran, Yongcheol Shin
CESifo, Munich, 2023
CESifo Working Paper No. 10228

Variable Selection in High Dimensional Linear Regressions with Parameter Instability

Alexander Chudik, M. Hashem Pesaran, Mahrad Sharifvaghefi
CESifo, Munich, 2023
CESifo Working Paper No. 10223

Social Distancing, Vaccination and Evolution of Covid-19 Transmission Rates in Europe

Alexander Chudik, M. Hashem Pesaran, Alessandro Rebucci
CESifo, Munich, 2022
CESifo Working Paper No. 9754

Identification and Estimation of Categorical Random Coefficient Models

Zhan Gao, M. Hashem Pesaran
CESifo, Munich, 2022
CESifo Working Paper No. 9714

Causal Effects of the Fed's Large-Scale Asset Purchases on Firms' Capital Structure

Andrea Nocera, M. Hashem Pesaran
CESifo, Munich, 2022
CESifo Working Paper No. 9695

Forecasting With Panel Data: Estimation Uncertainty Versus Parameter Heterogeneity

M. Hashem Pesaran, Andreas Pick, Allan Timmermann
CESifo, Munich, 2022
CESifo Working Paper No. 9690

Revisiting the Great Ratios Hypothesis

Alexander Chudik, M. Hashem Pesaran, Ron P. Smith
CESifo, Munich, 2022
CESifo Working Paper No. 9625

Climate Change and Economic Activity: Evidence from U.S. States

Kamiar Mohaddes, Ryan N. C. Ng, M. Hashem Pesaran, Mehdi Raissi, Jui-Chung Yang
CESifo, Munich, 2022
CESifo Working Paper No. 9542

A Spatiotemporal Equilibrium Model of Migration and Housing Interlinkages

Wukuang Cun, M. Hashem Pesaran
CESifo, Munich, 2021
CESifo Working Paper No. 9343

A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors

M. Hashem Pesaran, Yimeng Xie
CESifo, Munich, 2021
CESifo Working Paper No. 9234

Identifying the Effects of Sanctions on the Iranian Economy Using Newspaper Coverage

Dario Laudati, M. Hashem Pesaran
CESifo, Munich, 2021
CESifo Working Paper No. 9217

Arbitrage Pricing Theory, the Stochastic Discount Factor and Estimation of Risk Premia from Portfolios

M. Hashem Pesaran, Ron P. Smith
CESifo, Munich, 2021
CESifo Working Paper No. 9001

Factor Strengths, Pricing Errors, and Estimation of Risk Premia

M. Hashem Pesaran, Ron P. Smith
CESifo, Munich, 2021
CESifo Working Paper No. 8947

Matching Theory and Evidence on Covid-19 Using a Stochastic Network SIR Model

M. Hashem Pesaran, Cynthia Fan Yang
CESifo, Munich, 2020
CESifo Working Paper No. 8695

Regional Heterogeneity and U.S. Presidential Elections

Rashad Ahmed, M. Hashem Pesaran
CESifo, Munich, 2020
CESifo Working Paper No. 8615

A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model

Alexander Chudik, Kamiar Mohaddes, M. Hashem Pesaran, Mehdi Raissi, Alessandro Rebucci
CESifo, Munich, 2020
CESifo Working Paper No. 8588

Variable Selection and Forecasting in High Dimensional Linear Regressions with Structural Breaks

Alexander Chudik, M. Hashem Pesaran, Mahrad Sharifvaghefi
CESifo, Munich, 2020
CESifo Working Paper No. 8475

Voluntary and Mandatory Social Distancing: Evidence on Covid-19 Exposure Rates from Chinese Provinces and Selected Countries

Alexander Chudik, M. Hashem Pesaran, Alessandro Rebucci
CESifo, Munich, 2020
CESifo Working Paper No. 8243

Measurement of Factor Strenght: Theory and Practice

Natalia Bailey, George Kapetanios, M. Hashem Pesaran
CESifo, Munich, 2020
CESifo Working Paper No. 8146

The Role of Factor Strength and Pricing Errors for Estimation and Inference in Asset Pricing Models

M. Hashem Pesaran, Ron P. Smith
CESifo, Munich, 2019
CESifo Working Paper No. 7919