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

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

Estimation and inference in spatial models with dominant units

M. Hashem Pesaran, Cynthia Fan Yang
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

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

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

Exponent of Cross-sectional Dependence for Residuals

Natalia Bailey, George Kapetanios, M. Hashem Pesaran
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

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

Uncertainty and Economic Activity: A Multi-Country Perspective

Ambrogio Cesa-Bianchi, M. Hashem Pesaran, Alessandro Rebucci
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

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

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

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

Econometric Analysis of Production Networks with Dominant Units

M. Hashem Pesaran, Cynthia Fan Yang
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

Big Data Analytics: A New Perspective

Alexander Chudik, George Kapetanios, M. Hashem Pesaran
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

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

To Pool or not to Pool: Revisited

M. Hashem Pesaran, Qiankun Zhou
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

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

Estimation of Time-invariant Effects in Static Panel Data Models

M. Hashem Pesaran, Qiankun Zhou
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

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

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