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

Theory and Practice of GVAR Modeling

Alexander Chudik, M. Hashem Pesaran
CESifo, Munich, 2014
CESifo Working Paper No. 4807

Uncertainty and Economic Activity: A Global Perspective

Ambrogio Cesa-Bianchi, M. Hashem Pesaran, Alessandro Rebucci
CESifo, Munich, 2014
CESifo Working Paper No. 4736

A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence

Natalia Bailey, Sean Holly, M. Hashem Pesaran
CESifo, Munich, 2014
CESifo Working Paper No. 4592

Debt, Inflation and Growth - Robust Estimation of Long-Run Effects in Dynamic Panel Data Models

Alexander Chudik, Kamiar Mohaddes, M. Hashem Pesaran, Mehdi Raissi
CESifo, Munich, 2013
CESifo Working Paper No. 4508

Signs of Impact Effects in Time Series Regression Models

M. Hashem Pesaran, Ron P. Smith
CESifo, Munich, 2013
CESifo Working Paper No. 4433

Large Panel Data Models with Cross-Sectional Dependence: A Survey

Alexander Chudik, M. Hashem Pesaran
CESifo, Munich, 2013
CESifo Working Paper No. 4371

Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors

Alexander Chudik, M. Hashem Pesaran
CESifo, Munich, 2013
CESifo Working Paper No. 4232

One Hundred Years of Oil Income and the Iranian Economy: A Curse or a Blessing?

Kamiar Mohaddes, M. Hashem Pesaran
CESifo, Munich, 2013
CESifo Working Paper No. 4118

An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects

Majid M. Al-Sadoon, Tong Li, M. Hashem Pesaran
CESifo, Munich, 2012
CESifo Working Paper No. 4033

Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing

M. Hashem Pesaran, Ron P. Smith
CESifo, Munich, 2012
CESifo Working Paper No. 3879

Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models

Kazuhiko Hayakawa, M. Hashem Pesaran
CESifo, Munich, 2012
CESifo Working Paper No. 3850

Testing Weak Cross-Sectional Dependence in Large Panels

M. Hashem Pesaran
CESifo, Munich, 2012
CESifo Working Paper No. 3800

An Empirical Growth Model for Major Oil Exporters

Hadi Salehi Esfahani, Kamiar Mohaddes, M. Hashem Pesaran
CESifo, Munich, 2012
CESifo Working Paper No. 3780

Exponent of Cross-sectional Dependence: Estimation and Inference

Natalia Bailey, George Kapetanios, M. Hashem Pesaran
CESifo, Munich, 2012
CESifo Working Paper No. 3722

Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults

M. Hashem Pesaran, TengTeng Xu
CESifo, Munich, 2011
CESifo Working Paper No. 3609

On Identification of Bayesian DSGE Models

Gary Koop, M. Hashem Pesaran, Ron P. Smith
CESifo, Munich, 2011
CESifo Working Paper No. 3423

Predictability of Asset Returns and the Efficient Market Hypothesis

M. Hashem Pesaran
CESifo, Munich, 2010
CESifo Working Paper No. 3116

Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model

Stephane Dees, M. Hashem Pesaran, L. Vanessa Smith, Ron P. Smith
CESifo, Munich, 2010
CESifo Working Paper No. 3081

Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit

M. Hashem Pesaran, Alexander Chudik
CESifo, Munich, 2010
CESifo Working Paper No. 3055

Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash

Bahram Pesaran, M. Hashem Pesaran
CESifo, Munich, 2010
CESifo Working Paper No. 3023

Spatial and Temporal Diffusion of House Prices in the UK

Sean Holly, M. Hashem Pesaran, Takashi Yamagata
CESifo, Munich, 2010
CESifo Working Paper No. 2913

Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios

M. Hashem Pesaran, Paolo Zaffaroni
CESifo, Munich, 2009
CESifo Working Paper No. 2857

Oil Exports and the Iranian Economy

Hadi Salehi Esfahani, Kamiar Mohaddes, M. Hashem Pesaran
CESifo, Munich, 2009
CESifo Working Paper No. 2843

Weak and Strong Cross Section Dependence and Estimation of Large Panels

Alexander Chudik, M. Hashem Pesaran, Elisa Tosetti
CESifo, Munich, 2009
CESifo Working Paper No. 2689

Variable Selection and Inference for Multi-period Forecasting Problems

M. Hashem Pesaran, Andreas Pick, Allan Timmermann
CESifo, Munich, 2009
CESifo Working Paper No. 2543