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

Firm Heterogeneity and Credit Risk Diversification

Samuel Hanson, M. Hashem Pesaran, Til Schuermann
CESifo, Munich, 2005
CESifo Working Paper No. 1531

What if the UK had Joined the Euro in 1999? An Empirical Evaluation Using a Global VAR

M. Hashem Pesaran, L. Vanessa Smith, Ron P. Smith
CESifo, Munich, 2005
CESifo Working Paper No. 1477

Testing Slope Homogeneity in Large Panels

M. Hashem Pesaran, Takashi Yamagata
CESifo, Munich, 2005
CESifo Working Paper No. 1438

Exploring the International Linkages of the Euro Area: a Global VAR Analysis

Stephane Dees, Filippo di Mauro, M. Hashem Pesaran, L. Vanessa Smith
CESifo, Munich, 2005
CESifo Working Paper No. 1425

Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns

George Kapetanios, M. Hashem Pesaran
CESifo, Munich, 2005
CESifo Working Paper No. 1416

Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management

M. Hashem Pesaran, Paolo Zaffaroni
CESifo, Muncih, 2004
CESifo Working Paper No. 1358

Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure

M. Hashem Pesaran
CESifo, Munich, 2004
CESifo Working Paper No. 1331

A Pair-Wise Approach to Testing for Output and Growth Convergence

M. Hashem Pesaran
CESifo, Munich, 2004
CESifo Working Paper No. 1308

Forecasting Time Series Subject to Multiple Structural Breaks

M. Hashem Pesaran, Davide Pettenuzzo, Allan Timmermann
CESifo, Munich, 2004
CESifo Working Paper No. 1237

Random Coefficient Panel Data Models

Cheng Hsiao, M. Hashem Pesaran
CESifo, Munich, 2004
CESifo Working Paper No. 1233

General Diagnostic Tests for Cross Section Dependence in Panels

M. Hashem Pesaran
CESifo, Munich, 2004
CESifo Working Paper No. 1229

Econometric Issues in the Analysis of Contagion

M. Hashem Pesaran, Andreas Pick
CESifo, Munich, 2004
CESifo Working Paper No. 1176

Real Time Econometrics

M. Hashem Pesaran, Allan Timmermann
CESifo, Munich, 2004
CESifo Working Paper No. 1169

Macroeconomic Dynamics and Credit Risk: A Global Perspective

Til Schuermann, Björn-Jakob Treutler, Scott M. Weiner, M. Hashem Pesaran
CESifo, Munich, 2003
CESifo Working Paper No. 995

Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks

Allan Timmermann, M. Hashem Pesaran
CESifo, Munich, 2003
CESifo Working Paper No. 990

How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?

Allan Timmermann, M. Hashem Pesaran
CESifo, Munich, 2003
CESifo Working Paper No. 875

Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence

M. Hashem Pesaran
CESifo, Munich, 2003
CESifo Working Paper No. 869

Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration

Michael Binder, Cheng Hsiao, M. Hashem Pesaran
CESifo, Munich, 2000
CESifo Working Paper No. 374

The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach

M. Hashem Pesaran
CESifo, Munich, 2000
CESifo Working Paper No. 346

Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy

M. Hashem Pesaran
CESifo, Munich, 2000
CESifo Working Paper No. 345