Discussion paper DP17123 Forecasting with panel data: estimation uncertainty versus parameter heterogeneity M. Hashem Pesaran Andreas Pick Allan Timmermann 19 Mar 2022 Financial Economics C33 C53
Discussion paper DP15993 COVID-19 Time-varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing Alexander Chudik M. Hashem Pesaran Alessandro Rebucci 1 Apr 2021 Development Economics International Macroeconomics and Finance International Trade and Regional Economics Labour Economics Macroeconomics and Growth Public Economics D0 F60 C40 I120 E7
Discussion paper DP15312 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 22 Sep 2020 International Macroeconomics and Finance Monetary Economics and Fluctuations C32 E44 F44
Discussion paper DP14646 Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries Alexander Chudik M. Hashem Pesaran Alessandro Rebucci 21 Apr 2020 International Macroeconomics and Finance Public Economics D0 F6 C4 E7 I120
Discussion paper DP12713 Uncertainty and Economic Activity: A Multi-Country Perspective Alessandro Rebucci Ambrogio Cesa-Bianchi M. Hashem Pesaran 12 Feb 2018 Financial Economics International Macroeconomics and Finance Monetary Economics and Fluctuations E44 F44 G15
Discussion paper DP7139 Variable Selection and Inference for Multi-period Forecasting Problems M. Hashem Pesaran Allan Timmermann Andreas Pick 28 Jan 2009 Financial Economics International Macroeconomics C53 E27
Discussion paper DP5279 Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management M. Hashem Pesaran Paolo Zaffaroni 31 Oct 2005 International Macroeconomics Industrial Organization C32 C52 C53 G11
Discussion paper DP4636 Forecasting Time Series Subject to Multiple Structural Breaks M. Hashem Pesaran Allan Timmermann Davide Pettenuzzo 23 Sep 2004 Financial Economics C11 C15 C53
Discussion paper DP4401 Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks M. Hashem Pesaran Allan Timmermann 23 Jun 2004 International Macroeconomics C22 C53
Discussion paper DP4402 Real Time Econometrics M. Hashem Pesaran Allan Timmermann 23 Jun 2004 Financial Economics C51 C52 C53
Chapter A macro model of an oil exporter: Nigeria Kadir T. Yurukoglu M. Hashem Pesaran Lance Taylor Shahid A. Chaudhry 1 May 1986
Chapter Estimation of dynamic disequilibrium models with rational expectations: the case of commodity markets M. Hashem Pesaran G. S. Maddala 1 Mar 1990