M. Hashem Pesaran

Latest Institution: University of Southern California

All Institutions: Johns Hopkins University; NA; University of Southern California; USC Dornsife; University of Cambridge; Cambridge University

Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Real Time Econometrics

Year: 2004
Journal: Econometric Theory
Authors: M. Hashem Pesaran; Allan G. Timmermann

Forecasting Time Series Subject to Multiple Structural Breaks

Year: 2004
Journal: Review of Economic Studies
Authors: M Hashem Pesaran; Davide Pettenuzzo; Allan G Timmermann

Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks

Year: 2004
Journal: Journal of Econometrics
Authors: M. Hashem Pesaran; Allan G. Timmermann

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

Year: 2005
Journal: No Journal Matched
Authors: M. Hashem Pesaran; Paolo Zaffaroni

Global Business Cycles and Credit Risk

Year: 2005
Journal: No Journal Matched
Authors: M. Hashem Pesaran; Til Schuermann; Bjrn Jakob Treutler

Variable Selection and Inference for Multiperiod Forecasting Problems

Year: 2009
Journal: Journal of Econometrics
Authors: M. Hashem Pesaran; Andreas Pick; Allan G. Timmermann

Uncertainty and Economic Activity: A Multicountry Perspective

Year: 2018
Journal: Review of Financial Studies
Authors: Ambrogio Cesabianchi; M. Hashem Pesaran; Alessandro Rebucci

Uncertainty and Economic Activity: A Multicountry Perspective

Year: 2018
Journal: Review of Financial Studies
Authors: Ambrogio Cesabianchi; M. Hashem Pesaran; Alessandro Rebucci

Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis

Year: 2019
Journal: Energy Economics
Authors: Matthew E. Kahn; Kamiar Mohaddes; Ryan NC Ng; M Hashem Pesaran; Mehdi Raissi; Juichung Yang

A Counterfactual Economic Analysis of COVID-19 Using a Threshold Augmented Multicountry Model

Year: 2020
Journal: Journal of International Money and Finance
Authors: Alexander Chudik; Kamiar Mohaddes; M. Hashem Pesaran; Mehdi Raissi; Alessandro Rebucci

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

Year: 2020
Journal: No Journal Matched
Authors: Alexander Chudik; M. Hashem Pesaran; Alessandro Rebucci

A Counterfactual Economic Analysis of COVID-19 Using a Threshold Augmented Multicountry Model

Year: 2020
Journal: No Journal Matched
Authors: Alexander Chudik; Kamiar Mohaddes; M. Hashem Pesaran; Mehdi Raissi; Alessandro Rebucci

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

Year: 2020
Journal: No Journal Matched
Authors: Alexander Chudik; M. Hashem Pesaran; Alessandro Rebucci

COVID-19 Time-Varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing

Year: 2021
Journal: No Journal Matched
Authors: Alexander Chudik; M. Hashem Pesaran; Alessandro Rebucci

COVID-19 Time-Varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing

Year: 2021
Journal: No Journal Matched
Authors: Alexander Chudik; M. Hashem Pesaran; Alessandro Rebucci

Forecasting with Panel Data: Estimation Uncertainty versus Parameter Heterogeneity

Year: 2022
Journal: No Journal Matched
Authors: M Hashem Pesaran; Andreas Pick; Allan Timmermann

Author Disambiguation

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