This page lists the latest CIMF publications. Click here for details of earlier work.
Author |
Publication Title |
Year |
Chadha, J, Corrado, L & Sun, Q |
2010 |
|
Holly, S, Pesaran, MH & Yamagata, T |
2010 |
|
Pesaran, B & Pesaran, MH |
2010 |
|
Pesaran MH, Smith, LV & Smith, RP |
Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model |
2010 |
Pesaran, MH & Chudik, A |
Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit |
2010 |
Pesaran, MH & Tosseti, E |
2010 |
|
Pesaran, MH , Pick, A & Timmerman, A |
Variable Selection, Estimation and Inference for Multi-period Forecasting Problems |
2010 |
Chudik A, Pesaran MH & Tosetti E |
Weak and Strong Cross Section Dependence and Estimation of Large Panels |
2009 |
Dees S, Pesaran MH, Smith V & Smith R |
Identification of New Keynesian Phillips Curves from a Global Perspective |
2009 |
Esfahani HS & Pesaran M.H |
2009 |
|
Hsiao C, Pesaran MH & Pick A |
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models |
2009 |
Kapetanios G , Pesaran MH & Yamagata T |
2009 |
|
Pesaran MH & Timmermann A |
Testing Dependence Among Serially Correlated Multicategory Variables |
2009 |
Pesaran MH & Tosseti E |
2009 |
|
Pesaran MH, Pick A & Timmerman A |
Variable Selection and Inference for Multi-period Forecasting Problems |
2009 |
Pesaran MH, Schuermann T & Smith V |
Forecasting Economic and Financial Variables with Global VARs |
2009 |
Pesaran MH, Smith RP, Yamagata T & Hvozdyk L |
2009 |