skip to content

Cambridge Finance

 

This page lists the latest CIMF publications. Click here for details of earlier work.

Author

Publication Title

Year

Chadha, J, Corrado, L & Sun, Q

Money, Prices and Liquidity Effects

2010

Holly, S, Pesaran, MH & Yamagata, T

A Spatio-Temporal Model Of House Prices In The US

2010

Pesaran, B & Pesaran, MH

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

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

Large Panels with Common Factors and Spatial Correlation

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

The Iranian Economy in the Twentieth Century

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

Panels with Nonstationary Multifactor Error Structures

2009

Pesaran MH & Timmermann A

Testing Dependence Among Serially Correlated Multicategory Variables

2009

Pesaran MH & Tosseti E

Large Panels with Spatial Correlations and Common Factors

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

Pairwise Tests of Purchasing Power Parity

2009

 

Mo Tu We Th Fr Sa Su
1
 
2
 
3
 
4
 
5
 
6
 
7
 
8
 
9
 
10
 
11
 
12
 
13
 
14
 
15
 
16
 
17
 
18
 
19
 
20
 
21
 
22
 
23
 
24
 
25
 
26
 
27
 
28
 
29
 
30