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Staff

Professor of Economics
Fellow of Trinity College

Tel:	+44-(0) 1223-335216 (Faculty Office) +44-(0) 1223 338403 (Trinity Office)
Email:	mhp1@econ.cam.ac.uk
Interests:	Econometric Analysis of Heterogeneous Panels with Unobserved Common Effects. Panel unit root tests. Analysis of Panel Vector Autoregressive Models(PVAR). Long-run Structural Macroeconometric Modelling. Global Vector Autoregressive Modelling (GVAR). Economic and Financial Forecasting in the Presence of Structural Breaks. Financial Econometrics - credit risk analysis and portfolio optimization. Econometric Analysis of Non-nested Models. Empirics of Growth.

My Publications | Biographical | Teaching | Courses | Editorial | Research Projects | Microfit 5 NEW

Notices

Curriculum Vitae July 2009

New Software

Microfit 5

Microfit 5.0 From Oxford University Press | Download the Microfit 5.0 Demo | Microfit 5.0 From Oxford University Press USA | Microfit Book: Time Series Econometrics using Microfit 5.0 From Oxford University Press

Conference on Iranian Economy at a Crossroads: Domestic and Global Challenges, September 18 - 19, 2009

New Books

Explaining Growth in the Middle East, Volume 278 (Contributions to Economic Analysis)
by Jeff Nugent and M. Hashem Pesaran(Editors), Elsevier Science, January 2007.

Global and National Macroeconometric Modelling: A Long Run Structural Approach,
by Tony Garratt, Kevin Lee, Hashem Pesaran and Yongcheol Shin

Publications can be seen at

Journal of Applied Econometrics: http://www3.interscience.wiley.com/cgi-bin/jabout/4079/
Electronic Submissions to JAE: https://gemini.econ.umd.edu/cgi-bin/e-editor/e-submit_t.cgi?dbase=jae
Research Papers in Economics: RePEc

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