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M. Hashem Pesaran FBA Professor of Economics Fellow of Trinity College| Room: | 16 | | Tel: | +44-(0) 1223-335216 (Faculty Office)
+44-(0) 1223 338403 (Trinity Office) | | Email: | mhp1@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. |
Newspaper, Magazine and Online Articles
- The recycling dilemma, Keyhan International, October 1974,
Tehran.
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Banking and credit control in Iran, Euromoney (supplement),
April 1975.
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Recent Perspectives on the Iranian Economy, Kanoon Iran,
February 1996, pp.7-11 (Text of a lecture given in London, October 1994).
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Professor David Champernowne, obituary in Daily Telegraph, 4
September 2000.
- Exploring International Financial Linkages, The Fountain Trinity College Newsletter, Spring 2006
- Market Efficiency Today, Medium Econometrische Toepassingden,Vol. 14, pp. 47-54, Spring 2006 (also Center for Financial Studies Working Paper Series, No. 2006/01, January 2006)
- The ugly truth about a renminbi revaluation for Latin America, with Ambrogio Cesa-Bianchi, Alessandro Rebucci, Cesar E. Tamayo, and Teng Teng Xu, Vox, May 2010
- Beyond fiscal federalism: What does it take to save to euro?, with Giancarlo Corsetti, Vox, January 2012
- Hashem Pesaran Talks about Analyzing Panel Data in Economics, Science Watch,
January 2012
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