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Research Interests


Econometric Analysis of Heterogeneous Panels. Panel/Global Vector Autoregressive Models(PVAR/GVAR). Long-run Structural Macroeconometrics.

Publications


2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011
2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001
2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991
1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981
1980 | 1979 | 1978 | 1977 | 1976 | 1975 | 1974 | 1973

Recent Activities


Economic Theory Workshop - Publication Date: 2018-05-01
Cambridge-INET will hold an Economic Theory Workshop at King's College, Cambridge on 1st - 3rd May 2018.

Dr. Mohaddes's Research Featured in the News - Publication Date: 2018-03-01
Dr. Kamiar Mohaddes's paper "Country-Specific Oil Supply Shocks and the Global Economy" (joint with Prof. Hashem Pesaran) was featured in the Albawaba News article "Reneging on the Nuclear Deal Will Isolate America, Empower China, and Distance Europe".

Panel Data Workshop - Publication Date: 2017-05-11
This workshop will take place on the 23rd - 24th May 2017, Winstanley theatre, Trinity College and will involve a number of speakers domestic and international presenting their work on panel data methods with applications in finance and macroeconomics.

Economic Statistics Centre of Excellence - Publication Date: 2016-11-17
Following the Bean Independent Review of UK Economic Statistics, the Office for National Statistics (ONS) recently announced that the National Institute of Economic and Social Research in collaboration with a consortium of leading economic institutions including the University of Cambridge will form the Economic Statistics Centre of Excellence (ESCoE).

Professor Hashem Pesaran is pleased to announce the newly founded International Association for Applied Econometrics. - Publication Date: 2013-05-17
The aim of the Association is to advance the education of the public in the subject of econometrics and its applications to a variety of fields in economics, in particular, but not exclusively, by advancing and supporting research in that field, and disseminating the results of such useful research to the public. The Association is sponsored by Journal of Applied Econometrics and its publisher Wiley

Research Grants


Cross Section Dependence In Panel Data Models (ESRC)
Real Time Econometrics, And/Or Forecasting Time Series Subject To Multiple Structural Breaks (SINOPIA ASSET MANAGEMENT)
Dynamic Panel Analysis Of Interactions And Nonlinearities (ESRC)
International Economic Linkages And Synchronisation In Business Cycles (EUROPEAN CENTRAL BANK)

Keynes Fund Sponsored Projects


Climate Change, Volatility, and Economic Growth: Evidence from U.S. States with Mohaddes, K. and Raissi, M. (JHOU)