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Research Interests

M. Hashem Pesaran has made significant contributions in time series and panel data econometrics. He is the developer of the Global Vector Autoregressive (GVAR) approach used extensively by many economists and international institutions, including IMF, ECB and the World Bank to study and predict international spillover effects and interdependencies in the global economy. By inventing this model, Pesaran has helped in transforming our understanding of interconnectedness of international financial systems and global risk taking.


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Research Activities

Economic Theory Workshop
Cambridge-INET is hosting an Economic Theory Workshop on the 1st - 3rd May 2018, starting at 12.00pm (on the 1st) and finishing at 5.00pm (on the 3rd), in the Keynes Hall, King's College, Cambridge.
Published on - Friday 27th April 2018

Dr. Mohaddes's Research Featured in the News
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".
Published on - Thursday 1st March 2018

Panel Data Workshop
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.
Event Date - Tuesday 23rd May 2017 - Wednesday 24th May 2017

Economic Statistics Centre of Excellence
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).
Published on - Thursday 17th November 2016

Professor Hashem Pesaran is pleased to announce the newly founded International Association for Applied Econometrics.
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
Published on - Friday 17th May 2013

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)